```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   509,752:   123,298     97,617    118,970    235,011    239,099    477,280    455,686:    32,473     54,066
Old  :   466,423:   110,590     89,747    105,623    219,524    223,819    435,737    419,189:    30,686     47,234
Other:    43,329:    14,483      9,644     11,573     15,487     15,280     41,543     36,497:     1,786      6,832
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -33,517:     8,143    -27,651    -15,271    -28,369      9,969    -35,497    -32,952:     1,980       -565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       19.1       23.3       46.1       46.9       93.6       89.4:       6.4       10.6
Old  :     100.0:      23.7       19.2       22.6       47.1       48.0       93.4       89.9:       6.6       10.1
Other:     100.0:      33.4       22.3       26.7       35.7       35.3       95.9       84.2:       4.1       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        97        143        143         83        119        277        317:
Old  :       369:        99        141        138         79        118        267        315:
Other:       135:        13         43         16         28         67         54        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       15.4       29.5       23.4       16.4       12.4       26.3       19.4
Old  :                 19.2       15.2       31.2       23.3       17.7       13.9       27.9       21.4
Other:                 64.4       38.2       78.0       48.8       43.6       13.8       51.3       21.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  : 1,509,075:   266,621    117,669    428,216    633,660    698,128  1,328,497  1,244,013:   180,579    265,062
Old  :   618,316:   149,593     76,011    158,391    245,740    308,446    553,723    542,847:    64,592     75,468
Other:   890,760:   187,988    112,618    198,866    387,920    389,682    774,773    701,165:   115,986    189,594
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :  -131,616:    -8,243    -37,152    -84,352    -45,040     11,916   -137,635   -109,588:     6,018    -22,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        7.8       28.4       42.0       46.3       88.0       82.4:      12.0       17.6
Old  :     100.0:      24.2       12.3       25.6       39.7       49.9       89.6       87.8:      10.4       12.2
Other:     100.0:      21.1       12.6       22.3       43.5       43.7       87.0       78.7:      13.0       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       686:       187        143        235        252        318        549        599:
Old  :       579:       149        107        134        209        263        418        448:
Other:       640:       156        145        175        195        298        438        540:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       11.4       18.3       17.3        9.3        7.0       16.3       11.3
Old  :                 14.0       19.1       21.3       26.1       13.8       17.9       21.1       22.7
Other:                 12.5        9.7       21.8       15.2       10.9        7.6       18.9       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    10,161:     2,023      1,394        366      5,772      6,755      8,162      8,515:     1,999      1,645
Old  :    10,160:     2,023      1,394        366      5,772      6,755      8,162      8,515:     1,999      1,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -2,743:       217     -1,248       -941     -1,998       -295     -2,721     -2,484:       -22       -259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       13.7        3.6       56.8       66.5       80.3       83.8:      19.7       16.2
Old  :     100.0:      19.9       13.7        3.6       56.8       66.5       80.3       83.8:      19.7       16.2
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  :        40:        11         12          6         13         11         28         25:
Old  :        40:        11         12          6         13         11         28         25:
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  :                 31.2       55.2       55.7       68.6       28.9       54.6       49.7       66.3
Old  :                 31.2       55.2       55.7       68.6       28.9       54.6       49.7       66.3
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, June 26, 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  : 1,046,687:   277,156     45,792    331,952    351,201    569,017    960,309    946,761:    86,377     99,926
Old  :   168,755:    69,555      8,442     40,422     43,869    101,705    153,846    150,569:    14,908     18,186
Other:   877,932:   227,735     57,484    271,396    307,332    467,312    806,463    796,192:    71,469     81,740
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -70,152:    17,993      3,896    -63,444    -29,046     -9,213    -74,496    -68,760:     4,344     -1,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        4.4       31.7       33.6       54.4       91.7       90.5:       8.3        9.5
Old  :     100.0:      41.2        5.0       24.0       26.0       60.3       91.2       89.2:       8.8       10.8
Other:     100.0:      25.9        6.5       30.9       35.0       53.2       91.9       90.7:       8.1        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       604:       250        107        234        187        214        535        477:
Old  :       398:       109         84        102        112        161        279        292:
Other:       591:       232        124        215        160        209        488        462:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       18.3       17.0       26.7        6.8       13.2       11.6       19.1
Old  :                 25.3       23.8       38.0       33.9       24.7       22.8       35.7       30.7
Other:                  9.8       19.1       17.6       27.4        8.0       14.2       13.2       19.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   399,083:    56,334     96,007     88,513    219,631    179,047    364,478    363,566:    34,604     35,517
Old  :   155,379:    22,311     40,305     27,793     92,925     72,715    143,029    140,813:    12,350     14,566
Other:   243,704:    48,904     70,582     45,839    126,706    106,332    221,450    222,753:    22,254     20,951
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -63,238:   -10,750     -6,951    -18,984    -34,257    -38,338    -63,991    -64,273:       753      1,035
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       24.1       22.2       55.0       44.9       91.3       91.1:       8.7        8.9
Old  :     100.0:      14.4       25.9       17.9       59.8       46.8       92.1       90.6:       7.9        9.4
Other:     100.0:      20.1       29.0       18.8       52.0       43.6       90.9       91.4:       9.1        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        65         88        100         74         78        202        231:
Old  :       202:        53         58         55         59         66        138        158:
Other:       236:        60         87         69         69         61        172        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  :                 19.7       17.5       29.4       25.9       12.1        9.8       18.7       16.3
Old  :                 35.4       16.6       45.9       27.0       32.8       13.6       38.6       22.3
Other:                 16.9       20.5       30.0       29.9       15.0       13.6       25.8       21.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   732,617:    74,690     38,135     62,051    423,827    494,168    560,568    594,354:   172,049    138,263
Old  :   732,617:    74,690     38,135     62,051    423,827    494,168    560,568    594,354:   172,049    138,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -79,398:    -2,222      6,229    -29,722    -46,391    -44,489    -78,335    -67,982:    -1,063    -11,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        5.2        8.5       57.9       67.5       76.5       81.1:      23.5       18.9
Old  :     100.0:      10.2        5.2        8.5       57.9       67.5       76.5       81.1:      23.5       18.9
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  :       158:        24         30         34         83         87        130        128:
Old  :       158:        24         30         34         83         87        130        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       14.8       31.2       26.5       20.4       14.5       27.3       25.5
Old  :                 22.8       14.8       31.2       26.5       20.4       14.5       27.3       25.5
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, June 26, 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  :   348,571:    45,758     24,058        505    234,813    274,371    281,076    298,935:    67,495     49,636
Old  :   348,571:    45,758     24,058        505    234,813    274,371    281,076    298,935:    67,495     49,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :       935:       714      2,535         45     -2,053      3,532     -1,293      6,112:     2,228     -5,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        6.9        0.1       67.4       78.7       80.6       85.8:      19.4       14.2
Old  :     100.0:      13.1        6.9        0.1       67.4       78.7       80.6       85.8:      19.4       14.2
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  :        68:         7          6          4         36         42         45         50:
Old  :        68:         7          6          4         36         42         45         50:
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  :                 30.3       43.4       47.2       54.4       29.3       42.4       41.6       52.3
Old  :                 30.3       43.4       47.2       54.4       29.3       42.4       41.6       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :    10,558:     2,550        196        831      6,765      9,142     10,146     10,169:       412        389
Old  :    10,558:     2,550        196        831      6,765      9,142     10,146     10,169:       412        389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :       249:       802         -9        -68       -461        310        273        233:       -24         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        1.9        7.9       64.1       86.6       96.1       96.3:       3.9        3.7
Old  :     100.0:      24.2        1.9        7.9       64.1       86.6       96.1       96.3:       3.9        3.7
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  :        37:         7          3          5         22         22         31         29:
Old  :        37:         7          3          5         22         22         31         29:
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  :                 49.2       55.2       65.0       72.5       25.7       31.6       34.9       37.3
Old  :                 49.2       55.2       65.0       72.5       25.7       31.6       34.9       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   312,498:    97,808      7,179     68,026     95,146    206,423    260,980    281,629:    51,518     30,869
Old  :   106,178:    39,108      2,269     14,947     33,549     73,977     87,604     91,193:    18,574     14,984
Other:   206,321:    75,765     21,975     36,014     61,597    132,446    173,376    190,436:    32,945     15,885
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -3,306:       282       -813     -3,460     -2,409     -1,955     -5,588     -6,228:     2,282      2,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        2.3       21.8       30.4       66.1       83.5       90.1:      16.5        9.9
Old  :     100.0:      36.8        2.1       14.1       31.6       69.7       82.5       85.9:      17.5       14.1
Other:     100.0:      36.7       10.7       17.5       29.9       64.2       84.0       92.3:      16.0        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        96         25         73         74         84        213        164:
Old  :       179:        66         17         41         66         74        147        121:
Other:       209:        77         47         51         61         61        170        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       28.9       17.4       41.9        7.1       22.5       12.9       31.4
Old  :                 19.4       21.7       29.6       33.3       15.1       19.5       23.3       29.2
Other:                 12.3       36.3       21.7       48.3       10.3       29.8       18.2       37.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,476:     2,976      5,929      1,449      8,330      6,074     12,754     13,452:     2,721      2,024
Old  :     3,698:       936      2,839          2      1,954        672      2,892      3,513:       806        185
Other:    11,778:     2,865      3,916        622      6,376      5,402      9,862      9,939:     1,915      1,839
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    -1,652:       -97       -639     -1,219       -462        439     -1,777     -1,419:       126       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       38.3        9.4       53.8       39.2       82.4       86.9:      17.6       13.1
Old  :     100.0:      25.3       76.8        0.1       52.8       18.2       78.2       95.0:      21.8        5.0
Other:     100.0:      24.3       33.2        5.3       54.1       45.9       83.7       84.4:      16.3       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        20         22         15         27         16         55         48:
Old  :        34:         9         10          1         10          4         20         15:
Other:        67:        16         20          8         23         15         44         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       33.4       46.4       46.4       32.5       31.2       46.1       43.9
Old  :                 42.2       52.0       61.7       82.4       42.2       52.0       61.7       82.4
Other:                 41.2       38.5       56.5       50.9       41.1       37.7       56.4       49.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :   928,202:   219,471    208,709     40,268    552,847    600,446    812,586    849,423:   115,616     78,779
Old  :   928,202:   219,471    208,709     40,268    552,847    600,446    812,586    849,423:   115,616     78,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :   -36,171:    -2,044     21,814     -8,089     -8,048    -47,242    -18,181    -33,518:   -17,990     -2,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       22.5        4.3       59.6       64.7       87.5       91.5:      12.5        8.5
Old  :     100.0:      23.6       22.5        4.3       59.6       64.7       87.5       91.5:      12.5        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        44         40         28        105        100        164        153:
Old  :       222:        44         40         28        105        100        164        153:
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  :                 16.2       33.5       27.5       44.8       14.3       29.5       22.2       39.3
Old  :                 16.2       33.5       27.5       44.8       14.3       29.5       22.2       39.3
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, June 26, 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  : 2,073,320:   224,264    231,961    190,240  1,340,031  1,327,974  1,754,536  1,750,176:   318,784    323,144
Old  : 2,073,320:   224,264    231,961    190,240  1,340,031  1,327,974  1,754,536  1,750,176:   318,784    323,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :  -164,147:   -39,760     -2,449    -84,016    -60,534    -83,987   -184,310   -170,452:    20,163      6,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.2        9.2       64.6       64.1       84.6       84.4:      15.4       15.6
Old  :     100.0:      10.8       11.2        9.2       64.6       64.1       84.6       84.4:      15.4       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        34         54         50        124        144        188        218:
Old  :       245:        34         54         50        124        144        188        218:
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  :                 28.0       17.8       36.7       25.0       25.7       15.7       33.5       22.1
Old  :                 28.0       17.8       36.7       25.0       25.7       15.7       33.5       22.1
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, June 26, 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  : 1,210,583:   178,995    138,325     51,189    764,197    766,850    994,381    956,364:   216,202    254,218
Old  : 1,210,583:   178,995    138,325     51,189    764,197    766,850    994,381    956,364:   216,202    254,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -759:    -7,589     -5,901     -8,424     26,167      1,292     10,153    -13,034:   -10,912     12,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.4        4.2       63.1       63.3       82.1       79.0:      17.9       21.0
Old  :     100.0:      14.8       11.4        4.2       63.1       63.3       82.1       79.0:      17.9       21.0
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  :       182:        24         33         25         87        100        128        141:
Old  :       182:        24         33         25         87        100        128        141:
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  :                 19.3       19.3       31.7       28.0       17.0       17.9       29.1       26.2
Old  :                 19.3       19.3       31.7       28.0       17.0       17.9       29.1       26.2
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, June 26, 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  :   588,388:    29,972     61,053    132,729    398,729    347,571    561,430    541,353:    26,957     47,035
Old  :   588,388:    29,972     61,053    132,729    398,729    347,571    561,430    541,353:    26,957     47,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    11,240:     9,201     -1,069     -2,381      2,740     17,103      9,560     13,653:     1,680     -2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       10.4       22.6       67.8       59.1       95.4       92.0:       4.6        8.0
Old  :     100.0:       5.1       10.4       22.6       67.8       59.1       95.4       92.0:       4.6        8.0
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  :       101:        22         19         34         52         56         89         97:
Old  :       101:        22         19         34         52         56         89         97:
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  :                 38.2       22.9       48.4       36.8       29.0       16.2       32.6       25.3
Old  :                 38.2       22.9       48.4       36.8       29.0       16.2       32.6       25.3
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, June 26, 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  :    46,634:    18,091      4,998        297     21,084     37,213     39,472     42,508:     7,162      4,126
Old  :    46,634:    18,091      4,998        297     21,084     37,213     39,472     42,508:     7,162      4,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     6,588:     7,879     -2,578        -71     -1,924      9,447      5,884      6,798:       704       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       10.7        0.6       45.2       79.8       84.6       91.2:      15.4        8.8
Old  :     100.0:      38.8       10.7        0.6       45.2       79.8       84.6       91.2:      15.4        8.8
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  :        78:        23          8         10         28         27         56         40:
Old  :        78:        23          8         10         28         27         56         40:
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  :                 31.2       52.7       45.8       68.1       31.2       52.7       45.8       67.6
Old  :                 31.2       52.7       45.8       68.1       31.2       52.7       45.8       67.6
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, June 26, 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  :    93,268:    36,181      9,997        595     42,169     74,425     78,944     85,017:    14,324      8,252
Old  :    93,268:    36,181      9,997        595     42,169     74,425     78,944     85,017:    14,324      8,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :    13,176:    15,757     -5,156       -142     -3,847     18,895     11,768     13,596:     1,408       -420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       10.7        0.6       45.2       79.8       84.6       91.2:      15.4        8.8
Old  :     100.0:      38.8       10.7        0.6       45.2       79.8       84.6       91.2:      15.4        8.8
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  :        78:        23          8         10         28         27         56         40:
Old  :        78:        23          8         10         28         27         56         40:
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  :                 31.2       52.7       45.8       68.1       31.2       52.7       45.8       67.6
Old  :                 31.2       52.7       45.8       68.1       31.2       52.7       45.8       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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  :     9,305:     1,520      3,093         50      7,474      6,112      9,044      9,255:       261         50
Old  :     9,305:     1,520      3,093         50      7,474      6,112      9,044      9,255:       261         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :      -125:        10        845          5       -200       -958       -185       -108:        60        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       33.2        0.5       80.3       65.7       97.2       99.5:       2.8        0.5
Old  :     100.0:      16.3       33.2        0.5       80.3       65.7       97.2       99.5:       2.8        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  :        28:         7          7          1          6          9         13         17:
Old  :        28:         7          7          1          6          9         13         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  :                 78.5       77.2       92.9       90.2       78.5       77.1       92.9       90.2
Old  :                 78.5       77.2       92.9       90.2       78.5       77.1       92.9       90.2
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, June 26, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,114:     1,800      3,787          0      8,989      7,270     10,789     11,057:       325         57
Old  :    11,114:     1,800      3,787          0      8,989      7,270     10,789     11,057:       325         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 19, 2012                        :
     :     1,806:      -260      2,138          0      2,028       -342      1,768      1,796:        38         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       34.1        0.0       80.9       65.4       97.1       99.5:       2.9        0.5
Old  :     100.0:      16.2       34.1        0.0       80.9       65.4       97.1       99.5:       2.9        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  :        32:         9          7          0          3         14         12         21:
Old  :        32:         9          7          0          3         14         12         21:
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  :                 91.2       63.5       95.4       79.8       91.2       63.5       95.4       79.8
Old  :                 91.2       63.5       95.4       79.8       91.2       63.5       95.4       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 29, 2012