```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      466,862
COMMITMENTS
 155,108   97,990   72,376  200,743  242,733  428,227  413,099   38,635   53,763

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     14,252)
   7,102      815    6,736   -2,825    2,576   11,013   10,127    3,239    4,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     21.0     15.5     43.0     52.0     91.7     88.5      8.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     134      103      109       75      116      272      272
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,199,304
COMMITMENTS
 361,858   96,883  134,596  571,352  762,459  1067806  993,938  131,498  205,366

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     44,436)
  34,238  -11,499   22,783      595   27,698   57,616   38,982  -13,180    5,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      8.1     11.2     47.6     63.6     89.0     82.9     11.0     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      749)
     200      137      176      214      348      502      586
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,346
COMMITMENTS
   3,236      428       96    4,738    8,944    8,070    9,468    2,276      878

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        270)
     -93      -85       73       96      273       76      261      194        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      4.1      0.9     45.8     86.4     78.0     91.5     22.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        7        4       13       13       32       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      811,596
COMMITMENTS
 319,518   63,559  113,417  307,586  559,951  740,521  736,927   71,075   74,669

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -21,675)
  -2,799      854  -11,348    2,968   -5,512  -11,179  -16,006  -10,496   -5,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      7.8     14.0     37.9     69.0     91.2     90.8      8.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     249      111      184      184      212      511      444
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,775
COMMITMENTS
  67,273   68,379   40,460  183,257  184,335  290,990  293,174   27,785   25,601

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -20,277)
     506   -1,097  -16,618      698    1,578  -15,414  -16,137   -4,863   -4,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     21.5     12.7     57.5     57.8     91.3     92.0      8.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      78       68       75       72       72      193      188
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      644,706
COMMITMENTS
  80,131   49,644    6,592  395,787  456,408  482,510  512,644  162,196  132,062

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     18,453)
   4,633    3,090   -1,067   17,775   10,120   21,341   12,143   -2,888    6,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      7.7      1.0     61.4     70.8     74.8     79.5     25.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      33       24       10       67       79      106      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      349,099
COMMITMENTS
  45,004   23,633      394  231,398  273,496  276,796  297,523   72,303   51,576

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        447)
    -474   -1,659      -15   -6,218     -540   -6,707   -2,214    7,154    2,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      6.8      0.1     66.3     78.3     79.3     85.2     20.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        5       33       41       43       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,068
COMMITMENTS
   1,592      275    2,602    7,166    8,965   11,360   11,842      708      226

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -609)
    -552      118      688     -778   -1,298     -642     -492       33     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      2.3     21.6     59.4     74.3     94.1     98.1      5.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        4        7       20       22       33       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      260,346
COMMITMENTS
  83,897    7,295   45,244   84,147  180,206  213,288  232,745   47,058   27,601

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    -13,297)
  -7,074   -1,491    1,408   -3,152   -9,518   -8,818   -9,601   -4,479   -3,696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      2.8     17.4     32.3     69.2     81.9     89.4     18.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      99       23       73       69       69      205      150
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,086
COMMITMENTS
   3,754    4,832      326    6,643    6,544   10,723   11,702    2,363    1,384

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        203)
      -9       -1       13      145       91      149      103       54      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     36.9      2.5     50.8     50.0     81.9     89.4     18.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       23        8       21       12       49       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,017,880
COMMITMENTS
 355,224  162,189   22,014  508,705  759,311  885,943  943,514  131,937   74,366

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     26,378)
  10,426  -13,739    1,856   12,830   40,176   25,112   28,293    1,266   -1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     15.9      2.2     50.0     74.6     87.0     92.7     13.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      58       38       16       98      101      163      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,810,150
COMMITMENTS
 255,738  333,152   30,030  1216038  1154896  1501806  1518078  308,344  292,072

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      6,507)
 -14,366   -2,846   -1,247   12,184      408   -3,429   -3,685    9,936   10,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     18.4      1.7     67.2     63.8     83.0     83.9     17.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      34       71       33      103      132      161      212
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,135,700
COMMITMENTS
 246,330  117,866   13,796  628,083  772,243  888,209  903,905  247,491  231,795

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,062)
 -24,350   -5,052    4,764   -1,295    2,913  -20,881    2,625   22,943     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     10.4      1.2     55.3     68.0     78.2     79.6     21.8     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      39       28       11       78      100      121      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      493,089
COMMITMENTS
  17,619   53,200   73,555  374,951  329,780  466,125  456,535   26,964   36,554

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      6,628)
  -3,930   -4,554      319    7,913   15,746    4,302   11,511    2,326   -4,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     10.8     14.9     76.0     66.9     94.5     92.6      5.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      16       19       28       49       49       79       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,580
COMMITMENTS
  10,655    7,239       38   21,709   28,249   32,401   35,525    7,179    4,055

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,026)
    -919    1,941       37   -1,148   -4,483   -2,030   -2,506        4      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     18.3      0.1     54.8     71.4     81.9     89.8     18.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       16        4       29       22       51       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       79,159
COMMITMENTS
  21,309   14,477       75   43,417   56,497   64,801   71,049   14,358    8,110

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -4,052)
  -1,837    3,882       73   -2,296   -8,966   -4,060   -5,011        8      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     18.3      0.1     54.8     71.4     81.9     89.8     18.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      21       16        4       29       22       51       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,339
COMMITMENTS
   5,881    6,239      900    1,448    1,192    8,229    8,331      110        8

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:         -4)
      39      -38        0      -53       33      -14       -5       10        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.5     74.8     10.8     17.4     14.3     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        9        2        1        3       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,370
COMMITMENTS
   1,576    2,796       26    8,443    6,017   10,045    8,839      325    1,531

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        365)
     -13     -979        1      360     -145      348   -1,123       17    1,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     27.0      0.3     81.4     58.0     96.9     85.2      3.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        8        1        6        9       14       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 07/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,214
COMMITMENTS
   1,923    3,515        0   11,973   10,674   13,896   14,189      318       25

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,116)
     130       67        0    2,026    2,049    2,156    2,116      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     24.7      0.0     84.2     75.1     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6       11        0        4       14       10       25
```

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Updated July 27, 2012