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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   576,076:   141,108     88,723    153,707    242,192    278,628    537,007    521,057:    39,069     55,018
Old  :   490,570:   118,597     83,967    119,695    219,333    245,067    457,624    448,729:    32,945     41,840
Other:    85,506:    33,781     16,025     22,742     22,859     33,560     79,383     72,328:     6,124     13,178
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -72,459:    -5,735      2,358    -45,782    -17,666    -27,985    -69,183    -71,409:    -3,275     -1,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       15.4       26.7       42.0       48.4       93.2       90.4:       6.8        9.6
Old  :     100.0:      24.2       17.1       24.4       44.7       50.0       93.3       91.5:       6.7        8.5
Other:     100.0:      39.5       18.7       26.6       26.7       39.2       92.8       84.6:       7.2       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       407:       142        114        158         98        134        322        337:
Old  :       399:       133        122        146         93        133        305        330:
Other:       200:        43         50         37         42         95        109        165:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       15.3       25.7       23.1       14.0       11.3       23.1       17.5
Old  :                 16.7       15.5       28.7       23.6       16.1       12.9       25.8       19.8
Other:                 40.6       26.8       55.6       37.8       27.4        9.8       36.4       16.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  : 1,810,958:   412,766     57,950    559,347    657,882    929,020  1,629,995  1,546,317:   180,963    264,641
Old  :    49,610:    11,202      4,682         29     21,440     37,585     32,671     42,296:    16,939      7,314
Other: 1,761,348:   411,573     63,277    549,309    636,442    891,435  1,597,324  1,504,021:   164,024    257,327
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :  -262,542:   -18,591      2,394   -168,034    -63,258    -83,643   -249,883   -249,283:   -12,660    -13,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        3.2       30.9       36.3       51.3       90.0       85.4:      10.0       14.6
Old  :     100.0:      22.6        9.4        0.1       43.2       75.8       65.9       85.3:      34.1       14.7
Other:     100.0:      23.4        3.6       31.2       36.1       50.6       90.7       85.4:       9.3       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       891:       272        148        283        320        425        690        767:
Old  :       339:        60         21          3        140        139        202        161:
Other:       890:       254        172        270        274        422        631        764:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       10.1       18.1       16.8        7.6        6.3       13.2       10.5
Old  :                 16.5       37.3       22.2       49.4       16.5       37.3       22.2       49.3
Other:                 10.6        9.7       18.6       16.5        7.8        6.2       13.5       10.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    11,907:     3,636        472        561      5,348      9,985      9,545     11,017:     2,362        890
Old  :    11,893:     3,641        472        556      5,336      9,980      9,533     11,007:     2,360        886
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -443:       342        324       -412       -283       -347       -353       -434:       -90         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        4.0        4.7       44.9       83.9       80.2       92.5:      19.8        7.5
Old  :     100.0:      30.6        4.0        4.7       44.9       83.9       80.2       92.6:      19.8        7.4
Other:     100.0:       0.0       35.9        0.0       85.5       35.6       85.5       71.5:      14.5       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        25          4          8         13         12         39         23:
Old  :        47:        25          4          8         13         12         39         23:
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  :                 34.7       66.0       54.1       80.6       32.3       57.9       46.1       72.2
Old  :                 34.8       66.1       54.1       80.7       32.3       58.0       46.1       72.4
Other:                 85.5       71.5       85.5       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 28, 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  : 1,156,476:   295,043     58,299    415,070    356,665    596,620  1,066,778  1,069,988:    89,697     86,487
Old  : 1,117,604:   284,363     58,998    404,219    342,778    571,843  1,031,360  1,035,059:    86,244     82,544
Other:    38,872:    16,224      4,845      5,307     13,887     24,776     35,419     34,929:     3,453      3,943
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -74,579:   -12,390      5,464    -52,824    -11,280    -25,123    -76,493    -72,484:     1,914     -2,096
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.0       35.9       30.8       51.6       92.2       92.5:       7.8        7.5
Old  :     100.0:      25.4        5.3       36.2       30.7       51.2       92.3       92.6:       7.7        7.4
Other:     100.0:      41.7       12.5       13.7       35.7       63.7       91.1       89.9:       8.9       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       675:       259        168        269        178        230        559        553:
Old  :       673:       253        174        265        177        227        552        550:
Other:       245:        53         45         27         38        131        101        194:
     :----------------------------------------------------------------------------------------------------
     :             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       14.9       19.6       24.0        6.2       10.6       10.4       15.1
Old  :                 12.7       14.3       19.6       23.5        7.0       11.0       11.6       15.7
Other:                 34.4       48.4       45.4       58.6       30.7       44.0       40.3       51.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   391,175:    83,225     45,177     87,650    180,001    231,056    350,876    363,883:    40,298     27,291
Old  :    20,978:    10,239      3,137        184      8,043     15,691     18,466     19,012:     2,512      1,966
Other:   370,197:    82,677     51,731     77,775    171,958    215,365    332,410    344,871:    37,786     25,325
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -491:     9,793     -2,822     -4,440     -9,281      7,391     -3,928        130:     3,437       -620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.5       22.4       46.0       59.1       89.7       93.0:      10.3        7.0
Old  :     100.0:      48.8       15.0        0.9       38.3       74.8       88.0       90.6:      12.0        9.4
Other:     100.0:      22.3       14.0       21.0       46.5       58.2       89.8       93.2:      10.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        84         67        103         82         76        231        208:
Old  :        93:        29         11          3         22         32         51         46:
Other:       271:        84         78         94         81         74        222        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  :                 14.7       28.1       22.9       39.2        9.6       21.7       16.4       29.5
Old  :                 35.1       48.1       48.4       60.6       34.3       47.8       47.6       60.3
Other:                 14.6       29.3       23.3       39.7       10.1       22.9       17.3       30.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   702,399:    56,815     57,583     47,714    423,747    434,742    528,276    540,039:   174,123    162,360
Old  :   702,399:    56,815     57,583     47,714    423,747    434,742    528,276    540,039:   174,123    162,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    -1,860:     2,987     17,836    -19,477     15,599     -6,290       -891     -7,931:      -969      6,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        8.2        6.8       60.3       61.9       75.2       76.9:      24.8       23.1
Old  :     100.0:       8.1        8.2        6.8       60.3       61.9       75.2       76.9:      24.8       23.1
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  :       133:        27         21         30         67         71        107        109:
Old  :       133:        27         21         30         67         71        107        109:
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       15.2       28.3       25.2       14.5       10.3       21.6       19.9
Old  :                 18.7       15.2       28.3       25.2       14.5       10.3       21.6       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   385,010:    43,325     25,022     10,574    254,329    282,078    308,228    317,674:    76,782     67,336
Old  :   385,010:    43,325     25,022     10,574    254,329    282,078    308,228    317,674:    76,782     67,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    22,686:     1,256      3,628     10,067      2,532     -2,573     13,855     11,121:     8,832     11,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        6.5        2.7       66.1       73.3       80.1       82.5:      19.9       17.5
Old  :     100.0:      11.3        6.5        2.7       66.1       73.3       80.1       82.5:      19.9       17.5
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  :        63:         8          6          5         31         39         41         48:
Old  :        63:         8          6          5         31         39         41         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  :                 32.2       38.7       47.6       49.9       31.0       37.9       42.5       46.8
Old  :                 32.2       38.7       47.6       49.9       31.0       37.9       42.5       46.8
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 28, 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  :    11,981:     2,047        202      2,856      6,462      8,654     11,365     11,712:       616        269
Old  :    11,981:     2,047        202      2,856      6,462      8,654     11,365     11,712:       616        269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :        67:       -89         50       -129        268         96         50         17:        17         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        1.7       23.8       53.9       72.2       94.9       97.8:       5.1        2.2
Old  :     100.0:      17.1        1.7       23.8       53.9       72.2       94.9       97.8:       5.1        2.2
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  :        41:        11          4          8         20         21         35         30:
Old  :        41:        11          4          8         20         21         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       54.2       72.2       76.4       13.6       18.4       19.3       24.5
Old  :                 59.0       54.2       72.2       76.4       13.6       18.4       19.3       24.5
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 28, 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  :   325,467:    85,296      9,290     95,498     92,140    192,818    272,934    297,605:    52,533     27,862
Old  :    20,667:     8,446        282          0      7,323     16,824     15,769     17,106:     4,898      3,561
Other:   304,800:    82,732     14,890     89,616     84,817    175,994    257,165    280,499:    47,635     24,301
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -24,189:    -3,021      2,548    -14,855     -3,793    -12,552    -21,670    -24,859:    -2,519        670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        2.9       29.3       28.3       59.2       83.9       91.4:      16.1        8.6
Old  :     100.0:      40.9        1.4        0.0       35.4       81.4       76.3       82.8:      23.7       17.2
Other:     100.0:      27.1        4.9       29.4       27.8       57.7       84.4       92.0:      15.6        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        92         34         90         80         80        224        180:
Old  :       101:        30          2          0         32         40         62         42:
Other:       246:        88         50         84         76         76        214        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       28.6       18.4       42.3        6.8       22.7       11.7       31.4
Old  :                 19.8       36.3       31.3       48.2       19.8       36.0       31.3       47.5
Other:                 12.1       28.7       19.3       42.9        7.2       23.0       12.5       31.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    15,049:     3,343      4,354      1,551      7,243      7,916     12,137     13,821:     2,912      1,228
Old  :    15,044:     3,344      4,352      1,550      7,240      7,916     12,134     13,818:     2,910      1,226
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       262:      -282         81        194         43        -53        -45        222:       306         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       28.9       10.3       48.1       52.6       80.7       91.8:      19.3        8.2
Old  :     100.0:      22.2       28.9       10.3       48.1       52.6       80.7       91.9:      19.3        8.1
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        23         23         15         25         12         59         44:
Old  :        77:        23         23         15         25         12         59         44:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       43.1       45.8       57.2       30.9       42.1       43.9       54.0
Old  :                 31.1       43.1       45.9       57.3       30.9       42.1       43.9       54.0
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  : 1,062,133:   252,593    151,463     83,282    589,991    732,585    925,866    967,331:   136,267     94,802
Old  : 1,062,133:   252,593    151,463     83,282    589,991    732,585    925,866    967,331:   136,267     94,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -80,357:   -41,123     -1,595    -33,021    -21,133    -53,340    -95,277    -87,956:    14,920      7,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       14.3        7.8       55.5       69.0       87.2       91.1:      12.8        8.9
Old  :     100.0:      23.8       14.3        7.8       55.5       69.0       87.2       91.1:      12.8        8.9
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  :       222:        42         37         30        108        104        162        159:
Old  :       222:        42         37         30        108        104        162        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  :                 15.4       32.2       25.7       41.6       14.8       27.6       24.6       35.5
Old  :                 15.4       32.2       25.7       41.6       14.8       27.6       24.6       35.5
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 28, 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  : 1,872,486:   212,685    168,208    178,286  1,135,201  1,190,359  1,526,173  1,536,853:   346,313    335,633
Old  : 1,872,486:   212,685    168,208    178,286  1,135,201  1,190,359  1,526,173  1,536,853:   346,313    335,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :  -275,596:   -18,064        411   -112,799   -181,271   -163,748   -312,134   -276,137:    36,538        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        9.0        9.5       60.6       63.6       81.5       82.1:      18.5       17.9
Old  :     100.0:      11.4        9.0        9.5       60.6       63.6       81.5       82.1:      18.5       17.9
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  :       240:        34         54         56        125        135        194        210:
Old  :       240:        34         54         56        125        135        194        210:
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  :                 22.5       19.7       31.2       26.5       21.2       15.2       27.2       21.6
Old  :                 22.5       19.7       31.2       26.5       21.2       15.2       27.2       21.6
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 28, 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  : 1,377,516:   221,512    106,148     69,787    829,003    946,318  1,120,301  1,122,253:   257,215    255,263
Old  : 1,377,516:   221,512    106,148     69,787    829,003    946,318  1,120,301  1,122,253:   257,215    255,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    -4,306:    20,392     -8,679     -5,463    -33,187     14,563    -18,258        421:    13,952     -4,727
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        7.7        5.1       60.2       68.7       81.3       81.5:      18.7       18.5
Old  :     100.0:      16.1        7.7        5.1       60.2       68.7       81.3       81.5:      18.7       18.5
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  :       186:        31         34         33         85         98        134        147:
Old  :       186:        31         34         33         85         98        134        147:
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       22.9       31.4       33.0       17.5       22.2       28.3       31.0
Old  :                 18.7       22.9       31.4       33.0       17.5       22.2       28.3       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :   512,436:    29,245     62,283     86,461    367,005    327,385    482,712    476,129:    29,724     36,307
Old  :   512,436:    29,245     62,283     86,461    367,005    327,385    482,712    476,129:    29,724     36,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    25,789:     7,180      4,432      1,747     11,432     17,609     20,359     23,788:     5,430      2,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       12.2       16.9       71.6       63.9       94.2       92.9:       5.8        7.1
Old  :     100.0:       5.7       12.2       16.9       71.6       63.9       94.2       92.9:       5.8        7.1
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  :        91:        20         15         27         46         45         76         79:
Old  :        91:        20         15         27         46         45         76         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  :                 41.0       28.8       48.6       48.4       30.9       23.7       36.7       37.1
Old  :                 41.0       28.8       48.6       48.4       30.9       23.7       36.7       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    60,194:    22,537      5,123        821     27,467     49,023     50,825     54,967:     9,369      5,227
Old  :    60,194:    22,537      5,123        821     27,467     49,023     50,825     54,967:     9,369      5,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     2,194:     1,179     -1,921        495        558      5,126      2,231      3,700:       -37     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        8.5        1.4       45.6       81.4       84.4       91.3:      15.6        8.7
Old  :     100.0:      37.4        8.5        1.4       45.6       81.4       84.4       91.3:      15.6        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        37          9          7         34         25         75         37:
Old  :        96:        37          9          7         34         25         75         37:
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  :                 26.2       52.3       38.7       66.1       25.3       52.3       37.8       66.0
Old  :                 26.2       52.3       38.7       66.1       25.3       52.3       37.8       66.0
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 28, 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  :   120,389:    45,073     10,247      1,643     54,935     98,046    101,651    109,935:    18,738     10,454
Old  :   120,389:    45,073     10,247      1,643     54,935     98,046    101,651    109,935:    18,738     10,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     4,388:     2,358     -3,841        990      1,115     10,253      4,463      7,401:       -75     -3,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        8.5        1.4       45.6       81.4       84.4       91.3:      15.6        8.7
Old  :     100.0:      37.4        8.5        1.4       45.6       81.4       84.4       91.3:      15.6        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        37          9          7         34         25         75         37:
Old  :        96:        37          9          7         34         25         75         37:
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  :                 26.2       52.3       38.7       66.1       25.3       52.3       37.8       66.0
Old  :                 26.2       52.3       38.7       66.1       25.3       52.3       37.8       66.0
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 28, 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  :     8,432:     6,040      6,429        954      1,293      1,044      8,287      8,427:       145          5
Old  :     8,432:     6,040      6,429        954      1,293      1,044      8,287      8,427:       145          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       -69:       106        -22        -28       -155        -18        -77        -68:         8         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       76.2       11.3       15.3       12.4       98.3       99.9:       1.7        0.1
Old  :     100.0:      71.6       76.2       11.3       15.3       12.4       98.3       99.9:       1.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8         10          3          1          2         11         13:
Old  :        21:         8         10          3          1          2         11         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  :                 77.2       77.1       95.2       94.9       75.9       70.3       86.4       85.3
Old  :                 77.2       77.1       95.2       94.9       75.9       70.3       86.4       85.3
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 28, 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  :    10,619:     1,241      3,794          7      9,115      6,752     10,363     10,553:       256         66
Old  :    10,619:     1,241      3,794          7      9,115      6,752     10,363     10,553:       256         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       145:       143         12          0          5        109        148        121:        -3         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       35.7        0.1       85.8       63.6       97.6       99.4:       2.4        0.6
Old  :     100.0:      11.7       35.7        0.1       85.8       63.6       97.6       99.4:       2.4        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          7          1          6          9         14         16:
Old  :        28:         7          7          1          6          9         14         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  :                 84.3       81.8       94.8       91.4       84.3       81.7       94.8       91.3
Old  :                 84.3       81.8       94.8       91.4       84.3       81.7       94.8       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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  :    14,524:     1,888      2,977        101     12,292     11,305     14,281     14,383:       243        141
Old  :    14,524:     1,888      2,977        101     12,292     11,305     14,281     14,383:       243        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -214:      -339       -226        101         65       -198       -173       -323:       -41        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       20.5        0.7       84.6       77.8       98.3       99.0:       1.7        1.0
Old  :     100.0:      13.0       20.5        0.7       84.6       77.8       98.3       99.0:       1.7        1.0
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  :        28:         6          5          1          5         13         12         18:
Old  :        28:         6          5          1          5         13         12         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.3       73.8       96.6       88.4       90.3       73.1       96.5       87.7
Old  :                 90.3       73.8       96.6       88.4       90.3       73.1       96.5       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 31, 2012