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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   423,551:   124,942     98,847     62,357    204,961    213,493    392,260    374,697:    31,291     48,854
Old  :   371,467:   113,948     93,073     42,152    186,449    195,895    342,549    331,120:    28,918     40,347
Other:    52,084:    16,255     11,035     14,944     18,512     17,598     49,711     43,577:     2,373      8,507
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    10,935:     2,251     -3,729     11,146     -3,700      4,754      9,697     12,171:     1,238     -1,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       23.3       14.7       48.4       50.4       92.6       88.5:       7.4       11.5
Old  :     100.0:      30.7       25.1       11.3       50.2       52.7       92.2       89.1:       7.8       10.9
Other:     100.0:      31.2       21.2       28.7       35.5       33.8       95.4       83.7:       4.6       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       118        113        102         70        112        254        277:
Old  :       365:       120        115         94         65        111        244        271:
Other:       148:        16         48         14         30         72         58        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       18.1       33.4       26.6       20.1       14.8       31.6       22.5
Old  :                 23.5       18.2       36.4       27.0       22.5       17.2       34.4       25.9
Other:                 58.9       36.3       74.6       45.3       36.9       10.8       45.2       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,036,438:   291,962    109,381    104,051    507,058    623,106    903,071    836,538:   133,367    199,900
Old  :   381,128:   151,394     71,052      8,473    186,826    258,089    346,693    337,614:    34,435     43,514
Other:   655,310:   198,928     96,689     37,218    320,232    365,017    556,378    498,924:    98,932    156,386
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -21,334:    21,766    -33,334    -20,167    -21,417     44,351    -19,818     -9,150:    -1,516    -12,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       10.6       10.0       48.9       60.1       87.1       80.7:      12.9       19.3
Old  :     100.0:      39.7       18.6        2.2       49.0       67.7       91.0       88.6:       9.0       11.4
Other:     100.0:      30.4       14.8        5.7       48.9       55.7       84.9       76.1:      15.1       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       688:       179        129        153        193        322        461        533:
Old  :       548:       133         88         31        130        247        277        354:
Other:       641:       153        128        101        143        302        357        479:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       13.0       23.6       21.0       13.8        9.2       23.2       14.8
Old  :                 22.0       27.8       34.2       36.7       22.0       27.2       34.1       35.4
Other:                 15.0       11.2       27.0       17.1       14.4       10.1       25.8       15.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,978:     2,622        333         15      4,663      7,526      7,300      7,874:     1,678      1,104
Old  :     8,978:     2,622        333         15      4,663      7,526      7,300      7,874:     1,678      1,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -484:       408     -1,060          0       -703      1,038       -295        -22:      -189       -462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        3.7        0.2       51.9       83.8       81.3       87.7:      18.7       12.3
Old  :     100.0:      29.2        3.7        0.2       51.9       83.8       81.3       87.7:      18.7       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          6          2         14         12         30         18:
Old  :        38:        14          6          2         14         12         30         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       69.9       54.8       81.2       31.8       69.0       50.9       78.4
Old  :                 34.5       69.9       54.8       81.2       31.8       69.0       50.9       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   775,157:   310,255     49,822    124,047    267,694    518,107    701,996    691,976:    73,161     83,181
Old  :    99,768:    63,623      9,504      1,611     25,439     77,473     90,673     88,588:     9,095     11,180
Other:   675,389:   271,806     65,492     97,262    242,255    440,634    611,323    603,388:    64,066     72,001
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     7,420:    23,324        373     -3,061     -8,121     15,323     12,142     12,635:    -4,722     -5,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        6.4       16.0       34.5       66.8       90.6       89.3:       9.4       10.7
Old  :     100.0:      63.8        9.5        1.6       25.5       77.7       90.9       88.8:       9.1       11.2
Other:     100.0:      40.2        9.7       14.4       35.9       65.2       90.5       89.3:       9.5       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       258         93        184        167        211        500        440:
Old  :       344:       103         51          9         77        140        184        197:
Other:       589:       231        119        165        143        202        453        423:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       23.3       17.2       33.6        8.7       19.0       15.1       28.3
Old  :                 34.3       26.5       51.6       37.9       34.3       26.3       49.4       37.0
Other:                 10.2       24.7       18.0       33.4        9.8       21.4       16.5       29.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   337,964:    65,848     88,483     54,168    185,672    165,303    305,688    307,954:    32,276     30,010
Old  :   114,464:    24,670     27,520     10,501     69,370     64,362    104,541    102,383:     9,923     12,081
Other:   223,500:    52,397     72,182     32,448    116,302    100,941    201,147    205,571:    22,353     17,929
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -12,370:    -1,048     -7,934       -632     -9,588        313    -11,268     -8,253:    -1,102     -4,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       26.2       16.0       54.9       48.9       90.4       91.1:       9.6        8.9
Old  :     100.0:      21.6       24.0        9.2       60.6       56.2       91.3       89.4:       8.7       10.6
Other:     100.0:      23.4       32.3       14.5       52.0       45.2       90.0       92.0:      10.0        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        74         83         84         70         70        192        205:
Old  :       186:        52         44         32         51         59        120        121:
Other:       233:        69         75         54         62         55        161        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       19.2       31.3       29.5       13.4       13.1       21.7       21.1
Old  :                 37.3       23.2       46.8       36.5       34.6       20.4       42.9       32.2
Other:                 18.5       20.9       31.8       31.3       16.6       15.7       28.4       24.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   626,502:    80,916     40,989      8,253    379,605    455,800    468,774    505,042:   157,728    121,460
Old  :   626,502:    80,916     40,989      8,253    379,605    455,800    468,774    505,042:   157,728    121,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -6,825:     1,440      2,289     -2,032     -6,010     -4,210     -6,602     -3,953:      -223     -2,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.5        1.3       60.6       72.8       74.8       80.6:      25.2       19.4
Old  :     100.0:      12.9        6.5        1.3       60.6       72.8       74.8       80.6:      25.2       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        35         19          9         69         78        107        103:
Old  :       160:        35         19          9         69         78        107        103:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       17.6       34.4       31.2       21.9       17.2       29.0       29.9
Old  :                 25.4       17.6       34.4       31.2       21.9       17.2       29.0       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   347,164:    46,504     21,946        426    236,398    278,383    283,328    300,755:    63,836     46,409
Old  :   347,164:    46,504     21,946        426    236,398    278,383    283,328    300,755:    63,836     46,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -279:       746     -2,092         -2      1,743      4,770      2,487      2,676:    -2,766     -2,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.3        0.1       68.1       80.2       81.6       86.6:      18.4       13.4
Old  :     100.0:      13.4        6.3        0.1       68.1       80.2       81.6       86.6:      18.4       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         7          6          5         34         43         44         51:
Old  :        70:         7          6          5         34         43         44         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       43.7       48.8       55.0       31.2       42.4       43.4       52.5
Old  :                 31.9       43.7       48.8       55.0       31.2       42.4       43.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,066:     1,183        124      1,481      7,898      9,164     10,562     10,769:       504        297
Old  :    11,066:     1,183        124      1,481      7,898      9,164     10,562     10,769:       504        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       508:    -1,367        -72        650      1,133         22        416        600:        92        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.1       13.4       71.4       82.8       95.4       97.3:       4.6        2.7
Old  :     100.0:      10.7        1.1       13.4       71.4       82.8       95.4       97.3:       4.6        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         7          2          5         23         24         32         30:
Old  :        39:         7          2          5         23         24         32         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       47.0       67.1       71.0       11.7       18.0       20.1       24.4
Old  :                 53.3       47.0       67.1       71.0       11.7       18.0       20.1       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   266,531:    96,561      7,605     39,713     82,784    189,889    219,058    237,207:    47,473     29,324
Old  :    82,904:    38,346      3,642      2,994     27,488     63,788     68,828     70,424:    14,076     12,480
Other:   183,627:    77,627     23,375     17,307     55,296    126,101    150,230    166,783:    33,397     16,844
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -5,917:    -4,584     -1,303      2,030     -1,917     -6,794     -4,471     -6,067:    -1,446        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        2.9       14.9       31.1       71.2       82.2       89.0:      17.8       11.0
Old  :     100.0:      46.3        4.4        3.6       33.2       76.9       83.0       84.9:      17.0       15.1
Other:     100.0:      42.3       12.7        9.4       30.1       68.7       81.8       90.8:      18.2        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       101         20         71         70         72        208        152:
Old  :       166:        57         19         18         56         62        122         93:
Other:       212:        84         44         49         57         52        169        124:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       30.6       17.9       43.3        8.4       24.7       14.5       34.7
Old  :                 23.9       22.7       38.1       37.0       22.2       21.2       32.9       35.0
Other:                 12.0       36.8       19.9       49.7       11.9       34.0       19.6       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,126:     3,053      5,245        787      7,006      5,497     10,846     11,529:     2,280      1,597
Old  :    13,126:     3,053      5,245        787      7,006      5,497     10,846     11,529:     2,280      1,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,782:       -53       -683       -332     -1,039       -392     -1,424     -1,407:      -358       -375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       40.0        6.0       53.4       41.9       82.6       87.8:      17.4       12.2
Old  :     100.0:      23.3       40.0        6.0       53.4       41.9       82.6       87.8:      17.4       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        18         23         14         24         13         53         42:
Old  :        75:        18         23         14         24         13         53         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       37.1       53.3       52.7       37.1       35.8       53.3       50.3
Old  :                 37.1       37.1       53.3       52.7       37.1       35.8       53.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   795,701:   191,437    174,694      9,831    468,690    522,370    669,958    706,895:   125,743     88,806
Old  :   795,701:   191,437    174,694      9,831    468,690    522,370    669,958    706,895:   125,743     88,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -88,441:   -26,358    -29,024     -6,025    -67,283    -65,310    -99,666   -100,359:    11,225     11,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       22.0        1.2       58.9       65.6       84.2       88.8:      15.8       11.2
Old  :     100.0:      24.1       22.0        1.2       58.9       65.6       84.2       88.8:      15.8       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        42         35         15         97         89        146        132:
Old  :       211:        42         35         15         97         89        146        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       37.0       26.0       44.6       15.2       36.2       22.7       43.0
Old  :                 17.4       37.0       26.0       44.6       15.2       36.2       22.7       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,770,490:   227,279    300,657     26,245  1,221,370  1,147,642  1,474,894  1,474,544:   295,596    295,946
Old  : 1,770,490:   227,279    300,657     26,245  1,221,370  1,147,642  1,474,894  1,474,544:   295,596    295,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    32,480:     6,987     24,726     -7,274     34,991     18,696     34,704     36,148:    -2,224     -3,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       17.0        1.5       69.0       64.8       83.3       83.3:      16.7       16.7
Old  :     100.0:      12.8       17.0        1.5       69.0       64.8       83.3       83.3:      16.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        24         67         17         92        123        126        197:
Old  :       242:        24         67         17         92        123        126        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       20.0       44.7       27.7       30.8       16.4       40.7       23.5
Old  :                 33.3       20.0       44.7       27.7       30.8       16.4       40.7       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,138,496:   240,943    165,090      5,182    672,554    743,242    918,679    913,514:   219,817    224,982
Old  : 1,138,496:   240,943    165,090      5,182    672,554    743,242    918,679    913,514:   219,817    224,982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,036:    54,153     25,361        306    -67,646     -5,801    -13,187     19,866:    12,151    -20,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       14.5        0.5       59.1       65.3       80.7       80.2:      19.3       19.8
Old  :     100.0:      21.2       14.5        0.5       59.1       65.3       80.7       80.2:      19.3       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        36         30         11         83         93        126        127:
Old  :       194:        36         30         11         83         93        126        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       22.5       30.5       31.6       15.7       20.9       27.8       29.7
Old  :                 17.4       22.5       30.5       31.6       15.7       20.9       27.8       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   485,980:    28,872     70,149     75,951    357,622    297,075    462,445    443,175:    23,535     42,805
Old  :   485,980:    28,872     70,149     75,951    357,622    297,075    462,445    443,175:    23,535     42,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -40,610:    -3,122      3,788     -4,496    -31,215    -36,309    -38,833    -37,017:    -1,777     -3,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       14.4       15.6       73.6       61.1       95.2       91.2:       4.8        8.8
Old  :     100.0:       5.9       14.4       15.6       73.6       61.1       95.2       91.2:       4.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        19         21         28         49         51         82         88:
Old  :        95:        19         21         28         49         51         82         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       24.6       53.6       40.7       33.7       17.6       38.7       28.3
Old  :                 43.9       24.6       53.6       40.7       33.7       17.6       38.7       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    45,453:    15,211      5,071        163     22,543     36,150     37,917     41,383:     7,536      4,070
Old  :    45,453:    15,211      5,071        163     22,543     36,150     37,917     41,383:     7,536      4,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       146:    -2,440         69        103      1,952        -40       -385        132:       531         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       11.2        0.4       49.6       79.5       83.4       91.0:      16.6        9.0
Old  :     100.0:      33.5       11.2        0.4       49.6       79.5       83.4       91.0:      16.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        28         10          4         29         27         58         40:
Old  :        90:        28         10          4         29         27         58         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       52.2       41.0       68.9       26.7       52.2       41.0       68.9
Old  :                 26.7       52.2       41.0       68.9       26.7       52.2       41.0       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    90,905:    30,421     10,141        326     45,086     72,299     75,833     82,766:    15,072      8,139
Old  :    90,905:    30,421     10,141        326     45,086     72,299     75,833     82,766:    15,072      8,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       292:    -4,879        138        205      3,904        -80       -770        263:     1,062         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       11.2        0.4       49.6       79.5       83.4       91.0:      16.6        9.0
Old  :     100.0:      33.5       11.2        0.4       49.6       79.5       83.4       91.0:      16.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        90:        28         10          4         29         27         58         40:
Old  :        90:        28         10          4         29         27         58         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       52.2       41.0       68.9       26.7       52.2       41.0       68.9
Old  :                 26.7       52.2       41.0       68.9       26.7       52.2       41.0       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,990:     5,686      6,510        847      1,361        622      7,894      7,979:        96         11
Old  :     7,990:     5,686      6,510        847      1,361        622      7,894      7,979:        96         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -2,601:     1,100        -22     -2,489     -1,196          6     -2,585     -2,505:       -16        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.2       81.5       10.6       17.0        7.8       98.8       99.9:       1.2        0.1
Old  :     100.0:      71.2       81.5       10.6       17.0        7.8       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         11          2          1          2          8         14:
Old  :        20:         6         11          2          1          2          8         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       69.5       98.8       92.3       82.1       64.7       88.2       83.0
Old  :                 85.1       69.5       98.8       92.3       82.1       64.7       88.2       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,995:     1,544      3,662         50      8,141      6,237      9,735      9,949:       260         46
Old  :     9,995:     1,544      3,662         50      8,141      6,237      9,735      9,949:       260         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       690:        24        569          0        667        125        691        694:        -1         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       36.6        0.5       81.5       62.4       97.4       99.5:       2.6        0.5
Old  :     100.0:      15.4       36.6        0.5       81.5       62.4       97.4       99.5:       2.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          7          1          6          9         14         17:
Old  :        29:         8          7          1          6          9         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.8       79.2       93.1       91.4       79.8       79.2       93.1       91.3
Old  :                 79.8       79.2       93.1       91.4       79.8       79.2       93.1       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,313:     2,017      3,410          0      9,945      8,835     11,962     12,245:       351         68
Old  :    12,313:     2,017      3,410          0      9,945      8,835     11,962     12,245:       351         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     1,199:       217       -377          0        956      1,565      1,173      1,188:        26         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       27.7        0.0       80.8       71.8       97.1       99.4:       2.9        0.6
Old  :     100.0:      16.4       27.7        0.0       80.8       71.8       97.1       99.4:       2.9        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         8          6          0          3         14         11         20:
Old  :        30:         8          6          0          3         14         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.6       67.1       96.1       82.4       91.6       67.1       96.1       82.4
Old  :                 91.6       67.1       96.1       82.4       91.6       67.1       96.1       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 3, 2012