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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   621,040:   144,948     84,751    186,530    248,043    292,336    579,521    563,617:    41,518     57,423
Old  :   540,914:   124,561     78,959    155,244    225,130    261,792    504,935    495,995:    35,979     44,919
Other:    80,125:    30,090     15,494     21,584     22,913     30,544     74,586     67,622:     5,539     12,503
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -17,580:    -4,485        110     -7,572     -5,224    -11,667    -17,281    -19,129:      -300      1,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       13.6       30.0       39.9       47.1       93.3       90.8:       6.7        9.2
Old  :     100.0:      23.0       14.6       28.7       41.6       48.4       93.3       91.7:       6.7        8.3
Other:     100.0:      37.6       19.3       26.9       28.6       38.1       93.1       84.4:       6.9       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       417:       146        124        160         99        135        331        341:
Old  :       411:       144        123        149         95        135        317        334:
Other:       200:        45         49         37         42         91        108        164:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       15.0       24.8       22.8       13.0       11.5       20.9       17.3
Old  :                 15.7       15.3       27.2       23.4       14.6       13.0       22.7       19.4
Other:                 42.2       27.9       57.8       39.4       27.8       10.1       35.5       15.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 1,966,851:   395,926     52,620    679,519    706,686    961,892  1,782,131  1,694,031:   184,720    272,820
Old  :   378,895:    68,940      9,464    177,663     99,773    168,940    346,376    356,067:    32,520     22,829
Other: 1,587,955:   345,759     61,929    483,083    606,913    792,952  1,435,755  1,337,964:   152,201    249,992
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    22,092:    16,531       -244      9,093     -5,263     11,132     20,361     19,981:     1,731      2,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        2.7       34.5       35.9       48.9       90.6       86.1:       9.4       13.9
Old  :     100.0:      18.2        2.5       46.9       26.3       44.6       91.4       94.0:       8.6        6.0
Other:     100.0:      21.8        3.9       30.4       38.2       49.9       90.4       84.3:       9.6       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       855:       249        156        287        306        409        668        747:
Old  :       587:       157         80        133        201        256        404        424:
Other:       842:       226        175        256        252        404        591        725:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       10.6       17.6       16.9        7.1        5.5       12.2        9.1
Old  :                 11.1       19.6       19.4       27.6        7.6       13.5       11.9       17.2
Other:                 11.0        9.6       18.7       15.7        7.5        6.2       13.2        9.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    11,640:     3,025        180        833      5,436      9,759      9,295     10,773:     2,345        867
Old  :    11,628:     3,025        176        833      5,424      9,754      9,283     10,764:     2,345        864
Other:        12:         0          4          0         12          5         12          9:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       355:       118         50        -30        187        297        275        316:        79         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        1.6        7.2       46.7       83.8       79.9       92.5:      20.1        7.5
Old  :     100.0:      26.0        1.5        7.2       46.6       83.9       79.8       92.6:      20.2        7.4
Other:     100.0:       0.0       33.6        0.0       99.7       41.5       99.7       75.1:       0.3       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17          8          8         14         13         37         23:
Old  :        44:        17          7          8         14         13         37         23:
Other:         4:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       63.5       49.7       79.6       27.3       55.7       41.4       69.0
Old  :                 29.9       63.6       49.7       79.6       27.3       55.8       41.5       69.1
Other:                 99.7       75.1       99.7       75.1       83.1       58.5       83.1       58.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 1,140,549:   282,974     51,565    409,130    368,472    595,667  1,060,577  1,056,362:    79,972     84,187
Old  : 1,106,395:   273,956     52,033    400,136    355,375    573,703  1,029,467  1,025,872:    76,928     80,523
Other:    34,154:    13,554      4,068      4,459     13,097     21,963     31,110     30,490:     3,044      3,664
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       471:     2,532     -1,446      7,317    -10,335     -9,328       -485     -3,457:       956      3,928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        4.5       35.9       32.3       52.2       93.0       92.6:       7.0        7.4
Old  :     100.0:      24.8        4.7       36.2       32.1       51.9       93.0       92.7:       7.0        7.3
Other:     100.0:      39.7       11.9       13.1       38.3       64.3       91.1       89.3:       8.9       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       264        140        254        177        221        534        529:
Old  :       644:       258        147        250        176        218        528        526:
Other:       226:        43         43         22         37        125         88        182:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       15.0       20.0       23.8        6.2       10.2       10.8       14.6
Old  :                 13.1       14.3       20.1       23.3        7.4       10.5       12.0       15.1
Other:                 36.4       47.5       47.8       57.4       31.4       42.1       40.9       49.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   385,087:    62,416     52,408     87,276    203,528    215,023    353,220    354,706:    31,867     30,380
Old  :    66,052:    14,999     12,510      9,381     36,931     39,287     61,311     61,177:     4,741      4,875
Other:   319,034:    61,269     53,750     64,043    166,597    175,736    291,909    293,529:    27,125     25,505
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     1,675:      -134    -11,853     10,411    -10,832      5,154       -554      3,713:     2,230     -2,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       13.6       22.7       52.9       55.8       91.7       92.1:       8.3        7.9
Old  :     100.0:      22.7       18.9       14.2       55.9       59.5       92.8       92.6:       7.2        7.4
Other:     100.0:      19.2       16.8       20.1       52.2       55.1       91.5       92.0:       8.5        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        67         81        107         84         76        224        216:
Old  :       165:        55         35         34         43         53        111        109:
Other:       260:        65         90         88         83         71        206        201:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       23.8       25.1       33.9        9.7       17.3       16.8       24.4
Old  :                 37.6       23.8       49.9       36.3       33.9       22.0       42.1       32.9
Other:                 14.6       24.6       24.9       35.6       11.7       16.8       20.0       25.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :   694,788:    73,455     57,273     64,234    382,249    426,546    519,937    548,053:   174,852    146,736
Old  :   694,788:    73,455     57,273     64,234    382,249    426,546    519,937    548,053:   174,852    146,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    -5,786:    -2,571        754      6,313     -5,948    -10,022     -2,205     -2,955:    -3,581     -2,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.2        9.2       55.0       61.4       74.8       78.9:      25.2       21.1
Old  :     100.0:      10.6        8.2        9.2       55.0       61.4       74.8       78.9:      25.2       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        34         28         37         83         83        133        132:
Old  :       164:        34         28         37         83         83        133        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       13.5       27.0       23.7       15.8       12.2       22.8       22.0
Old  :                 19.1       13.5       27.0       23.7       15.8       12.2       22.8       22.0
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, August 14, 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  :   360,090:    45,337     25,676        518    248,545    281,423    294,400    307,617:    65,689     52,473
Old  :   360,090:    45,337     25,676        518    248,545    281,423    294,400    307,617:    65,689     52,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     7,309:    -1,923        -24       -206      7,214     13,068      5,085     12,838:     2,224     -5,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        7.1        0.1       69.0       78.2       81.8       85.4:      18.2       14.6
Old  :     100.0:      12.6        7.1        0.1       69.0       78.2       81.8       85.4:      18.2       14.6
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  :        69:         7          5          4         35         43         45         49:
Old  :        69:         7          5          4         35         43         45         49:
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  :                 34.5       39.5       50.9       50.2       32.9       39.3       45.2       49.1
Old  :                 34.5       39.5       50.9       50.2       32.9       39.3       45.2       49.1
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, August 14, 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  :    12,226:     2,371        336      2,859      6,425      8,812     11,655     12,007:       571        219
Old  :    12,226:     2,371        336      2,859      6,425      8,812     11,655     12,007:       571        219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -173:        -7        147         25       -115       -381        -97       -209:       -76         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        2.7       23.4       52.6       72.1       95.3       98.2:       4.7        1.8
Old  :     100.0:      19.4        2.7       23.4       52.6       72.1       95.3       98.2:       4.7        1.8
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  :        47:        14          3          7         24         23         41         31:
Old  :        47:        14          3          7         24         23         41         31:
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  :                 58.2       49.9       70.1       72.8       15.6       20.1       22.7       27.1
Old  :                 58.2       49.9       70.1       72.8       15.6       20.1       22.7       27.1
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, August 14, 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  :   323,240:    83,754      6,408     98,817     89,243    189,966    271,814    295,192:    51,426     28,048
Old  :    53,549:    18,747        797     12,916     12,789     34,148     44,451     47,860:     9,097      5,688
Other:   269,691:    75,895     16,499     75,013     76,454    155,819    227,363    247,331:    42,328     22,360
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    15,126:     6,994       -162      6,782     -1,369      9,018     12,407     15,638:     2,720       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        2.0       30.6       27.6       58.8       84.1       91.3:      15.9        8.7
Old  :     100.0:      35.0        1.5       24.1       23.9       63.8       83.0       89.4:      17.0       10.6
Other:     100.0:      28.1        6.1       27.8       28.3       57.8       84.3       91.7:      15.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        91         26         82         70         75        204        164:
Old  :       135:        49         12         24         48         49        104         78:
Other:       219:        79         47         72         64         67        186        153:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       27.8       18.5       40.6        6.5       22.9       11.7       30.1
Old  :                 24.5       27.0       33.9       40.0       18.7       22.7       25.6       33.2
Other:                 11.1       28.5       18.3       41.7        7.6       23.3       13.8       30.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  :    14,536:     3,945      4,463        884      7,142      8,069     11,971     13,417:     2,565      1,119
Old  :    14,533:     3,945      4,462        884      7,139      8,069     11,968     13,416:     2,565      1,117
Other:         3:         0          1          0          3          0          3          1:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -212:      -440         35         94        379       -219         34        -90:      -246       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       30.7        6.1       49.1       55.5       82.4       92.3:      17.6        7.7
Old  :     100.0:      27.1       30.7        6.1       49.1       55.5       82.4       92.3:      17.6        7.7
Other:     100.0:       0.0       33.3        0.0      100.0        0.0      100.0       33.3:       0.0       66.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        23         26         13         24         13         58         43:
Old  :        78:        23         26         13         24         13         58         43:
Other:         2:         0          1          0          1          0          1          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  :                 32.5       44.4       46.4       58.6       32.2       43.2       45.1       55.5
Old  :                 32.5       44.4       46.5       58.6       32.2       43.3       45.1       55.5
Other:                100.0       33.3      100.0       33.3      100.0       33.3      100.0       33.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 1,150,028:   312,321    185,560    110,015    602,140    772,746  1,024,476  1,068,321:   125,552     81,707
Old  : 1,150,028:   312,321    185,560    110,015    602,140    772,746  1,024,476  1,068,321:   125,552     81,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :   -30,311:   -40,975     22,493      6,635     14,344    -59,217    -19,996    -30,089:   -10,315       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       16.1        9.6       52.4       67.2       89.1       92.9:      10.9        7.1
Old  :     100.0:      27.2       16.1        9.6       52.4       67.2       89.1       92.9:      10.9        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        46         39         28        109        112        171        163:
Old  :       229:        46         39         28        109        112        171        163:
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  :                 16.0       31.4       25.2       41.5       15.4       28.7       23.4       34.9
Old  :                 16.0       31.4       25.2       41.5       15.4       28.7       23.4       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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  : 2,119,277:   223,451    185,309    270,086  1,318,477  1,346,319  1,812,013  1,801,714:   307,264    317,563
Old  : 2,119,277:   223,451    185,309    270,086  1,318,477  1,346,319  1,812,013  1,801,714:   307,264    317,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    30,613:    18,453    -20,374     -1,655     -1,071     55,084     15,728     33,056:    14,886     -2,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        8.7       12.7       62.2       63.5       85.5       85.0:      14.5       15.0
Old  :     100.0:      10.5        8.7       12.7       62.2       63.5       85.5       85.0:      14.5       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        39         58         64        147        159        224        243:
Old  :       276:        39         58         64        147        159        224        243:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       14.5       33.0       21.6       23.6       11.7       29.3       17.3
Old  :                 25.1       14.5       33.0       21.6       23.6       11.7       29.3       17.3
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, August 14, 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  : 1,307,260:   214,235    112,740     65,099    791,637    884,243  1,070,971  1,062,082:   236,289    245,178
Old  : 1,307,260:   214,235    112,740     65,099    791,637    884,243  1,070,971  1,062,082:   236,289    245,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :    31,845:   -16,344        944     -2,288     56,011     32,667     37,379     31,323:    -5,534        522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        8.6        5.0       60.6       67.6       81.9       81.2:      18.1       18.8
Old  :     100.0:      16.4        8.6        5.0       60.6       67.6       81.9       81.2:      18.1       18.8
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  :       189:        28         34         32         88        104        133        153:
Old  :       189:        28         34         32         88        104        133        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  :                 19.4       21.6       32.3       31.3       17.3       21.0       28.6       30.0
Old  :                 19.4       21.6       32.3       31.3       17.3       21.0       28.6       30.0
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, August 14, 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  :   473,453:    17,400     45,144     82,954    349,506    304,137    449,861    432,235:    23,592     41,218
Old  :   473,453:    17,400     45,144     82,954    349,506    304,137    449,861    432,235:    23,592     41,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :     8,248:     5,120     -3,846     -1,952      8,334     12,427     11,501      6,629:    -3,253      1,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        9.5       17.5       73.8       64.2       95.0       91.3:       5.0        8.7
Old  :     100.0:       3.7        9.5       17.5       73.8       64.2       95.0       91.3:       5.0        8.7
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  :        91:        21         15         26         48         45         79         77:
Old  :        91:        21         15         26         48         45         79         77:
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  :                 42.1       27.6       50.1       45.2       31.3       20.3       36.3       32.1
Old  :                 42.1       27.6       50.1       45.2       31.3       20.3       36.3       32.1
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, August 14, 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  :    53,583:    18,660      6,111        254     25,860     41,468     44,774     47,832:     8,809      5,751
Old  :    53,583:    18,660      6,111        254     25,860     41,468     44,774     47,832:     8,809      5,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -231:    -1,685        213        -80        956        134       -808        267:       578       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       11.4        0.5       48.3       77.4       83.6       89.3:      16.4       10.7
Old  :     100.0:      34.8       11.4        0.5       48.3       77.4       83.6       89.3:      16.4       10.7
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  :        93:        29         15         10         34         27         68         47:
Old  :        93:        29         15         10         34         27         68         47:
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  :                 28.3       45.5       42.2       61.2       28.3       45.5       42.2       61.2
Old  :                 28.3       45.5       42.2       61.2       28.3       45.5       42.2       61.2
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, August 14, 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  :   107,166:    37,320     12,222        508     51,720     82,935     89,548     95,665:    17,619     11,501
Old  :   107,166:    37,320     12,222        508     51,720     82,935     89,548     95,665:    17,619     11,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -461:    -3,369        425       -159      1,912        268     -1,617        534:     1,156       -995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       11.4        0.5       48.3       77.4       83.6       89.3:      16.4       10.7
Old  :     100.0:      34.8       11.4        0.5       48.3       77.4       83.6       89.3:      16.4       10.7
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  :        93:        29         15         10         34         27         68         47:
Old  :        93:        29         15         10         34         27         68         47:
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  :                 28.3       45.5       42.2       61.2       28.3       45.5       42.2       61.2
Old  :                 28.3       45.5       42.2       61.2       28.3       45.5       42.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,431:     5,914      6,451        900      1,448      1,075      8,262      8,426:       169          5
Old  :     8,431:     5,914      6,451        900      1,448      1,075      8,262      8,426:       169          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :        71:        16        126          0          0        -55         16         71:        55          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.1       76.5       10.7       17.2       12.8       98.0       99.9:       2.0        0.1
Old  :     100.0:      70.1       76.5       10.7       17.2       12.8       98.0       99.9:       2.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7         10          2          1          2          9         13:
Old  :        20:         7         10          2          1          2          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       76.4       96.3       94.0       77.7       69.5       87.3       85.2
Old  :                 79.1       76.4       96.3       94.0       77.7       69.5       87.3       85.2
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, August 14, 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  :    10,845:     1,338      4,548         50      9,139      6,206     10,527     10,804:       318         41
Old  :    10,845:     1,338      4,548         50      9,139      6,206     10,527     10,804:       318         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :      -164:        16       -389         10       -178        212       -152       -167:       -12          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       41.9        0.5       84.3       57.2       97.1       99.6:       2.9        0.4
Old  :     100.0:      12.3       41.9        0.5       84.3       57.2       97.1       99.6:       2.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          7          1          6         10         14         17:
Old  :        29:         7          7          1          6         10         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.7       82.1       93.8       91.6       82.7       81.6       93.8       91.1
Old  :                 82.7       82.1       93.8       91.6       82.7       81.6       93.8       91.1
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, August 14, 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  :    14,946:     2,205      3,258          0     12,469     11,647     14,674     14,905:       272         41
Old  :    14,946:     2,205      3,258          0     12,469     11,647     14,674     14,905:       272         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 7, 2012                       :
     :       -92:       -51        916          0         -5     -1,017        -56       -101:       -36          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       21.8        0.0       83.4       77.9       98.2       99.7:       1.8        0.3
Old  :     100.0:      14.8       21.8        0.0       83.4       77.9       98.2       99.7:       1.8        0.3
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  :        31:         7          7          0          4         14         11         21:
Old  :        31:         7          7          0          4         14         11         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  :                 89.0       70.0       97.1       85.5       89.0       70.0       97.1       85.5
Old  :                 89.0       70.0       97.1       85.5       89.0       70.0       97.1       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated August 17, 2012