```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      576,076
COMMITMENTS
 141,108   88,723  153,707  242,192  278,628  537,007  521,057   39,069   55,018

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -72,459)
  -5,735    2,358  -45,782  -17,666  -27,985  -69,183  -71,409   -3,275   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     15.4     26.7     42.0     48.4     93.2     90.4      6.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
     142      114      158       98      134      322      337
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,810,958
COMMITMENTS
 412,766   57,950  559,347  657,882  929,020  1629995  1546317  180,963  264,641

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:   -262,542)
 -18,591    2,394 -168,034  -63,258  -83,643 -249,883 -249,283  -12,660  -13,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8      3.2     30.9     36.3     51.3     90.0     85.4     10.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      891)
     272      148      283      320      425      690      767
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,907
COMMITMENTS
   3,636      472      561    5,348    9,985    9,545   11,017    2,362      890

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -443)
     342      324     -412     -283     -347     -353     -434      -90       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      4.0      4.7     44.9     83.9     80.2     92.5     19.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      25        4        8       13       12       39       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,156,476
COMMITMENTS
 295,043   58,299  415,070  356,665  596,620  1066778  1069988   89,697   86,487

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -74,579)
 -12,390    5,464  -52,824  -11,280  -25,123  -76,493  -72,484    1,914   -2,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5      5.0     35.9     30.8     51.6     92.2     92.5      7.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      675)
     259      168      269      178      230      559      553
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,175
COMMITMENTS
  83,225   45,177   87,650  180,001  231,056  350,876  363,883   40,298   27,291

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -491)
   9,793   -2,822   -4,440   -9,281    7,391   -3,928      130    3,437     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3     11.5     22.4     46.0     59.1     89.7     93.0     10.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      84       67      103       82       76      231      208
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      702,399
COMMITMENTS
  56,815   57,583   47,714  423,747  434,742  528,276  540,039  174,123  162,360

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,860)
   2,987   17,836  -19,477   15,599   -6,290     -891   -7,931     -969    6,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.2      6.8     60.3     61.9     75.2     76.9     24.8     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      27       21       30       67       71      107      109
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      385,010
COMMITMENTS
  43,325   25,022   10,574  254,329  282,078  308,228  317,674   76,782   67,336

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     22,686)
   1,256    3,628   10,067    2,532   -2,573   13,855   11,121    8,832   11,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      6.5      2.7     66.1     73.3     80.1     82.5     19.9     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        5       31       39       41       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,981
COMMITMENTS
   2,047      202    2,856    6,462    8,654   11,365   11,712      616      269

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:         67)
     -89       50     -129      268       96       50       17       17       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      1.7     23.8     53.9     72.2     94.9     97.8      5.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      11        4        8       20       21       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      325,467
COMMITMENTS
  85,296    9,290   95,498   92,140  192,818  272,934  297,605   52,533   27,862

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -24,189)
  -3,021    2,548  -14,855   -3,793  -12,552  -21,670  -24,859   -2,519      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      2.9     29.3     28.3     59.2     83.9     91.4     16.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      92       34       90       80       80      224      180
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,049
COMMITMENTS
   3,343    4,354    1,551    7,243    7,916   12,137   13,821    2,912    1,228

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        262)
    -282       81      194       43      -53      -45      222      306       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     28.9     10.3     48.1     52.6     80.7     91.8     19.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       23       15       25       12       59       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,062,133
COMMITMENTS
 252,593  151,463   83,282  589,991  732,585  925,866  967,331  136,267   94,802

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:    -80,357)
 -41,123   -1,595  -33,021  -21,133  -53,340  -95,277  -87,956   14,920    7,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     14.3      7.8     55.5     69.0     87.2     91.1     12.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      42       37       30      108      104      162      159
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,872,486
COMMITMENTS
 212,685  168,208  178,286  1135201  1190359  1526173  1536853  346,313  335,633

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:   -275,596)
 -18,064      411 -112,799 -181,271 -163,748 -312,134 -276,137   36,538      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      9.0      9.5     60.6     63.6     81.5     82.1     18.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      34       54       56      125      135      194      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,516
COMMITMENTS
 221,512  106,148   69,787  829,003  946,318  1120301  1122253  257,215  255,263

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -4,306)
  20,392   -8,679   -5,463  -33,187   14,563  -18,258      421   13,952   -4,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      7.7      5.1     60.2     68.7     81.3     81.5     18.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      31       34       33       85       98      134      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      512,436
COMMITMENTS
  29,245   62,283   86,461  367,005  327,385  482,712  476,129   29,724   36,307

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     25,789)
   7,180    4,432    1,747   11,432   17,609   20,359   23,788    5,430    2,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     12.2     16.9     71.6     63.9     94.2     92.9      5.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       15       27       46       45       76       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,194
COMMITMENTS
  22,537    5,123      821   27,467   49,023   50,825   54,967    9,369    5,227

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      2,194)
   1,179   -1,921      495      558    5,126    2,231    3,700      -37   -1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      8.5      1.4     45.6     81.4     84.4     91.3     15.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37        9        7       34       25       75       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,389
COMMITMENTS
  45,073   10,247    1,643   54,935   98,046  101,651  109,935   18,738   10,454

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,388)
   2,358   -3,841      990    1,115   10,253    4,463    7,401      -75   -3,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4      8.5      1.4     45.6     81.4     84.4     91.3     15.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      37        9        7       34       25       75       37
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,432
COMMITMENTS
   6,040    6,429      954    1,293    1,044    8,287    8,427      145        5

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        -69)
     106      -22      -28     -155      -18      -77      -68        8       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.6     76.2     11.3     15.3     12.4     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8       10        3        1        2       11       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,619
COMMITMENTS
   1,241    3,794        7    9,115    6,752   10,363   10,553      256       66

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:        145)
     143       12        0        5      109      148      121       -3       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     35.7      0.1     85.8     63.6     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        7        1        6        9       14       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,524
COMMITMENTS
   1,888    2,977      101   12,292   11,305   14,281   14,383      243      141

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:       -214)
    -339     -226      101       65     -198     -173     -323      -41      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     20.5      0.7     84.6     77.8     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        1        5       13       12       18
```

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Updated August 31, 2012