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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 11, 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  :   445,975:   158,654    108,029     60,308    191,281    228,125    410,243    396,462:    35,732     49,513
Old  :   355,823:   134,723    102,836     25,835    165,981    191,611    326,539    320,282:    29,284     35,541
Other:    90,152:    37,070     18,332     21,334     25,300     36,514     83,704     76,180:     6,448     13,972
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       833:       749      5,693        794       -416     -4,695      1,127      1,792:      -294       -959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       24.2       13.5       42.9       51.2       92.0       88.9:       8.0       11.1
Old  :     100.0:      37.9       28.9        7.3       46.6       53.9       91.8       90.0:       8.2       10.0
Other:     100.0:      41.1       20.3       23.7       28.1       40.5       92.8       84.5:       7.2       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       386:       138        110        115         85        117        287        287:
Old  :       373:       134        109         89         70        107        251        263:
Other:       216:        47         54         26         48         99        112        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       19.7       30.7       29.3       17.4       15.6       29.5       24.0
Old  :                 21.3       20.7       35.6       30.2       20.7       19.6       34.8       28.7
Other:                 39.1       25.7       54.4       36.6       27.3       10.0       37.4       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 11, 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  : 1,162,740:   418,771     86,826    120,419    487,337    747,807  1,026,527    955,052:   136,213    207,688
Old  : 1,062,594:   386,520    100,938     95,331    454,354    680,061    936,205    876,330:   126,389    186,264
Other:   100,146:    55,973      9,610      1,366     32,983     67,746     90,322     78,722:     9,824     21,424
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -15,651:   -12,206      3,952      6,168     -8,130    -24,761    -14,168    -14,641:    -1,483     -1,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        7.5       10.4       41.9       64.3       88.3       82.1:      11.7       17.9
Old  :     100.0:      36.4        9.5        9.0       42.8       64.0       88.1       82.5:      11.9       17.5
Other:     100.0:      55.9        9.6        1.4       32.9       67.6       90.2       78.6:       9.8       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       800:       216        140        154        211        368        508        599:
Old  :       794:       211        140        146        202        362        492        587:
Other:       404:        49         59         14         59        258        114        328:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       11.3       23.8       18.6       11.9       10.0       20.5       15.2
Old  :                 14.0       10.5       24.5       17.4       12.5       10.5       22.6       16.2
Other:                 46.4       31.3       57.4       37.9       46.4       31.3       57.4       37.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 11, 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  :    11,610:     4,296      1,003         55      4,739      9,822      9,090     10,880:     2,520        730
Old  :    11,591:     4,296        998         55      4,722      9,812      9,073     10,865:     2,518        726
Other:        19:         0          5          0         17         10         17         15:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :        22:      -189        133        -19        175        -59        -33         55:        55        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.0        8.6        0.5       40.8       84.6       78.3       93.7:      21.7        6.3
Old  :     100.0:      37.1        8.6        0.5       40.7       84.7       78.3       93.7:      21.7        6.3
Other:     100.0:       0.0       26.3        0.0       89.5       52.6       89.5       78.9:      10.5       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          9          4         13         12         35         22:
Old  :        45:        19          9          4         12         12         34         22:
Other:         4:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.2       70.5       54.3       84.9       31.0       62.5       48.2       77.0
Old  :                 32.2       70.6       54.4       85.1       31.1       62.7       48.3       77.2
Other:                 89.5       78.9       89.5       78.9       78.9       68.4       78.9       68.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 11, 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  :   733,037:   297,109     67,294     92,632    268,128    497,732    657,869    657,658:    75,168     75,379
Old  :   700,246:   287,610     69,084     85,068    256,362    475,049    629,040    629,201:    71,206     71,045
Other:    32,791:    16,813      5,524        250     11,766     22,683     28,829     28,457:     3,962      4,334
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -9,684:    -5,923     -3,093     -1,427        194     -3,967     -7,156     -8,487:    -2,528     -1,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        9.2       12.6       36.6       67.9       89.7       89.7:      10.3       10.3
Old  :     100.0:      41.1        9.9       12.1       36.6       67.8       89.8       89.9:      10.2       10.1
Other:     100.0:      51.3       16.8        0.8       35.9       69.2       87.9       86.8:      12.1       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       251        133        176        149        213        485        453:
Old  :       628:       240        144        170        146        209        473        447:
Other:       242:        49         49          8         35        121         88        174:
     :----------------------------------------------------------------------------------------------------
     :             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       19.1       21.8       29.7        9.8       17.1       16.5       23.9
Old  :                 13.9       19.8       21.9       29.4       12.0       18.0       19.0       24.7
Other:                 38.3       57.2       49.7       64.3       38.3       57.2       49.6       64.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 11, 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  :   324,438:    91,000     49,746     36,319    155,615    214,431    282,934    300,496:    41,504     23,942
Old  :   313,501:    92,553     51,880     30,666    150,861    208,017    274,080    290,563:    39,421     22,938
Other:    10,937:     2,467      1,886      1,633      4,754      6,414      8,854      9,933:     2,083      1,004
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -13,427:       620      1,087     -7,662     -3,511     -5,825    -10,553    -12,400:    -2,874     -1,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       15.3       11.2       48.0       66.1       87.2       92.6:      12.8        7.4
Old  :     100.0:      29.5       16.5        9.8       48.1       66.4       87.4       92.7:      12.6        7.3
Other:     100.0:      22.6       17.2       14.9       43.5       58.6       81.0       90.8:      19.0        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:       101         58         75         72         68        216        175:
Old  :       269:       102         63         73         72         68        214        175:
Other:        37:        12          4          9         16         10         30         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       30.4       22.7       41.8       11.0       24.4       19.3       34.2
Old  :                 13.1       30.7       23.0       42.1       11.2       25.2       19.7       34.7
Other:                 34.1       50.2       51.5       72.0       32.5       50.2       47.0       64.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 11, 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  :   573,215:    69,832     49,744      5,615    347,099    386,540    422,546    441,899:   150,669    131,316
Old  :   573,215:    69,832     49,744      5,615    347,099    386,540    422,546    441,899:   150,669    131,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -41,290:     4,518       -939     -2,656    -41,841    -28,997    -39,979    -32,592:    -1,311     -8,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.7        1.0       60.6       67.4       73.7       77.1:      26.3       22.9
Old  :     100.0:      12.2        8.7        1.0       60.6       67.4       73.7       77.1:      26.3       22.9
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  :       141:        23         23          5         64         71         91         95:
Old  :       141:        23         23          5         64         71         91         95:
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  :                 21.5       15.8       30.7       27.6       16.5       13.5       24.2       23.8
Old  :                 21.5       15.8       30.7       27.6       16.5       13.5       24.2       23.8
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, September 11, 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  :   378,847:    39,342     33,961     13,398    258,351    272,972    311,091    320,331:    67,756     58,516
Old  :   378,847:    39,342     33,961     13,398    258,351    272,972    311,091    320,331:    67,756     58,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -4,766:    -4,307        872      3,853     -4,915     -9,246     -5,369     -4,521:       603       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        9.0        3.5       68.2       72.1       82.1       84.6:      17.9       15.4
Old  :     100.0:      10.4        9.0        3.5       68.2       72.1       82.1       84.6:      17.9       15.4
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  :        67:         7          7          5         36         41         46         50:
Old  :        67:         7          7          5         36         41         46         50:
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  :                 33.5       41.6       49.9       51.7       31.4       39.1       43.7       48.6
Old  :                 33.5       41.6       49.9       51.7       31.4       39.1       43.7       48.6
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, September 11, 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  :    11,929:     2,757        129      2,663      5,868      8,855     11,288     11,647:       641        282
Old  :    11,929:     2,757        129      2,663      5,868      8,855     11,288     11,647:       641        282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       683:       774        -61         18       -131        716        661        673:        22         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        1.1       22.3       49.2       74.2       94.6       97.6:       5.4        2.4
Old  :     100.0:      23.1        1.1       22.3       49.2       74.2       94.6       97.6:       5.4        2.4
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  :        44:        12          3          7         23         23         38         31:
Old  :        44:        12          3          7         23         23         38         31:
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  :                 54.9       53.5       70.9       76.0       18.5       21.9       24.0       28.4
Old  :                 54.9       53.5       70.9       76.0       18.5       21.9       24.0       28.4
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, September 11, 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  :   238,717:    81,193     14,385     35,316     76,127    164,592    192,636    214,293:    46,081     24,424
Old  :   228,993:    78,491     13,989     32,927     72,591    158,641    184,009    205,557:    44,984     23,436
Other:     9,724:     2,989        683      2,102      3,536      5,951      8,627      8,736:     1,097        988
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -13,190:    -4,217      2,471     -6,169       -394    -10,015    -10,780    -13,713:    -2,410        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        6.0       14.8       31.9       68.9       80.7       89.8:      19.3       10.2
Old  :     100.0:      34.3        6.1       14.4       31.7       69.3       80.4       89.8:      19.6       10.2
Other:     100.0:      30.7        7.0       21.6       36.4       61.2       88.7       89.8:      11.3       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        82         31         71         76         68        201        150:
Old  :       229:        82         32         70         76         68        199        150:
Other:        41:         9          5          2         25         11         35         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       33.9       18.3       46.2        8.7       28.8       14.9       39.0
Old  :                 10.6       33.7       18.4       46.0        9.1       28.6       15.5       39.3
Other:                 47.8       57.1       64.9       77.1       35.1       39.8       47.9       53.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 11, 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  :    14,101:     3,166      5,861        143      7,860      6,514     11,169     12,518:     2,932      1,583
Old  :    14,096:     3,169      5,861        140      7,857      6,514     11,166     12,515:     2,930      1,581
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       834:       106        755        -70        678       -140        714        545:       120        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       41.6        1.0       55.7       46.2       79.2       88.8:      20.8       11.2
Old  :     100.0:      22.5       41.6        1.0       55.7       46.2       79.2       88.8:      20.8       11.2
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        22         20          6         25          9         47         35:
Old  :        68:        22         20          5         24          9         46         34:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       44.5       52.1       59.8       37.2       43.7       52.1       59.0
Old  :                 37.2       44.5       52.1       59.8       37.2       43.7       52.1       59.0
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 11, 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  :   985,900:   312,902    204,663     21,670    529,348    680,672    863,920    907,005:   121,980     78,895
Old  :   985,900:   312,902    204,663     21,670    529,348    680,672    863,920    907,005:   121,980     78,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -27,022:    -6,699     29,172     -1,940     -6,293    -59,743    -14,932    -32,511:   -12,090      5,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       20.8        2.2       53.7       69.0       87.6       92.0:      12.4        8.0
Old  :     100.0:      31.7       20.8        2.2       53.7       69.0       87.6       92.0:      12.4        8.0
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  :       209:        48         29         15         98         88        150        128:
Old  :       209:        48         29         15         98         88        150        128:
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  :                 16.4       32.6       28.0       44.0       16.4       30.2       27.6       40.4
Old  :                 16.4       32.6       28.0       44.0       16.4       30.2       27.6       40.4
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, September 11, 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  : 1,570,830:   284,276    177,716     29,022    961,412  1,085,129  1,274,710  1,291,867:   296,120    278,963
Old  : 1,570,830:   284,276    177,716     29,022    961,412  1,085,129  1,274,710  1,291,867:   296,120    278,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -14,461:    -9,460     -7,335     -2,630      4,798     -2,459     -7,292    -12,424:    -7,169     -2,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       11.3        1.8       61.2       69.1       81.1       82.2:      18.9       17.8
Old  :     100.0:      18.1       11.3        1.8       61.2       69.1       81.1       82.2:      18.9       17.8
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  :       252:        50         45         28        103        124        168        182:
Old  :       252:        50         45         28        103        124        168        182:
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  :                 24.1       28.4       34.9       36.5       22.9       22.1       31.0       30.1
Old  :                 24.1       28.4       34.9       36.5       22.9       22.1       31.0       30.1
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, September 11, 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  : 1,256,658:   312,895    128,223     13,338    696,102    883,439  1,022,335  1,025,000:   234,323    231,658
Old  : 1,256,658:   312,895    128,223     13,338    696,102    883,439  1,022,335  1,025,000:   234,323    231,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -7,490:    36,237     -7,449     -4,711    -25,055     19,294      6,471      7,134:   -13,961    -14,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       10.2        1.1       55.4       70.3       81.4       81.6:      18.6       18.4
Old  :     100.0:      24.9       10.2        1.1       55.4       70.3       81.4       81.6:      18.6       18.4
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  :       189:        46         26         14         82         84        132        120:
Old  :       189:        46         26         14         82         84        132        120:
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  :                 18.1       26.8       31.1       37.9       17.5       26.1       29.0       36.0
Old  :                 18.1       26.8       31.1       37.9       17.5       26.1       29.0       36.0
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, September 11, 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  :   424,978:    16,203     51,604     62,013    318,811    275,033    397,027    388,650:    27,951     36,328
Old  :   424,978:    16,203     51,604     62,013    318,811    275,033    397,027    388,650:    27,951     36,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    11,701:     3,722       -814       -647      4,809     11,247      7,884      9,786:     3,817      1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       12.1       14.6       75.0       64.7       93.4       91.5:       6.6        8.5
Old  :     100.0:       3.8       12.1       14.6       75.0       64.7       93.4       91.5:       6.6        8.5
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  :        81:        16         17         25         41         40         68         72:
Old  :        81:        16         17         25         41         40         68         72:
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  :                 42.2       30.7       50.9       50.7       32.2       25.5       37.6       36.1
Old  :                 42.2       30.7       50.9       50.7       32.2       25.5       37.6       36.1
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, September 11, 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  :    62,974:    21,841      5,891        889     30,810     50,229     53,540     57,008:     9,434      5,966
Old  :    62,974:    21,841      5,891        889     30,810     50,229     53,540     57,008:     9,434      5,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     6,751:     2,929       -136        146      2,706      5,882      5,780      5,892:       971        860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        9.4        1.4       48.9       79.8       85.0       90.5:      15.0        9.5
Old  :     100.0:      34.7        9.4        1.4       48.9       79.8       85.0       90.5:      15.0        9.5
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  :        99:        35         14          4         30         27         67         43:
Old  :        99:        35         14          4         30         27         67         43:
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  :                 24.0       47.2       38.2       62.9       22.9       47.1       36.2       61.0
Old  :                 24.0       47.2       38.2       62.9       22.9       47.1       36.2       61.0
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, September 11, 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  :   125,948:    43,682     11,781      1,778     61,620    100,457    107,080    114,016:    18,868     11,932
Old  :   125,948:    43,682     11,781      1,778     61,620    100,457    107,080    114,016:    18,868     11,932
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    13,502:     5,857       -271        291      5,412     11,763     11,560     11,783:     1,942      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        9.4        1.4       48.9       79.8       85.0       90.5:      15.0        9.5
Old  :     100.0:      34.7        9.4        1.4       48.9       79.8       85.0       90.5:      15.0        9.5
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  :        99:        35         14          4         30         27         67         43:
Old  :        99:        35         14          4         30         27         67         43:
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  :                 24.0       47.2       38.2       62.9       22.9       47.1       36.2       61.0
Old  :                 24.0       47.2       38.2       62.9       22.9       47.1       36.2       61.0
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, September 11, 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  :     9,157:     6,734      6,367      1,013      1,293      1,771      9,040      9,151:       117          6
Old  :     9,157:     6,734      6,367      1,013      1,293      1,771      9,040      9,151:       117          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       543:       512       -247         59          0        730        571        542:       -28          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5       69.5       11.1       14.1       19.3       98.7       99.9:       1.3        0.1
Old  :     100.0:      73.5       69.5       11.1       14.1       19.3       98.7       99.9:       1.3        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  :        21:        11          7          3          1          2         14         10:
Old  :        21:        11          7          3          1          2         14         10:
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  :                 71.1       78.8       90.8       98.0       69.9       72.5       83.8       88.5
Old  :                 71.1       78.8       90.8       98.0       69.9       72.5       83.8       88.5
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, September 11, 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  :    12,926:     1,154      5,057        995     10,560      6,793     12,709     12,845:       217         81
Old  :    12,926:     1,154      5,057        995     10,560      6,793     12,709     12,845:       217         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,190:       -71        216        962        328         -3      1,219      1,175:       -29         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       39.1        7.7       81.7       52.6       98.3       99.4:       1.7        0.6
Old  :     100.0:       8.9       39.1        7.7       81.7       52.6       98.3       99.4:       1.7        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  :        27:         6          8          4          6          8         16         16:
Old  :        27:         6          8          4          6          8         16         16:
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  :                 83.9       83.0       94.2       91.8       80.5       76.2       88.8       84.9
Old  :                 83.9       83.0       94.2       91.8       80.5       76.2       88.8       84.9
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, September 11, 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  :    16,022:     1,697      1,552      1,736     12,387     12,695     15,820     15,983:       202         39
Old  :    16,022:     1,697      1,552      1,736     12,387     12,695     15,820     15,983:       202         39
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,377:       -95     -1,266      1,413         51      1,215      1,369      1,362:         8         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.7       10.8       77.3       79.2       98.7       99.8:       1.3        0.2
Old  :     100.0:      10.6        9.7       10.8       77.3       79.2       98.7       99.8:       1.3        0.2
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  :        30:         5          6          1          5         15         11         21:
Old  :        30:         5          6          1          5         15         11         21:
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  :                 87.5       75.8       97.6       89.5       82.3       64.9       87.3       78.7
Old  :                 87.5       75.8       97.6       89.5       82.3       64.9       87.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 14, 2012