```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      652,469
COMMITMENTS
 145,389   84,022  213,917  250,629  295,031  609,935  592,971   42,535   59,499

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     28,752)
   3,826   -2,257   21,150      647    6,348   25,623   25,241    3,130    3,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     12.9     32.8     38.4     45.2     93.5     90.9      6.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     134      121      142      100      131      316      317
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,007,418
COMMITMENTS
 362,167   55,761  733,152  724,216  954,123  1819535  1743036  187,883  264,382

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     90,498)
  30,979  -18,166   66,770    7,545   32,523  105,295   81,127  -14,797    9,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      2.8     36.5     36.1     47.5     90.6     86.8      9.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      798)
     234      144      263      273      383      612      692
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,451
COMMITMENTS
   3,164      138      748    5,200    9,596    9,113   10,483    2,338      967

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        227)
    -121      -77       64       99      224       42      211      185       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.6      1.2      6.5     45.4     83.8     79.6     91.6     20.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        4        8       14       14       36       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,259,806
COMMITMENTS
 293,543   48,098  472,115  410,474  652,518  1176132  1172731   83,673   87,075

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,184)
 -15,244   -4,201   18,561    9,634   -4,857   12,951    9,504  -10,768   -7,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      3.8     37.5     32.6     51.8     93.4     93.1      6.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      647)
     286      119      260      195      222      563      523
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      380,006
COMMITMENTS
  56,273   67,426   82,005  212,517  203,735  350,794  353,166   29,212   26,840

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -19,372)
  -5,121   -2,072  -15,023    5,707    1,694  -14,437  -15,402   -4,935   -3,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     17.7     21.6     55.9     53.6     92.3     92.9      7.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      67       82       91       79       80      207      208
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      784,397
COMMITMENTS
  72,261   45,163   77,858  454,196  505,462  604,315  628,483  180,083  155,914

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     40,855)
   2,395      272   12,075   28,036   16,312   42,507   28,659   -1,652   12,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.8      9.9     57.9     64.4     77.0     80.1     23.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      25       33       35       85       90      135      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      350,205
COMMITMENTS
  45,004   23,683      469  231,400  273,507  276,873  297,659   73,332   52,545

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        755)
    -474   -1,641       -1   -6,219     -548   -6,694   -2,190    7,449    2,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.8      0.1     66.1     78.1     79.1     85.0     20.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        5       33       41       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,068
COMMITMENTS
   1,592      275    2,602    7,166    8,965   11,360   11,842      708      226

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -609)
    -552      118      688     -778   -1,298     -642     -492       33     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      2.3     21.6     59.4     74.3     94.1     98.1      5.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        4        7       20       22       33       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      328,687
COMMITMENTS
  81,703    4,756   98,105   98,147  195,976  277,955  298,837   50,732   29,849

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -4,878)
  -8,125     -105    7,940     -226   -8,994     -410   -1,158   -4,467   -3,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      1.4     29.8     29.9     59.6     84.6     90.9     15.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
     102       24       79       72       77      211      163
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,786
COMMITMENTS
   3,706    4,846      685    6,935    6,815   11,326   12,347    2,460    1,440

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        288)
     -39       47       67      203       63      232      177       56      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     35.2      5.0     50.3     49.4     82.2     89.6     17.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       26       10       24       13       53       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,206,757
COMMITMENTS
 373,368  185,936  110,040  588,647  831,827  1072054  1127803  134,703   78,955

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     57,675)
  23,084   -4,769    9,733   23,097   53,748   55,913   58,712    1,762   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9     15.4      9.1     48.8     68.9     88.8     93.5     11.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      55       46       30      107      109      180      167
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,259,544
COMMITMENTS
 259,477  278,604  257,150  1412855  1402915  1929482  1938669  330,063  320,875

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     62,611)
  -9,402  -11,822   19,332   38,463   36,500   48,394   44,010   14,217   18,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     12.3     11.4     62.5     62.1     85.4     85.8     14.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      40       67       63      133      152      211      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,254,676
COMMITMENTS
 239,929  110,780   91,074  661,768  809,555  992,771  1011409  261,905  243,267

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     25,875)
 -27,229   -6,875   22,121    5,420    9,234      311   24,480   25,563    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      8.8      7.3     52.7     64.5     79.1     80.6     20.9     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      37       32       31       90      108      142      156
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      533,408
COMMITMENTS
  14,925   50,564  107,647  383,241  338,423  505,813  496,634   27,595   36,774

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      6,800)
  -3,390   -3,263     -144    7,953   15,123    4,419   11,716    2,381   -4,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      9.5     20.2     71.8     63.4     94.8     93.1      5.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      15       21       30       51       50       83       86
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,795
COMMITMENTS
  11,042    7,262      278   22,111   29,132   33,431   36,673    7,364    4,123

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,341)
  -1,014    1,926       46   -1,439   -4,748   -2,407   -2,776       66      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     17.8      0.7     54.2     71.4     81.9     89.9     18.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       16        8       31       24       55       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,591
COMMITMENTS
  22,083   14,524      557   44,223   58,265   66,863   73,345   14,728    8,245

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -4,682)
  -2,028    3,852       92   -2,878   -9,496   -4,814   -5,552      132      871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     17.8      0.7     54.2     71.4     81.9     89.9     18.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       16        8       31       24       55       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,339
COMMITMENTS
   5,881    6,239      900    1,448    1,192    8,229    8,331      110        8

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         -4)
      39      -38        0      -53       33      -14       -5       10        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.5     74.8     10.8     17.4     14.3     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        9        2        1        3       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,370
COMMITMENTS
   1,576    2,796       26    8,443    6,017   10,045    8,839      325    1,531

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        365)
     -13     -979        1      360     -145      348   -1,123       17    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     27.0      0.3     81.4     58.0     96.9     85.2      3.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        8        1        6        9       14       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,214
COMMITMENTS
   1,923    3,515        0   11,973   10,674   13,896   14,189      318       25

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,116)
     130       67        0    2,026    2,049    2,156    2,116      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5     24.7      0.0     84.2     75.1     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        0        4       14       10       25
```

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Updated July 27, 2012