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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :   648,534:   146,843     86,365    199,489    259,858    306,613    606,190    592,467:    42,344     56,068
Old  :   566,549:   125,902     81,406    166,905    237,019    274,709    529,825    523,020:    36,724     43,529
Other:    81,985:    31,660     15,677     21,866     22,839     31,904     76,365     69,446:     5,620     12,539
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    27,495:     1,895      1,614     12,959     11,815     14,276     26,669     28,850:       826     -1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       13.3       30.8       40.1       47.3       93.5       91.4:       6.5        8.6
Old  :     100.0:      22.2       14.4       29.5       41.8       48.5       93.5       92.3:       6.5        7.7
Other:     100.0:      38.6       19.1       26.7       27.9       38.9       93.1       84.7:       6.9       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       149        125        165         97        133        334        346:
Old  :       417:       143        130        152         94        132        319        339:
Other:       199:        43         51         37         39         92        105        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  :                 13.4       15.1       24.0       23.0       12.6       11.1       20.0       16.6
Old  :                 14.8       15.9       26.3       23.8       14.1       12.4       21.7       18.5
Other:                 41.6       27.3       56.9       38.7       28.1       10.1       36.2       15.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  : 2,073,500:   431,357     55,556    727,381    721,140  1,012,663  1,879,878  1,795,601:   193,622    277,900
Old  :   327,919:    42,683      8,321    165,424     90,464    136,553    298,570    310,298:    29,349     17,621
Other: 1,745,581:   407,706     66,268    542,925    630,677    876,110  1,581,308  1,485,303:   164,274    260,278
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :   106,650:    35,431      2,937     47,862     14,455     50,771     97,748    101,570:     8,902      5,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        2.7       35.1       34.8       48.8       90.7       86.6:       9.3       13.4
Old  :     100.0:      13.0        2.5       50.4       27.6       41.6       91.0       94.6:       9.0        5.4
Other:     100.0:      23.4        3.8       31.1       36.1       50.2       90.6       85.1:       9.4       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       903:       275        163        301        316        421        704        781:
Old  :       583:       149         86        129        199        248        403        409:
Other:       893:       251        184        272        265        416        632        761:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.2       17.2       16.6        6.7        6.1       11.6        9.8
Old  :                 11.5       16.6       20.5       25.8        5.3       10.7        8.9       14.7
Other:                 10.6        9.5       18.3       16.1        7.5        6.4       13.1       10.3
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :     3,423:     1,251      1,062      1,514        366        702      3,131      3,278:       291        145
Old  :     2,978:     1,230      1,187      1,221        253        474      2,704      2,883:       274         95
Other:       445:       202         55        113        113        228        427        395:        18         50
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6       31.0       44.2       10.7       20.5       91.5       95.8:       8.5        4.2
Old  :     100.0:      41.3       39.9       41.0        8.5       15.9       90.8       96.8:       9.2        3.2
Other:     100.0:      45.3       12.3       25.3       25.4       51.2       96.0       88.8:       4.0       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7          6         10          6          7         19         17:
Old  :        21:         8          5          8          6          7         19         15:
Other:        11:         3          4          4          3          3          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.1       74.0       81.0       87.8       36.3       39.2       43.1       47.7
Old  :                 58.5       81.1       82.1       92.0       40.1       49.9       48.1       55.1
Other:                 89.4       75.0       96.0       87.9       67.7       58.7       68.1       60.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :    12,350:     3,294        148        972      5,632     10,332      9,898     11,452:     2,452        899
Old  :    12,336:     3,299        148        967      5,620     10,327      9,886     11,442:     2,450        895
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       710:       269        -33        139        196        573        603        679:       107         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        1.2        7.9       45.6       83.7       80.1       92.7:      19.9        7.3
Old  :     100.0:      26.7        1.2        7.8       45.6       83.7       80.1       92.7:      19.9        7.3
Other:     100.0:       0.0       35.8        0.0       85.6       35.7       85.6       71.5:      14.4       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          4          8         14         13         37         22:
Old  :        43:        20          4          8         14         13         37         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  :                 31.7       63.4       50.7       79.1       28.7       54.5       41.9       68.2
Old  :                 31.7       63.5       50.7       79.2       28.7       54.6       41.9       68.3
Other:                 85.6       71.5       85.6       71.5       71.3       57.2       71.3       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  : 1,231,055:   307,433     52,835    467,894    367,945    621,743  1,143,272  1,142,472:    87,783     88,583
Old  : 1,195,522:   297,205     53,665    458,493    355,143    598,537  1,110,840  1,110,694:    84,681     84,827
Other:    35,533:    14,969      3,911      4,661     12,802     23,206     32,431     31,777:     3,102      3,756
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    90,506:    24,459      1,270     58,763       -527     26,076     82,695     86,110:     7,811      4,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.3       38.0       29.9       50.5       92.9       92.8:       7.1        7.2
Old  :     100.0:      24.9        4.5       38.4       29.7       50.1       92.9       92.9:       7.1        7.1
Other:     100.0:      42.1       11.0       13.1       36.0       65.3       91.3       89.4:       8.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       682:       271        163        273        181        230        575        551:
Old  :       681:       264        172        269        180        227        569        548:
Other:       238:        53         42         25         37        129         98        188:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       15.2       19.7       24.0        6.0        9.9        9.9       14.4
Old  :                 12.9       14.6       19.9       23.5        6.5       10.1       10.8       14.8
Other:                 35.9       48.9       47.1       58.5       32.0       43.5       41.2       50.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :   391,665:    73,432     47,999     92,089    189,282    223,665    354,804    363,754:    36,861     27,911
Old  :    53,444:    16,589      8,427      7,486     25,628     34,043     49,703     49,955:     3,741      3,489
Other:   338,221:    70,617     53,346     70,830    163,654    189,623    305,101    313,798:    33,120     24,423
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     6,579:    11,016     -4,409      4,813    -14,245      8,643      1,584      9,047:     4,995     -2,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       12.3       23.5       48.3       57.1       90.6       92.9:       9.4        7.1
Old  :     100.0:      31.0       15.8       14.0       48.0       63.7       93.0       93.5:       7.0        6.5
Other:     100.0:      20.9       15.8       20.9       48.4       56.1       90.2       92.8:       9.8        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        75         79        112         87         78        241        219:
Old  :       161:        55         32         32         45         52        112        104:
Other:       272:        72         89         97         86         73        226        203:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       25.4       24.2       36.1        9.4       18.3       16.0       25.6
Old  :                 33.1       29.3       44.4       42.8       31.3       28.2       42.1       41.7
Other:                 14.6       26.7       24.1       37.5       11.1       19.7       18.9       27.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :   704,258:    53,828     39,747     67,191    408,148    441,033    529,166    547,970:   175,092    156,288
Old  :   704,258:    53,828     39,747     67,191    408,148    441,033    529,166    547,970:   175,092    156,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     9,470:   -19,626    -17,527      2,957     25,899     14,487      9,230        -83:       240      9,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        5.6        9.5       58.0       62.6       75.1       77.8:      24.9       22.2
Old  :     100.0:       7.6        5.6        9.5       58.0       62.6       75.1       77.8:      24.9       22.2
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  :       155:        31         22         35         79         87        125        129:
Old  :       155:        31         22         35         79         87        125        129:
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  :                 18.0       12.5       25.7       22.4       14.3       11.4       20.6       20.6
Old  :                 18.0       12.5       25.7       22.4       14.3       11.4       20.6       20.6
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :   362,324:    42,069     21,394        507    251,797    284,651    294,373    306,553:    67,951     55,771
Old  :   362,324:    42,069     21,394        507    251,797    284,651    294,373    306,553:    67,951     55,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     2,234:    -3,268     -4,282        -11      3,252      3,228        -27     -1,064:     2,261      3,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        5.9        0.1       69.5       78.6       81.2       84.6:      18.8       15.4
Old  :     100.0:      11.6        5.9        0.1       69.5       78.6       81.2       84.6:      18.8       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  :        66:         6          4          3         36         42         44         47:
Old  :        66:         6          4          3         36         42         44         47:
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  :                 34.3       41.0       50.6       51.4       32.9       40.4       45.3       50.3
Old  :                 34.3       41.0       50.6       51.4       32.9       40.4       45.3       50.3
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :    11,914:     2,136        152      2,985      6,194      8,558     11,315     11,695:       599        219
Old  :    11,914:     2,136        152      2,985      6,194      8,558     11,315     11,695:       599        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -312:      -235       -184        126       -231       -254       -340       -312:        28          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        1.3       25.1       52.0       71.8       95.0       98.2:       5.0        1.8
Old  :     100.0:      17.9        1.3       25.1       52.0       71.8       95.0       98.2:       5.0        1.8
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  :        47:        15          2          8         24         24         41         33:
Old  :        47:        15          2          8         24         24         41         33:
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  :                 56.5       51.5       69.9       74.6       13.1       19.6       19.7       26.3
Old  :                 56.5       51.5       69.9       74.6       13.1       19.6       19.7       26.3
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :   349,656:    88,317      6,742    110,353     95,933    205,369    294,603    322,464:    55,053     27,192
Old  :    55,214:    17,646        817     15,883     13,487     33,165     47,016     49,865:     8,198      5,349
Other:   294,441:    80,881     16,135     84,260     82,446    172,204    247,587    272,599:    46,854     21,843
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    26,416:     4,563        333     11,536      6,690     15,403     22,789     27,272:     3,627       -856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        1.9       31.6       27.4       58.7       84.3       92.2:      15.7        7.8
Old  :     100.0:      32.0        1.5       28.8       24.4       60.1       85.2       90.3:      14.8        9.7
Other:     100.0:      27.5        5.5       28.6       28.0       58.5       84.1       92.6:      15.9        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:       101         24         88         78         79        221        176:
Old  :       141:        51         12         24         45         52        104         80:
Other:       237:        87         50         79         74         74        207        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       27.4       18.9       42.1        6.3       21.9       11.1       31.0
Old  :                 26.4       29.3       36.3       42.9       14.3       21.3       21.9       32.3
Other:                 11.2       28.9       18.0       42.8        7.3       23.4       13.0       31.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  :    14,787:     3,625      4,273      1,357      7,200      7,969     12,182     13,599:     2,605      1,188
Old  :    14,784:     3,626      4,273      1,356      7,197      7,969     12,179     13,598:     2,605      1,186
Other:         3:         0          1          0          3          0          3          1:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :       251:      -320       -190        472         58       -100        210        182:        41         69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       28.9        9.2       48.7       53.9       82.4       92.0:      17.6        8.0
Old  :     100.0:      24.5       28.9        9.2       48.7       53.9       82.4       92.0:      17.6        8.0
Other:     100.0:       0.0       33.3        0.0      100.0        0.0      100.0       33.3:       0.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        25         21         15         25         12         60         42:
Old  :        77:        25         21         15         25         12         60         42:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.8       43.7       45.8       57.7       31.4       42.5       43.7       54.6
Old  :                 31.8       43.7       45.8       57.7       31.4       42.5       43.7       54.6
Other:                100.0       33.3      100.0       33.3      100.0       33.3      100.0       33.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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  : 1,142,490:   293,716    153,058    116,303    611,123    785,925  1,021,143  1,055,287:   121,348     87,204
Old  : 1,142,490:   293,716    153,058    116,303    611,123    785,925  1,021,143  1,055,287:   121,348     87,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    -7,538:   -18,605    -32,502      6,288      8,983     13,179     -3,334    -13,035:    -4,204      5,497
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       13.4       10.2       53.5       68.8       89.4       92.4:      10.6        7.6
Old  :     100.0:      25.7       13.4       10.2       53.5       68.8       89.4       92.4:      10.6        7.6
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  :       231:        46         39         31        108        112        171        165:
Old  :       231:        46         39         31        108        112        171        165:
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  :                 15.4       33.2       25.3       42.3       14.7       27.0       22.7       33.6
Old  :                 15.4       33.2       25.3       42.3       14.7       27.0       22.7       33.6
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 with Delta-adjusted Options and Futures Combined, August 21, 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  : 2,148,082:   230,749    167,797    291,085  1,316,472  1,354,107  1,838,307  1,812,989:   309,775    335,092
Old  : 2,148,082:   230,749    167,797    291,085  1,316,472  1,354,107  1,838,307  1,812,989:   309,775    335,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    28,805:     7,298    -17,513     21,000     -2,004      7,788     26,293     11,275:     2,511     17,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        7.8       13.6       61.3       63.0       85.6       84.4:      14.4       15.6
Old  :     100.0:      10.7        7.8       13.6       61.3       63.0       85.6       84.4:      14.4       15.6
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  :       276:        44         53         63        151        161        228        244:
Old  :       276:        44         53         63        151        161        228        244:
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  :                 22.7       17.6       30.5       24.6       21.4       13.7       26.9       19.2
Old  :                 22.7       17.6       30.5       24.6       21.4       13.7       26.9       19.2
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 with Delta-adjusted Options and Futures Combined, August 21, 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  : 1,381,822:   201,120    114,828     75,249    862,190    931,756  1,138,559  1,121,833:   243,263    259,990
Old  : 1,381,822:   201,120    114,828     75,249    862,190    931,756  1,138,559  1,121,833:   243,263    259,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    74,562:   -13,116      2,088     10,151     70,553     47,512     67,588     59,750:     6,975     14,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        8.3        5.4       62.4       67.4       82.4       81.2:      17.6       18.8
Old  :     100.0:      14.6        8.3        5.4       62.4       67.4       82.4       81.2:      17.6       18.8
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  :       195:        26         41         36         89        106        139        159:
Old  :       195:        26         41         36         89        106        139        159:
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       22.8       30.7       32.0       15.5       22.0       26.4       29.8
Old  :                 18.1       22.8       30.7       32.0       15.5       22.0       26.4       29.8
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :   486,647:    22,065     57,851     84,714    355,574    309,776    462,353    452,341:    24,294     34,306
Old  :   486,647:    22,065     57,851     84,714    355,574    309,776    462,353    452,341:    24,294     34,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :    13,194:     4,665     12,707      1,760      6,067      5,639     12,492     20,106:       702     -6,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       11.9       17.4       73.1       63.7       95.0       93.0:       5.0        7.0
Old  :     100.0:       4.5       11.9       17.4       73.1       63.7       95.0       93.0:       5.0        7.0
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:        21         14         28         47         45         77         79:
Old  :        90:        21         14         28         47         45         77         79:
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  :                 42.0       27.7       49.9       47.4       31.3       21.2       36.5       35.0
Old  :                 42.0       27.7       49.9       47.4       31.3       21.2       36.5       35.0
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :    58,000:    21,358      7,044        327     26,910     43,896     48,594     51,267:     9,406      6,733
Old  :    58,000:    21,358      7,044        327     26,910     43,896     48,594     51,267:     9,406      6,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     4,417:     2,698        933         72      1,050      2,429      3,820      3,434:       597        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       12.1        0.6       46.4       75.7       83.8       88.4:      16.2       11.6
Old  :     100.0:      36.8       12.1        0.6       46.4       75.7       83.8       88.4:      16.2       11.6
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  :       101:        31         19          8         36         27         73         48:
Old  :       101:        31         19          8         36         27         73         48:
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  :                 26.5       45.0       40.2       60.2       26.5       45.0       40.2       60.1
Old  :                 26.5       45.0       40.2       60.2       26.5       45.0       40.2       60.1
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :   116,000:    42,715     14,088        653     53,820     87,793     97,188    102,534:    18,813     13,467
Old  :   116,000:    42,715     14,088        653     53,820     87,793     97,188    102,534:    18,813     13,467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :     8,834:     5,396      1,866        145      2,100      4,858      7,640      6,869:     1,194      1,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       12.1        0.6       46.4       75.7       83.8       88.4:      16.2       11.6
Old  :     100.0:      36.8       12.1        0.6       46.4       75.7       83.8       88.4:      16.2       11.6
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  :       101:        31         19          8         36         27         73         48:
Old  :       101:        31         19          8         36         27         73         48:
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  :                 26.5       45.0       40.2       60.2       26.5       45.0       40.2       60.1
Old  :                 26.5       45.0       40.2       60.2       26.5       45.0       40.2       60.1
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :     8,501:     5,934      6,451        982      1,448      1,062      8,364      8,495:       137          6
Old  :     8,501:     5,934      6,451        982      1,448      1,062      8,364      8,495:       137          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :        70:        20          0         82          0        -13        102         69:       -32          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       75.9       11.6       17.0       12.5       98.4       99.9:       1.6        0.1
Old  :     100.0:      69.8       75.9       11.6       17.0       12.5       98.4       99.9:       1.6        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:         7         10          3          1          2         10         13:
Old  :        20:         7         10          3          1          2         10         13:
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  :                 78.4       74.9       95.7       93.3       77.1       68.1       86.8       83.6
Old  :                 78.4       74.9       95.7       93.3       77.1       68.1       86.8       83.6
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :    10,474:     1,098      3,782          7      9,110      6,643     10,215     10,432:       259         42
Old  :    10,474:     1,098      3,782          7      9,110      6,643     10,215     10,432:       259         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -371:      -240       -766        -43        -29        437       -312       -372:       -59          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       36.1        0.1       87.0       63.4       97.5       99.6:       2.5        0.4
Old  :     100.0:      10.5       36.1        0.1       87.0       63.4       97.5       99.6:       2.5        0.4
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  :        27:         6          7          1          6          9         13         16:
Old  :        27:         6          7          1          6          9         13         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  :                 85.5       82.1       96.0       91.8       85.5       82.1       96.0       91.7
Old  :                 85.5       82.1       96.0       91.8       85.5       82.1       96.0       91.7
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 with Delta-adjusted Options and Futures Combined, August 21, 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  :    14,738:     2,227      3,203          0     12,227     11,503     14,454     14,706:       284         32
Old  :    14,738:     2,227      3,203          0     12,227     11,503     14,454     14,706:       284         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 14, 2012                      :
     :      -208:        22        -55          0       -242       -144       -220       -199:        12         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       21.7        0.0       83.0       78.0       98.1       99.8:       1.9        0.2
Old  :     100.0:      15.1       21.7        0.0       83.0       78.0       98.1       99.8:       1.9        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  :        31:         7          7          0          5         13         12         20:
Old  :        31:         7          7          0          5         13         12         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  :                 88.7       71.2       96.4       86.6       88.7       71.2       96.4       86.6
Old  :                 88.7       71.2       96.4       86.6       88.7       71.2       96.4       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 24, 2012