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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   638,620:   149,433     84,641    194,102    253,268    304,003    596,802    582,746:    41,818     55,874
Old  :   561,145:   129,809     76,939    164,730    229,815    274,983    524,355    516,652:    36,791     44,494
Other:    77,475:    27,534     15,613     21,461     23,452     29,020     72,447     66,094:     5,027     11,381
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     2,979:     2,457     -1,405     -1,232        819      4,643      2,044      2,007:       935        972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       13.3       30.4       39.7       47.6       93.5       91.3:       6.5        8.7
Old  :     100.0:      23.1       13.7       29.4       41.0       49.0       93.4       92.1:       6.6        7.9
Other:     100.0:      35.5       20.2       27.7       30.3       37.5       93.5       85.3:       6.5       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       155        109        155         95        135        329        329:
Old  :       407:       148        115        146         93        134        320        322:
Other:       189:        41         49         36         38         88        100        157:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       15.1       24.4       23.2       12.6       11.5       20.6       17.4
Old  :                 15.0       15.7       26.7       24.0       14.1       13.0       22.4       19.6
Other:                 44.4       28.3       60.2       39.9       29.0       10.1       37.2       15.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,944,758:   379,395     52,864    670,425    711,948    950,760  1,761,769  1,674,049:   182,989    270,709
Old  :   494,346:   101,500     21,283    197,857    156,754    241,412    456,111    460,552:    38,235     33,794
Other: 1,450,413:   297,855     51,541    452,608    555,195    709,348  1,305,658  1,213,497:   144,754    236,915
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    12,263:    10,440      2,026     10,250     -2,005     -3,064     18,684      9,212:    -6,421      3,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        2.7       34.5       36.6       48.9       90.6       86.1:       9.4       13.9
Old  :     100.0:      20.5        4.3       40.0       31.7       48.8       92.3       93.2:       7.7        6.8
Other:     100.0:      20.5        3.6       31.2       38.3       48.9       90.0       83.7:      10.0       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       830:       248        140        270        294        402        642        719:
Old  :       597:       145         91        134        184        289        381        463:
Other:       807:       223        150        238        251        392        571        688:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       10.6       17.3       17.0        7.2        5.6       12.3        9.3
Old  :                 13.0       19.5       21.1       27.2       12.4       17.2       18.8       22.7
Other:                 12.0        9.0       19.3       14.7        6.7        6.2       12.1        8.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,285:     2,907        131        863      5,249      9,462      9,020     10,456:     2,266        829
Old  :    11,278:     2,908        129        862      5,242      9,462      9,013     10,452:     2,266        826
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -338:      -130        -21         15        -89       -168       -204       -175:      -134       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        1.2        7.7       46.5       83.8       79.9       92.7:      20.1        7.3
Old  :     100.0:      25.8        1.1        7.6       46.5       83.9       79.9       92.7:      20.1        7.3
Other:     100.0:       0.0       57.4        0.0       99.4        0.0       99.4       57.4:       0.6       42.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          5          9         13         12         36         22:
Old  :        42:        19          4          9         12         12         35         22:
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  :                 29.3       63.4       48.6       79.0       27.3       58.6       40.3       68.8
Old  :                 29.3       63.4       48.7       79.1       27.4       58.7       40.3       69.0
Other:                 99.4       57.4       99.4       57.4       99.4       57.4       99.4       57.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,140,078:   280,442     53,011    401,814    378,807    604,995  1,061,062  1,059,819:    79,016     80,259
Old  : 1,107,507:   272,405     53,122    393,097    365,757    584,304  1,031,258  1,030,523:    76,249     76,984
Other:    32,571:    12,557      4,409      4,197     13,050     20,691     29,804     29,296:     2,767      3,275
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -25,652:    -8,744      3,085    -10,844     -1,302    -15,295    -20,890    -23,054:    -4,761     -2,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        4.6       35.2       33.2       53.1       93.1       93.0:       6.9        7.0
Old  :     100.0:      24.6        4.8       35.5       33.0       52.8       93.1       93.0:       6.9        7.0
Other:     100.0:      38.6       13.5       12.9       40.1       63.5       91.5       89.9:       8.5       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       646:       270        135        248        182        222        543        519:
Old  :       645:       267        140        243        182        220        539        515:
Other:       226:        38         48         22         35        126         85        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       15.0       19.7       24.0        6.2        9.6       10.7       14.3
Old  :                 12.9       14.4       19.8       23.4        7.1       10.0       11.9       14.7
Other:                 36.3       48.1       48.7       58.0       30.6       42.4       40.8       49.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   383,411:    62,550     64,261     76,864    214,360    209,869    353,774    350,994:    29,637     32,417
Old  :    78,534:     8,361     14,490     11,319     53,497     45,562     73,176     71,370:     5,357      7,163
Other:   304,877:    63,087     58,668     56,648    160,863    164,307    280,598    279,623:    24,279     25,254
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     8,396:       363     11,109     -3,644     10,683     -4,209      7,401      3,255:       995      5,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       16.8       20.0       55.9       54.7       92.3       91.5:       7.7        8.5
Old  :     100.0:      10.6       18.5       14.4       68.1       58.0       93.2       90.9:       6.8        9.1
Other:     100.0:      20.7       19.2       18.6       52.8       53.9       92.0       91.7:       8.0        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        68         82         94         80         74        203        211:
Old  :       160:        40         42         35         48         55        105        115:
Other:       247:        67         82         80         79         68        191        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       23.1       27.7       33.3       11.0       15.6       18.3       22.8
Old  :                 43.3       22.5       53.8       34.5       38.4       20.5       46.2       30.8
Other:                 15.9       24.6       26.7       35.6       12.3       15.7       21.3       24.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   700,575:    76,025     56,519     57,920    388,197    436,568    522,142    551,008:   178,432    149,567
Old  :   700,575:    76,025     56,519     57,920    388,197    436,568    522,142    551,008:   178,432    149,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -1,439:     3,346      9,117      8,587    -18,984    -22,047     -7,050     -4,342:     5,611      2,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        8.1        8.3       55.4       62.3       74.5       78.7:      25.5       21.3
Old  :     100.0:      10.9        8.1        8.3       55.4       62.3       74.5       78.7:      25.5       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        27         33         35         78         82        127        128:
Old  :       160:        27         33         35         78         82        127        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       14.4       27.0       24.5       15.5       13.0       22.8       22.1
Old  :                 18.7       14.4       27.0       24.5       15.5       13.0       22.8       22.1
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 7, 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  :   352,781:    47,260     25,700        724    241,331    268,355    289,315    294,779:    63,466     58,002
Old  :   352,781:    47,260     25,700        724    241,331    268,355    289,315    294,779:    63,466     58,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -3,367:      -634      4,258        121     -3,940    -11,350     -4,454     -6,971:     1,087      3,605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        7.3        0.2       68.4       76.1       82.0       83.6:      18.0       16.4
Old  :     100.0:      13.4        7.3        0.2       68.4       76.1       82.0       83.6:      18.0       16.4
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:         8          5          4         34         39         45         45:
Old  :        66:         8          5          4         34         39         45         45:
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       40.0       50.7       50.1       32.7       39.6       44.6       49.2
Old  :                 34.3       40.0       50.7       50.1       32.7       39.6       44.6       49.2
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 7, 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  :    12,399:     2,378        189      2,834      6,540      9,193     11,752     12,216:       647        183
Old  :    12,399:     2,378        189      2,834      6,540      9,193     11,752     12,216:       647        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       286:       318         27        193       -145        137        366        357:       -80        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        1.5       22.9       52.7       74.1       94.8       98.5:       5.2        1.5
Old  :     100.0:      19.2        1.5       22.9       52.7       74.1       94.8       98.5:       5.2        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11          4          8         21         22         37         31:
Old  :        43:        11          4          8         21         22         37         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       51.5       70.3       72.6       17.7       18.9       22.9       25.9
Old  :                 59.5       51.5       70.3       72.6       17.7       18.9       22.9       25.9
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 7, 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  :   308,114:    76,761      6,570     92,035     90,612    180,948    259,408    279,554:    48,706     28,560
Old  :    56,695:    19,246      1,029     11,499     16,913     36,582     47,658     49,109:     9,038      7,586
Other:   251,418:    70,108     18,135     67,943     73,699    144,367    211,750    230,444:    39,668     20,974
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -3,004:       139      1,308       -123     -1,688     -3,201     -1,672     -2,016:    -1,332       -989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        2.1       29.9       29.4       58.7       84.2       90.7:      15.8        9.3
Old  :     100.0:      33.9        1.8       20.3       29.8       64.5       84.1       86.6:      15.9       13.4
Other:     100.0:      27.9        7.2       27.0       29.3       57.4       84.2       91.7:      15.8        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        86         26         78         73         75        201        158:
Old  :       139:        44         15         27         49         55        104         86:
Other:       212:        76         43         69         69         65        187        144:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       28.2       18.0       39.5        6.6       23.0       11.9       30.1
Old  :                 21.5       23.3       32.2       36.4       16.2       22.7       25.3       34.1
Other:                 11.4       30.1       18.6       41.0        7.8       24.5       14.1       31.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    14,748:     4,385      4,429        790      6,763      8,288     11,938     13,507:     2,811      1,241
Old  :    14,738:     4,386      4,429        789      6,760      8,288     11,935     13,506:     2,804      1,232
Other:        10:         0          1          0          3          0          3          1:         7          9
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       441:       601        -92        -40       -208        654        353        521:        89        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       30.0        5.4       45.9       56.2       80.9       91.6:      19.1        8.4
Old  :     100.0:      29.8       30.0        5.4       45.9       56.2       81.0       91.6:      19.0        8.4
Other:     100.0:       0.0       10.0        0.0       30.0        0.0       30.0       10.0:      70.0       90.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        22         24          9         24         13         53         40:
Old  :        74:        23         23          9         24         13         53         40:
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  :                 31.6       43.6       45.4       57.5       31.3       42.5       45.0       55.9
Old  :                 31.6       43.7       45.4       57.6       31.3       42.6       45.1       55.9
Other:                 30.0       10.0       30.0       10.0       30.0       10.0       30.0       10.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  : 1,180,339:   353,296    163,067    103,380    587,796    831,963  1,044,472  1,098,410:   135,866     81,929
Old  : 1,180,339:   353,296    163,067    103,380    587,796    831,963  1,044,472  1,098,410:   135,866     81,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -53,992:   -35,572     -4,331     -9,514     -5,538    -36,225    -50,624    -50,069:    -3,368     -3,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       13.8        8.8       49.8       70.5       88.5       93.1:      11.5        6.9
Old  :     100.0:      29.9       13.8        8.8       49.8       70.5       88.5       93.1:      11.5        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        50         41         28        107        109        173        162:
Old  :       234:        50         41         28        107        109        173        162:
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  :                 15.3       33.3       25.9       41.3       14.9       28.3       23.2       34.6
Old  :                 15.3       33.3       25.9       41.3       14.9       28.3       23.2       34.6
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 7, 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  : 2,088,664:   204,997    205,684    271,740  1,319,548  1,291,235  1,796,286  1,768,659:   292,378    320,005
Old  : 2,088,664:   204,997    205,684    271,740  1,319,548  1,291,235  1,796,286  1,768,659:   292,378    320,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -46,467:   -55,226    -27,856     40,059     -8,279    -32,144    -23,445    -19,941:   -23,022    -26,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        9.8       13.0       63.2       61.8       86.0       84.7:      14.0       15.3
Old  :     100.0:       9.8        9.8       13.0       63.2       61.8       86.0       84.7:      14.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        33         66         62        138        159        213        245:
Old  :       273:        33         66         62        138        159        213        245:
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  :                 27.0       14.0       35.4       21.1       25.4       11.5       31.5       17.3
Old  :                 27.0       14.0       35.4       21.1       25.4       11.5       31.5       17.3
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 7, 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  : 1,275,415:   230,580    111,796     67,387    735,626    851,576  1,033,592  1,030,759:   241,823    244,656
Old  : 1,275,415:   230,580    111,796     67,387    735,626    851,576  1,033,592  1,030,759:   241,823    244,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :    -4,031:   -35,050     -9,688    -11,010     58,660     28,838     12,599      8,139:   -16,631    -12,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        8.8        5.3       57.7       66.8       81.0       80.8:      19.0       19.2
Old  :     100.0:      18.1        8.8        5.3       57.7       66.8       81.0       80.8:      19.0       19.2
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  :       201:        34         40         33         90        107        143        161:
Old  :       201:        34         40         33         90        107        143        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       20.8       30.8       31.1       15.1       20.0       27.9       29.8
Old  :                 17.2       20.8       30.8       31.1       15.1       20.0       27.9       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 7, 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  :   465,205:    12,281     48,989     84,906    341,173    291,710    438,360    425,606:    26,846     39,599
Old  :   465,205:    12,281     48,989     84,906    341,173    291,710    438,360    425,606:    26,846     39,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :   -79,244:    -6,335     -9,581    -16,756    -55,411    -54,649    -78,503    -80,986:      -741      1,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       10.5       18.3       73.3       62.7       94.2       91.5:       5.8        8.5
Old  :     100.0:       2.6       10.5       18.3       73.3       62.7       94.2       91.5:       5.8        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        16         16         26         46         43         74         75:
Old  :        86:        16         16         26         46         43         74         75:
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  :                 41.7       27.3       50.3       44.2       32.0       21.1       36.8       31.2
Old  :                 41.7       27.3       50.3       44.2       32.0       21.1       36.8       31.2
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 7, 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  :    53,814:    20,344      5,898        334     24,904     41,333     45,582     47,566:     8,232      6,248
Old  :    53,814:    20,344      5,898        334     24,904     41,333     45,582     47,566:     8,232      6,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     3,350:     1,572          5          8      1,925      2,887      3,506      2,900:      -155        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       11.0        0.6       46.3       76.8       84.7       88.4:      15.3       11.6
Old  :     100.0:      37.8       11.0        0.6       46.3       76.8       84.7       88.4:      15.3       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  :        93:        29         13          7         35         28         68         44:
Old  :        93:        29         13          7         35         28         68         44:
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  :                 28.5       45.3       42.5       61.0       28.5       45.3       42.5       61.0
Old  :                 28.5       45.3       42.5       61.0       28.5       45.3       42.5       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :   107,628:    40,689     11,797        668     49,808     82,667     91,165     95,131:    16,463     12,497
Old  :   107,628:    40,689     11,797        668     49,808     82,667     91,165     95,131:    16,463     12,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     6,701:     3,143         10         17      3,851      5,773      7,011      5,800:      -310        901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       11.0        0.6       46.3       76.8       84.7       88.4:      15.3       11.6
Old  :     100.0:      37.8       11.0        0.6       46.3       76.8       84.7       88.4:      15.3       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  :        93:        29         13          7         35         28         68         44:
Old  :        93:        29         13          7         35         28         68         44:
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  :                 28.5       45.3       42.5       61.0       28.5       45.3       42.5       61.0
Old  :                 28.5       45.3       42.5       61.0       28.5       45.3       42.5       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :     8,360:     5,898      6,325        900      1,448      1,130      8,246      8,355:       114          5
Old  :     8,360:     5,898      6,325        900      1,448      1,130      8,246      8,355:       114          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :      -165:      -171         -2          0          0       -163       -171       -165:         6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.6       75.7       10.8       17.3       13.5       98.6       99.9:       1.4        0.1
Old  :     100.0:      70.6       75.7       10.8       17.3       13.5       98.6       99.9:       1.4        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:         8          9          2          1          2         10         12:
Old  :        20:         8          9          2          1          2         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.7       77.4       96.4       95.1       78.4       70.4       87.4       86.3
Old  :                 79.7       77.4       96.4       95.1       78.4       70.4       87.4       86.3
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 7, 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  :    11,009:     1,322      4,937         40      9,317      5,994     10,679     10,971:       330         38
Old  :    11,009:     1,322      4,937         40      9,317      5,994     10,679     10,971:       330         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :     1,058:        38      1,196        -30      1,041       -108      1,049      1,058:         9          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       44.8        0.4       84.6       54.4       97.0       99.7:       3.0        0.3
Old  :     100.0:      12.0       44.8        0.4       84.6       54.4       97.0       99.7:       3.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          7          1          6         10         14         17:
Old  :        29:         7          7          1          6         10         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       81.9       93.8       91.3       83.1       81.6       93.8       90.9
Old  :                 83.1       81.9       93.8       91.3       83.1       81.6       93.8       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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  :    15,038:     2,256      2,342          0     12,474     12,664     14,730     15,006:       308         32
Old  :    15,038:     2,256      2,342          0     12,474     12,664     14,730     15,006:       308         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 31, 2012                        :
     :       660:        58       -865          0        606      1,537        664        672:        -4        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.6        0.0       82.9       84.2       98.0       99.8:       2.0        0.2
Old  :     100.0:      15.0       15.6        0.0       82.9       84.2       98.0       99.8:       2.0        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  :        34:         8          8          0          4         15         12         23:
Old  :        34:         8          8          0          4         15         12         23:
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  :                 88.1       70.3       96.0       86.0       88.1       70.3       96.0       86.0
Old  :                 88.1       70.3       96.0       86.0       88.1       70.3       96.0       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 10, 2012