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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   541,794:   121,846     88,461    149,100    236,640    250,155    507,586    487,716:    34,208     54,079
Old  :   489,102:   110,574     82,847    128,665    218,028    232,091    457,267    443,603:    31,834     45,499
Other:    52,693:    16,293     10,635     15,413     18,612     18,064     50,318     44,113:     2,374      8,580
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    32,042:    -1,452     -9,156     30,130      1,629     11,056     30,306     32,030:     1,736         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       16.3       27.5       43.7       46.2       93.7       90.0:       6.3       10.0
Old  :     100.0:      22.6       16.9       26.3       44.6       47.5       93.5       90.7:       6.5        9.3
Other:     100.0:      30.9       20.2       29.3       35.3       34.3       95.5       83.7:       4.5       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       120        129        144         79        120        287        317:
Old  :       385:       120        131        138         75        119        279        312:
Other:       150:        21         45         20         30         72         65        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.9       14.5       27.8       22.4       15.9       11.3       25.1       18.1
Old  :                 18.3       14.5       29.6       22.7       17.3       12.8       26.8       20.1
Other:                 58.3       35.8       73.7       44.8       36.5       10.7       44.7       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,595,468:   283,120     78,602    495,410    631,673    768,698  1,410,203  1,342,710:   185,265    252,758
Old  :   608,748:   142,744     60,151    188,269    225,400    306,181    556,413    554,601:    52,335     54,147
Other:   986,720:   199,059     77,133    248,458    406,273    462,517    853,790    788,109:   132,930    198,612
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    86,393:    16,499    -39,067     67,194     -1,987     70,570     81,706     98,697:     4,687    -12,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        4.9       31.1       39.6       48.2       88.4       84.2:      11.6       15.8
Old  :     100.0:      23.4        9.9       30.9       37.0       50.3       91.4       91.1:       8.6        8.9
Other:     100.0:      20.2        7.8       25.2       41.2       46.9       86.5       79.9:      13.5       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       204        134        234        251        347        557        623:
Old  :       599:       152        107        129        177        281        385        461:
Other:       673:       171        129        187        205        333        462        570:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       12.0       17.0       18.4        8.6        7.3       15.0       11.4
Old  :                 13.8       18.9       21.9       26.4       13.7       17.7       21.1       23.3
Other:                 10.9        9.9       19.9       15.8        9.1        7.2       16.3       10.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :     9,756:     2,491        248        384      5,030      7,920      7,905      8,552:     1,851      1,204
Old  :     9,756:     2,491        248        384      5,030      7,920      7,905      8,552:     1,851      1,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -404:       468     -1,146         18       -742      1,165       -257         37:      -148       -442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        2.5        3.9       51.6       81.2       81.0       87.7:      19.0       12.3
Old  :     100.0:      25.5        2.5        3.9       51.6       81.2       81.0       87.7:      19.0       12.3
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          5          6         14         12         31         21:
Old  :        38:        15          5          6         14         12         31         21:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       64.5       51.7       77.8       29.3       63.7       47.4       72.7
Old  :                 31.9       64.5       51.7       77.8       29.3       63.7       47.4       72.7
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,105,822:   300,443     45,104    372,725    348,826    592,665  1,021,994  1,010,494:    83,828     95,328
Old  :   154,936:    59,771      6,268     48,327     35,616     86,919    143,713    141,514:    11,223     13,423
Other:   950,886:   254,694     52,857    310,377    313,210    505,746    878,281    868,980:    72,604     81,905
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    59,135:    23,287       -688     40,773     -2,375     23,648     61,685     63,733:    -2,550     -4,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        4.1       33.7       31.5       53.6       92.4       91.4:       7.6        8.6
Old  :     100.0:      38.6        4.0       31.2       23.0       56.1       92.8       91.3:       7.2        8.7
Other:     100.0:      26.8        5.6       32.6       32.9       53.2       92.4       91.4:       7.6        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       640:       264        125        246        185        222        557        503:
Old  :       372:       111         65         91         94        154        241        275:
Other:       626:       236        150        233        167        214        521        489:
     :----------------------------------------------------------------------------------------------------
     :             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       18.5       17.3       27.0        6.5       13.1       11.2       19.3
Old  :                 25.5       17.9       38.6       27.1       24.5       17.4       33.8       24.3
Other:                  9.7       19.8       17.5       28.6        7.5       14.9       12.6       20.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   391,287:    58,182     88,034     89,513    208,960    181,942    356,656    359,489:    34,632     31,798
Old  :   141,176:    15,990     27,808     29,573     84,233     70,645    129,796    128,026:    11,380     13,151
Other:   250,111:    51,646     69,681     50,486    124,727    111,297    226,860    231,464:    23,251     18,647
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -7,796:     1,848     -7,972      1,000    -10,671      2,895     -7,823     -4,077:        27     -3,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       22.5       22.9       53.4       46.5       91.1       91.9:       8.9        8.1
Old  :     100.0:      11.3       19.7       20.9       59.7       50.0       91.9       90.7:       8.1        9.3
Other:     100.0:      20.6       27.9       20.2       49.9       44.5       90.7       92.5:       9.3        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        70         92        102         79         77        211        225:
Old  :       190:        48         51         56         59         67        133        151:
Other:       239:        59         87         71         72         62        177        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       19.3       30.5       28.6       11.6       10.9       18.7       17.8
Old  :                 36.1       20.9       46.0       32.3       31.2       16.3       37.2       25.6
Other:                 17.0       21.5       30.4       30.7       14.8       15.0       25.6       22.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   730,614:    76,958     40,337     58,627    423,378    496,173    558,963    595,137:   171,651    135,477
Old  :   730,614:    76,958     40,337     58,627    423,378    496,173    558,963    595,137:   171,651    135,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -2,003:     2,268      2,202     -3,424       -449      2,005     -1,605        783:      -398     -2,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        5.5        8.0       57.9       67.9       76.5       81.5:      23.5       18.5
Old  :     100.0:      10.5        5.5        8.0       57.9       67.9       76.5       81.5:      23.5       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  :       165:        30         26         34         86         91        135        132:
Old  :       165:        30         26         34         86         91        135        132:
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  :                 21.8       15.1       29.7       26.8       18.7       14.8       25.3       25.6
Old  :                 21.8       15.1       29.7       26.8       18.7       14.8       25.3       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   348,086:    46,504     21,957        492    236,550    278,985    283,547    301,434:    64,540     46,652
Old  :   348,086:    46,504     21,957        492    236,550    278,985    283,547    301,434:    64,540     46,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -485:       746     -2,102        -13      1,738      4,614      2,471      2,500:    -2,955     -2,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.3        0.1       68.0       80.1       81.5       86.6:      18.5       13.4
Old  :     100.0:      13.4        6.3        0.1       68.0       80.1       81.5       86.6:      18.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         7          6          5         34         44         44         52:
Old  :        70:         7          6          5         34         44         44         52:
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  :                 31.8       43.6       48.7       54.8       31.1       42.3       43.3       52.4
Old  :                 31.8       43.6       48.7       54.8       31.1       42.3       43.3       52.4
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, July 3, 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  :    11,066:     1,183        124      1,481      7,898      9,164     10,562     10,769:       504        297
Old  :    11,066:     1,183        124      1,481      7,898      9,164     10,562     10,769:       504        297
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       508:    -1,367        -72        650      1,133         22        416        600:        92        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        1.1       13.4       71.4       82.8       95.4       97.3:       4.6        2.7
Old  :     100.0:      10.7        1.1       13.4       71.4       82.8       95.4       97.3:       4.6        2.7
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  :        39:         7          2          5         23         24         32         30:
Old  :        39:         7          2          5         23         24         32         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  :                 53.3       47.0       67.1       71.0       11.7       18.0       20.1       24.4
Old  :                 53.3       47.0       67.1       71.0       11.7       18.0       20.1       24.4
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, July 3, 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  :   311,999:    95,017      5,115     74,213     92,434    201,395    261,664    280,724:    50,335     31,276
Old  :    97,359:    36,188      2,114     14,753     31,431     67,220     82,373     84,087:    14,986     13,272
Other:   214,641:    77,594     21,766     40,695     61,002    134,176    179,292    196,637:    35,349     18,004
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :      -499:    -2,790     -2,064      6,187     -2,713     -5,028        684       -905:    -1,183        406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        1.6       23.8       29.6       64.5       83.9       90.0:      16.1       10.0
Old  :     100.0:      37.2        2.2       15.2       32.3       69.0       84.6       86.4:      15.4       13.6
Other:     100.0:      36.2       10.1       19.0       28.4       62.5       83.5       91.6:      16.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:       100         23         77         74         80        217        162:
Old  :       169:        61         16         32         64         69        136        109:
Other:       217:        83         47         58         60         60        181        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       27.7       18.5       41.1        7.2       21.1       12.5       30.0
Old  :                 24.2       20.0       36.6       32.9       20.5       18.8       29.6       30.8
Other:                 12.1       34.8       19.9       47.2       10.2       30.0       16.9       37.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    13,684:     2,950      5,256      1,095      7,296      5,688     11,342     12,040:     2,342      1,644
Old  :    13,684:     2,950      5,256      1,095      7,296      5,688     11,342     12,040:     2,342      1,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -1,792:       -25       -673       -354     -1,034       -385     -1,413     -1,412:      -379       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       38.4        8.0       53.3       41.6       82.9       88.0:      17.1       12.0
Old  :     100.0:      21.6       38.4        8.0       53.3       41.6       82.9       88.0:      17.1       12.0
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  :        75:        17         24         15         26         14         55         44:
Old  :        75:        17         24         15         26         14         55         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       35.6       52.2       50.9       36.5       34.3       52.1       48.2
Old  :                 36.6       35.6       52.2       50.9       36.5       34.3       52.1       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   839,475:   192,093    177,809     35,794    484,330    535,058    712,216    748,660:   127,259     90,815
Old  :   839,475:   192,093    177,809     35,794    484,330    535,058    712,216    748,660:   127,259     90,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -88,727:   -27,378    -30,901     -4,474    -68,518    -65,388   -100,370   -100,763:    11,643     12,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       21.2        4.3       57.7       63.7       84.8       89.2:      15.2       10.8
Old  :     100.0:      22.9       21.2        4.3       57.7       63.7       84.8       89.2:      15.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        41         40         27        101         97        156        150:
Old  :       215:        41         40         27        101         97        156        150:
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  :                 16.5       35.1       25.8       42.6       15.3       34.3       22.5       40.9
Old  :                 16.5       35.1       25.8       42.6       15.3       34.3       22.5       40.9
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, July 3, 2012                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,126,356:   226,468    251,651    196,804  1,388,291  1,359,409  1,811,563  1,807,864:   314,793    318,492
Old  : 2,126,356:   226,468    251,651    196,804  1,388,291  1,359,409  1,811,563  1,807,864:   314,793    318,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    53,036:     2,204     19,689      6,564     48,259     31,435     57,027     57,688:    -3,991     -4,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.8        9.3       65.3       63.9       85.2       85.0:      14.8       15.0
Old  :     100.0:      10.7       11.8        9.3       65.3       63.9       85.2       85.0:      14.8       15.0
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  :       251:        40         54         56        125        146        193        228:
Old  :       251:        40         54         56        125        146        193        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       17.1       37.7       23.6       25.6       13.7       33.9       19.6
Old  :                 28.2       17.1       37.7       23.6       25.6       13.7       33.9       19.6
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, July 3, 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  : 1,221,354:   235,055    162,302     58,018    699,374    767,480    992,448    987,800:   228,906    233,554
Old  : 1,221,354:   235,055    162,302     58,018    699,374    767,480    992,448    987,800:   228,906    233,554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    10,772:    56,061     23,977      6,829    -64,823        629     -1,933     31,436:    12,705    -20,664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       13.3        4.8       57.3       62.8       81.3       80.9:      18.7       19.1
Old  :     100.0:      19.2       13.3        4.8       57.3       62.8       81.3       80.9:      18.7       19.1
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  :       197:        34         34         29         91        103        140        151:
Old  :       197:        34         34         29         91        103        140        151:
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  :                 16.3       21.2       28.5       29.7       14.6       19.7       25.9       27.9
Old  :                 16.3       21.2       28.5       29.7       14.6       19.7       25.9       27.9
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, July 3, 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  :   527,184:    26,073     64,915    110,277    366,477    308,819    502,827    484,011:    24,357     43,173
Old  :   527,184:    26,073     64,915    110,277    366,477    308,819    502,827    484,011:    24,357     43,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :   -61,204:    -3,899      3,862    -22,452    -32,252    -38,752    -58,604    -57,342:    -2,600     -3,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       12.3       20.9       69.5       58.6       95.4       91.8:       4.6        8.2
Old  :     100.0:       4.9       12.3       20.9       69.5       58.6       95.4       91.8:       4.6        8.2
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  :        96:        18         23         31         49         53         85         91:
Old  :        96:        18         23         31         49         53         85         91:
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  :                 40.6       22.8       50.4       37.7       31.1       16.2       35.4       26.0
Old  :                 40.6       22.8       50.4       37.7       31.1       16.2       35.4       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    46,893:    15,714      5,109        376     23,168     37,219     39,258     42,704:     7,635      4,189
Old  :    46,893:    15,714      5,109        376     23,168     37,219     39,258     42,704:     7,635      4,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       259:    -2,376        111         79      2,083          7       -214        196:       473         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       10.9        0.8       49.4       79.4       83.7       91.1:      16.3        8.9
Old  :     100.0:      33.5       10.9        0.8       49.4       79.4       83.7       91.1:      16.3        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  :        90:        28         10         10         34         28         67         43:
Old  :        90:        28         10         10         34         28         67         43:
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  :                 25.9       50.6       39.7       66.8       25.9       50.6       39.7       66.8
Old  :                 25.9       50.6       39.7       66.8       25.9       50.6       39.7       66.8
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, July 3, 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  :    93,786:    31,428     10,218        752     46,336     74,439     78,516     85,409:    15,270      8,377
Old  :    93,786:    31,428     10,218        752     46,336     74,439     78,516     85,409:    15,270      8,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       518:    -4,753        221        157      4,167         13       -428        392:       946        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       10.9        0.8       49.4       79.4       83.7       91.1:      16.3        8.9
Old  :     100.0:      33.5       10.9        0.8       49.4       79.4       83.7       91.1:      16.3        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  :        90:        28         10         10         34         28         67         43:
Old  :        90:        28         10         10         34         28         67         43:
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  :                 25.9       50.6       39.7       66.8       25.9       50.6       39.7       66.8
Old  :                 25.9       50.6       39.7       66.8       25.9       50.6       39.7       66.8
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, July 3, 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  :     7,990:     5,686      6,510        847      1,361        622      7,894      7,979:        96         11
Old  :     7,990:     5,686      6,510        847      1,361        622      7,894      7,979:        96         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :    -2,601:     1,100        -22     -2,489     -1,196          6     -2,585     -2,505:       -16        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.2       81.5       10.6       17.0        7.8       98.8       99.9:       1.2        0.1
Old  :     100.0:      71.2       81.5       10.6       17.0        7.8       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6         11          2          1          2          8         14:
Old  :        20:         6         11          2          1          2          8         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       69.5       98.8       92.3       82.1       64.7       88.2       83.0
Old  :                 85.1       69.5       98.8       92.3       82.1       64.7       88.2       83.0
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, July 3, 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  :     9,995:     1,544      3,662         50      8,141      6,237      9,735      9,949:       260         46
Old  :     9,995:     1,544      3,662         50      8,141      6,237      9,735      9,949:       260         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :       690:        24        569          0        667        125        691        694:        -1         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       36.6        0.5       81.5       62.4       97.4       99.5:       2.6        0.5
Old  :     100.0:      15.4       36.6        0.5       81.5       62.4       97.4       99.5:       2.6        0.5
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  :        29:         8          7          1          6          9         14         17:
Old  :        29:         8          7          1          6          9         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.8       79.2       93.1       91.4       79.8       79.2       93.1       91.3
Old  :                 79.8       79.2       93.1       91.4       79.8       79.2       93.1       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, July 3, 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  :    12,313:     2,017      3,410          0      9,945      8,835     11,962     12,245:       351         68
Old  :    12,313:     2,017      3,410          0      9,945      8,835     11,962     12,245:       351         68
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 26, 2012                        :
     :     1,199:       217       -377          0        956      1,565      1,173      1,188:        26         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       27.7        0.0       80.8       71.8       97.1       99.4:       2.9        0.6
Old  :     100.0:      16.4       27.7        0.0       80.8       71.8       97.1       99.4:       2.9        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  :        30:         8          6          0          3         14         11         20:
Old  :        30:         8          6          0          3         14         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.6       67.1       96.1       82.4       91.6       67.1       96.1       82.4
Old  :                 91.6       67.1       96.1       82.4       91.6       67.1       96.1       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 3, 2012