```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      463,143
COMMITMENTS
 156,712   99,594   65,114  203,205  248,359  425,031  413,067   38,112   50,076

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -4,424)
   2,190      -11   -6,515   -1,079    1,072   -5,404   -5,454      980    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     21.5     14.1     43.9     53.6     91.8     89.2      8.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
     143      103      121       77      116      292      277
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,187,048
COMMITMENTS
 389,066   97,753  114,381  550,272  763,720  1053719  975,854  133,329  211,194

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,014)
   8,220   -1,715      261   -9,284   -4,386     -803   -5,840   -2,211    2,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      8.2      9.6     46.4     64.3     88.8     82.2     11.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      768)
     203      135      169      235      365      524      595
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,154
COMMITMENTS
   3,001      475      131    4,830    8,819    7,962    9,425    2,192      729

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -326)
     -91      -44       12     -102     -125     -181     -157     -145     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      4.7      1.3     47.6     86.9     78.4     92.8     21.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17        6        5       12       11       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      752,907
COMMITMENTS
 303,279   71,002   94,705  287,530  518,557  685,514  684,264   67,393   68,643

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -7,452)
  -5,100    5,749    1,115     -383  -12,882   -4,368   -6,018   -3,084   -1,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      9.4     12.6     38.2     68.9     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      602)
     226      130      177      162      213      478      446
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      331,467
COMMITMENTS
  69,132   66,365   42,013  191,842  191,738  302,987  300,116   28,480   31,351

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      5,149)
   2,584   11,578   -5,142    6,600   -6,485    4,042      -49    1,107    5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     20.0     12.7     57.9     57.8     91.4     90.5      8.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      76       70       76       74       65      192      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      605,807
COMMITMENTS
  84,257   57,326    7,992  352,590  407,761  444,839  473,079  160,968  132,728

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -10,881)
   4,080    6,856    2,749  -21,576  -23,475  -14,747  -13,870    3,866    2,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      9.5      1.3     58.2     67.3     73.4     78.1     26.6     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      33       25       12       67       74      106      105
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      352,260
COMMITMENTS
  47,260   25,696      649  241,259  268,270  289,168  294,615   63,092   57,645

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,266)
    -634    4,254       46   -4,011  -11,424   -4,599   -7,124    1,333    3,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      7.3      0.2     68.5     76.2     82.1     83.6     17.9     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        5        3       33       38       43       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,399
COMMITMENTS
   2,378      189    2,834    6,540    9,193   11,752   12,216      647      183

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        286)
     318       27      193     -145      137      366      357      -80      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      1.5     22.9     52.7     74.1     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        4        8       21       22       37       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      244,787
COMMITMENTS
  80,753    8,137   41,995   77,348  168,212  200,096  218,344   44,691   26,443

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,709)
   1,449      -68      643   -2,448   -1,287     -356     -712   -1,353     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      3.3     17.2     31.6     68.7     81.7     89.2     18.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      86       21       70       68       65      192      142
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,046
COMMITMENTS
   4,297    4,505      442    6,634    7,903   11,373   12,850    2,673    1,196

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        463)
     529      -49       -5     -114      609      410      555       53      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     32.1      3.1     47.2     56.3     81.0     91.5     19.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       23        9       22       12       50       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,037,702
COMMITMENTS
 365,317  154,919   20,517  517,786  786,631  903,620  962,067  134,082   75,635

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -25,117)
 -23,216    1,194       20      589  -19,532  -22,607  -18,318   -2,510   -6,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     14.9      2.0     49.9     75.8     87.1     92.7     12.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      53       34       14       95      103      155      144
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,655,120
COMMITMENTS
 229,847  244,442   37,259  1116056  1075623  1383162  1357324  271,958  297,796

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:   -102,566)
 -52,438  -35,788    2,293  -33,348  -44,284  -83,493  -77,779  -19,073  -24,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     14.8      2.3     67.4     65.0     83.6     82.0     16.4     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      26       68       34      109      137      161      213
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,188,509
COMMITMENTS
 235,683  109,313   16,527  706,254  826,624  958,464  952,464  230,045  236,045

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     13,593)
 -38,484  -10,313    3,041   63,449   31,030   28,006   23,758  -14,413  -10,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      9.2      1.4     59.4     69.6     80.6     80.1     19.4     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      43       30       20       81       97      131      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      435,302
COMMITMENTS
  14,289   48,672   61,338  333,318  285,792  408,945  395,802   26,357   39,500

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -68,212)
  -7,743  -11,198   -6,516  -53,343  -52,403  -67,602  -70,117     -610    1,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     11.2     14.1     76.6     65.7     93.9     90.9      6.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       15       24       43       43       70       73
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,382
COMMITMENTS
  19,835    5,857      104   24,328   40,359   44,266   46,319    8,117    6,063

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      3,287)
   1,546        0        6    1,872    2,866    3,423    2,872     -137      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     11.2      0.2     46.4     77.0     84.5     88.4     15.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       13        3       30       27       61       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,764
COMMITMENTS
  39,669   11,713      207   48,655   80,718   88,531   92,638   16,233   12,126

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      6,573)
   3,091        0       12    3,743    5,732    6,846    5,744     -273      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     11.2      0.2     46.4     77.0     84.5     88.4     15.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       13        3       30       27       61       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,360
COMMITMENTS
   5,898    6,325      900    1,448    1,130    8,246    8,355      114        5

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -165)
    -171       -2        0        0     -163     -171     -165        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     75.7     10.8     17.3     13.5     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        9        2        1        2       10       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,009
COMMITMENTS
   1,322    4,937       40    9,317    5,994   10,679   10,971      330       38

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,058)
      38    1,196      -30    1,041     -108    1,049    1,058        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     44.8      0.4     84.6     54.4     97.0     99.7      3.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 08/07/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,038
COMMITMENTS
   2,256    2,342        0   12,474   12,664   14,730   15,006      308       32

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        660)
      58     -865        0      606    1,537      664      672       -4      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     15.6      0.0     82.9     84.2     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        8        0        4       15       12       23
```

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Updated August 10, 2012