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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :   584,996:   148,672     93,481    159,098    238,115    277,749    545,885    530,327:    39,111     54,669
Old  :   496,575:   124,433     87,969    124,243    214,844    242,734    463,520    454,947:    33,055     41,629
Other:    88,420:    36,078     17,351     23,014     23,272     35,015     82,364     75,380:     6,056     13,040
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     8,920:     7,563      4,758      5,391     -4,076       -879      8,878      9,270:        42       -350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.0       27.2       40.7       47.5       93.3       90.7:       6.7        9.3
Old  :     100.0:      25.1       17.7       25.0       43.3       48.9       93.3       91.6:       6.7        8.4
Other:     100.0:      40.8       19.6       26.0       26.3       39.6       93.2       85.3:       6.8       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       143        117        155         94        134        316        336:
Old  :       398:       137        119        142         86        129        297        323:
Other:       208:        45         53         36         47         96        114        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       15.3       25.4       23.3       13.5       11.3       22.6       18.0
Old  :                 16.5       15.4       28.6       23.7       15.5       13.1       25.3       20.3
Other:                 39.9       26.2       54.9       37.0       27.5        9.8       36.8       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  : 1,804,347:   421,192     54,078    570,095    635,112    916,920  1,626,399  1,541,093:   177,948    263,254
Old  : 1,692,769:   390,371     70,800    536,035    598,925    847,661  1,525,332  1,454,496:   167,437    238,273
Other:   111,578:    53,800      6,257     11,080     36,187     69,259    101,067     86,597:    10,511     24,982
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -6,611:     8,426     -3,872     10,748    -22,770    -12,100     -3,596     -5,224:    -3,015     -1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.0       31.6       35.2       50.8       90.1       85.4:       9.9       14.6
Old  :     100.0:      23.1        4.2       31.7       35.4       50.1       90.1       85.9:       9.9       14.1
Other:     100.0:      48.2        5.6        9.9       32.4       62.1       90.6       77.6:       9.4       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       877:       257        156        270        280        418        644        745:
Old  :       875:       251        161        265        273        416        631        743:
Other:       419:        58         57         36         71        274        148        350:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       10.3       17.9       17.3        7.5        6.5       13.1       10.7
Old  :                 10.4        9.4       18.3       16.6        7.9        6.6       13.6       10.9
Other:                 40.2       27.0       50.4       33.9       40.2       26.3       48.5       32.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :    12,590:     4,440        594        615      5,005     10,555     10,060     11,765:     2,530        826
Old  :    12,576:     4,445        594        610      4,993     10,550     10,048     11,755:     2,528        822
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       683:       804        122         55       -344        570        515        747:       169        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        4.7        4.9       39.7       83.8       79.9       93.4:      20.1        6.6
Old  :     100.0:      35.3        4.7        4.9       39.7       83.9       79.9       93.5:      20.1        6.5
Other:     100.0:       0.0       35.8        0.0       85.6       35.7       85.6       71.5:      14.4       28.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        24          5          8         13         13         39         24:
Old  :        48:        24          5          8         13         13         39         24:
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  :                 33.7       65.8       51.5       80.3       31.5       58.3       44.4       72.6
Old  :                 33.7       65.9       51.5       80.4       31.6       58.4       44.4       72.7
Other:                 85.6       71.5       85.6       71.5       71.3       57.2       71.3       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  : 1,197,773:   303,135     56,422    446,016    356,706    604,171  1,105,857  1,106,609:    91,917     91,164
Old  : 1,157,831:   292,864     57,915    433,950    342,998    579,214  1,069,812  1,071,079:    88,019     86,752
Other:    39,943:    16,929      5,165      5,409     13,707     24,957     36,045     35,530:     3,898      4,412
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    41,298:     8,092     -1,877     30,946         41      7,552     39,079     36,621:     2,219      4,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        4.7       37.2       29.8       50.4       92.3       92.4:       7.7        7.6
Old  :     100.0:      25.3        5.0       37.5       29.6       50.0       92.4       92.5:       7.6        7.5
Other:     100.0:      42.4       12.9       13.5       34.3       62.5       90.2       89.0:       9.8       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       678:       268        163        273        173        228        557        556:
Old  :       677:       260        171        269        172        225        551        553:
Other:       245:        52         47         23         38        130        100        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       15.1       19.6       24.0        5.9       10.5        9.9       14.8
Old  :                 12.7       14.4       19.7       23.6        6.8       11.0       11.2       15.3
Other:                 33.6       46.8       45.3       57.2       30.1       44.1       39.8       51.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :   400,783:    92,769     40,432     87,123    174,976    247,379    354,868    374,934:    45,915     25,849
Old  :   389,756:    94,414     42,182     81,435    170,125    241,442    345,973    365,059:    43,783     24,697
Other:    11,027:     2,112      2,006      1,932      4,851      5,937      8,895      9,875:     2,132      1,152
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     9,609:     9,544     -4,745       -527     -5,026     16,323      3,992     11,051:     5,617     -1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.1       21.7       43.7       61.7       88.5       93.6:      11.5        6.4
Old  :     100.0:      24.2       10.8       20.9       43.6       61.9       88.8       93.7:      11.2        6.3
Other:     100.0:      19.2       18.2       17.5       44.0       53.8       80.7       89.6:      19.3       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        84         77         97         81         77        233        202:
Old  :       278:        85         81         97         81         77        233        202:
Other:        38:        11          5          9         16         10         31         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       29.9       21.2       41.8        9.1       23.9       15.8       33.0
Old  :                 13.3       30.2       21.4       42.1        9.2       24.5       16.1       33.6
Other:                 33.9       47.1       51.5       68.6       33.1       47.1       46.5       60.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :   695,300:    64,395     44,857     50,189    414,323    441,409    528,906    536,455:   166,395    158,846
Old  :   695,300:    64,395     44,857     50,189    414,323    441,409    528,906    536,455:   166,395    158,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -7,098:     7,579    -12,726      2,475     -9,424      6,667        630     -3,584:    -7,728     -3,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        6.5        7.2       59.6       63.5       76.1       77.2:      23.9       22.8
Old  :     100.0:       9.3        6.5        7.2       59.6       63.5       76.1       77.2:      23.9       22.8
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  :       141:        26         24         30         69         77        111        115:
Old  :       141:        26         24         30         69         77        111        115:
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  :                 18.7       16.7       27.2       26.5       14.7       11.2       21.4       20.3
Old  :                 18.7       16.7       27.2       26.5       14.7       11.2       21.4       20.3
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, September 4, 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  :   383,649:    43,649     33,087      9,552    263,266    282,218    316,467    324,857:    67,182     58,793
Old  :   383,649:    43,649     33,087      9,552    263,266    282,218    316,467    324,857:    67,182     58,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -1,361:       324      8,064     -1,022      8,937        140      8,239      7,182:    -9,600     -8,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        8.6        2.5       68.6       73.6       82.5       84.7:      17.5       15.3
Old  :     100.0:      11.4        8.6        2.5       68.6       73.6       82.5       84.7:      17.5       15.3
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  :        67:         7          7          5         38         41         48         50:
Old  :        67:         7          7          5         38         41         48         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       42.5       48.6       52.9       31.7       39.0       43.7       48.6
Old  :                 32.8       42.5       48.6       52.9       31.7       39.0       43.7       48.6
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, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,246:     1,983        190      2,645      5,999      8,139     10,627     10,974:       619        272
Old  :    11,246:     1,983        190      2,645      5,999      8,139     10,627     10,974:       619        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :      -735:       -64        -12       -211       -463       -515       -738       -738:         3          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        1.7       23.5       53.3       72.4       94.5       97.6:       5.5        2.4
Old  :     100.0:      17.6        1.7       23.5       53.3       72.4       94.5       97.6:       5.5        2.4
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  :        40:        12          3          8         21         21         36         30:
Old  :        40:        12          3          8         21         21         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       53.0       72.0       74.9       14.5       19.4       19.5       25.4
Old  :                 58.3       53.0       72.0       74.9       14.5       19.4       19.5       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :   323,361:    86,481      9,844     95,121     89,405    192,165    271,006    297,129:    52,355     26,232
Old  :   313,820:    83,854      9,531     92,734     85,952    186,238    262,540    288,503:    51,280     25,317
Other:     9,541:     2,947        633      2,066      3,453      5,927      8,466      8,626:     1,075        915
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -2,106:     1,185        554       -377     -2,735       -653     -1,927       -476:      -179     -1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        3.0       29.4       27.6       59.4       83.8       91.9:      16.2        8.1
Old  :     100.0:      26.7        3.0       29.6       27.4       59.3       83.7       91.9:      16.3        8.1
Other:     100.0:      30.9        6.6       21.7       36.2       62.1       88.7       90.4:      11.3        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        94         31         78         80         81        213        173:
Old  :       243:        97         30         77         80         81        211        173:
Other:        40:         8          5          2         25         11         34         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       30.2       19.4       43.9        6.8       23.2       11.7       32.2
Old  :                 12.4       29.5       19.5       43.3        7.0       22.9       12.0       32.1
Other:                 48.3       56.3       65.0       77.3       35.1       39.0       48.2       54.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,813:     2,955      5,127        547      7,448      6,811     10,949     12,484:     2,864      1,329
Old  :    13,808:     2,955      5,124        547      7,445      6,811     10,946     12,481:     2,862      1,327
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -1,235:      -388        773     -1,004        204     -1,106     -1,188     -1,337:       -48        102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       37.1        4.0       53.9       49.3       79.3       90.4:      20.7        9.6
Old  :     100.0:      21.4       37.1        4.0       53.9       49.3       79.3       90.4:      20.7        9.6
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         21         12         25         11         53         36:
Old  :        66:        19         21         12         25         11         53         36:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       45.4       51.7       60.4       36.4       44.3       51.6       59.0
Old  :                 36.5       45.5       51.7       60.4       36.5       44.3       51.6       59.0
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  : 1,118,317:   309,420    184,182     84,478    589,106    775,219    983,005  1,043,879:   135,313     74,438
Old  : 1,118,317:   309,420    184,182     84,478    589,106    775,219    983,005  1,043,879:   135,313     74,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    56,184:    56,827     32,718      1,196       -884     42,634     57,139     76,548:      -955    -20,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       16.5        7.6       52.7       69.3       87.9       93.3:      12.1        6.7
Old  :     100.0:      27.7       16.5        7.6       52.7       69.3       87.9       93.3:      12.1        6.7
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  :       215:        46         34         25         97        100        154        148:
Old  :       215:        46         34         25         97        100        154        148:
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  :                 14.8       32.1       25.7       42.9       14.5       26.6       24.1       35.2
Old  :                 14.8       32.1       25.7       42.9       14.5       26.6       24.1       35.2
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, September 4, 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  : 1,908,213:   279,621    165,941    196,686  1,104,403  1,243,723  1,580,710  1,606,349:   327,503    301,863
Old  : 1,908,213:   279,621    165,941    196,686  1,104,403  1,243,723  1,580,710  1,606,349:   327,503    301,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    35,727:    66,936     -2,267     18,400    -30,798     53,364     54,537     69,497:   -18,810    -33,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        8.7       10.3       57.9       65.2       82.8       84.2:      17.2       15.8
Old  :     100.0:      14.7        8.7       10.3       57.9       65.2       82.8       84.2:      17.2       15.8
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  :       248:        44         44         54        128        145        197        218:
Old  :       248:        44         44         54        128        145        197        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       20.2       30.3       26.5       19.6       15.4       26.6       21.0
Old  :                 21.0       20.2       30.3       26.5       19.6       15.4       26.6       21.0
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, September 4, 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  : 1,369,987:   271,599    136,500     77,040    764,247    902,748  1,112,886  1,116,289:   257,101    253,698
Old  : 1,369,987:   271,599    136,500     77,040    764,247    902,748  1,112,886  1,116,289:   257,101    253,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -7,530:    50,087     30,352      7,254    -64,756    -43,570     -7,415     -5,964:      -115     -1,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       10.0        5.6       55.8       65.9       81.2       81.5:      18.8       18.5
Old  :     100.0:      19.8       10.0        5.6       55.8       65.9       81.2       81.5:      18.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        35         37         32         77         96        130        147:
Old  :       187:        35         37         32         77         96        130        147:
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  :                 17.6       22.5       29.4       34.0       16.1       22.3       26.8       32.0
Old  :                 17.6       22.5       29.4       34.0       16.1       22.3       26.8       32.0
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, September 4, 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  :   437,878:     9,719     53,424     82,526    321,178    267,426    413,423    403,376:    24,455     34,502
Old  :   437,878:     9,719     53,424     82,526    321,178    267,426    413,423    403,376:    24,455     34,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :   -74,558:   -19,526     -8,859     -3,935    -45,827    -59,959    -69,289    -72,753:    -5,269     -1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       12.2       18.8       73.3       61.1       94.4       92.1:       5.6        7.9
Old  :     100.0:       2.2       12.2       18.8       73.3       61.1       94.4       92.1:       5.6        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        12         22         28         43         42         73         75:
Old  :        84:        12         22         28         43         42         73         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       28.9       48.5       47.5       30.7       22.7       35.7       33.7
Old  :                 40.3       28.9       48.5       47.5       30.7       22.7       35.7       33.7
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, September 4, 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  :    57,565:    19,376      6,058        952     28,569     45,319     48,897     52,328:     8,668      5,237
Old  :    57,565:    19,376      6,058        952     28,569     45,319     48,897     52,328:     8,668      5,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -2,630:    -3,160        934        131      1,101     -3,704     -1,928     -2,639:      -701         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       10.5        1.7       49.6       78.7       84.9       90.9:      15.1        9.1
Old  :     100.0:      33.7       10.5        1.7       49.6       78.7       84.9       90.9:      15.1        9.1
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  :        91:        31         11          9         33         27         68         43:
Old  :        91:        31         11          9         33         27         68         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       50.9       39.7       64.4       24.7       50.8       38.5       64.4
Old  :                 25.9       50.9       39.7       64.4       24.7       50.8       38.5       64.4
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, September 4, 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  :   115,130:    38,753     12,115      1,904     57,138     90,638     97,794    104,656:    17,335     10,473
Old  :   115,130:    38,753     12,115      1,904     57,138     90,638     97,794    104,656:    17,335     10,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :    -5,259:    -6,321      1,868        261      2,203     -7,408     -3,856     -5,278:    -1,403         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7       10.5        1.7       49.6       78.7       84.9       90.9:      15.1        9.1
Old  :     100.0:      33.7       10.5        1.7       49.6       78.7       84.9       90.9:      15.1        9.1
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  :        91:        31         11          9         33         27         68         43:
Old  :        91:        31         11          9         33         27         68         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       50.9       39.7       64.4       24.7       50.8       38.5       64.4
Old  :                 25.9       50.9       39.7       64.4       24.7       50.8       38.5       64.4
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, September 4, 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  :     8,614:     6,222      6,614        954      1,293      1,041      8,469      8,609:       145          5
Old  :     8,614:     6,222      6,614        954      1,293      1,041      8,469      8,609:       145          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       182:       182        185          0          0         -3        182        182:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2       76.8       11.1       15.0       12.1       98.3       99.9:       1.7        0.1
Old  :     100.0:      72.2       76.8       11.1       15.0       12.1       98.3       99.9:       1.7        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  :        21:         9          9          3          1          2         12         12:
Old  :        21:         9          9          3          1          2         12         12:
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  :                 75.6       77.0       93.7       95.4       74.3       70.3       85.3       86.0
Old  :                 75.6       77.0       93.7       95.4       74.3       70.3       85.3       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,736:     1,225      4,841         33     10,232      6,796     11,490     11,670:       246         66
Old  :    11,736:     1,225      4,841         33     10,232      6,796     11,490     11,670:       246         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :     1,117:       -16      1,047         26      1,117         44      1,127      1,117:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       41.2        0.3       87.2       57.9       97.9       99.4:       2.1        0.6
Old  :     100.0:      10.4       41.2        0.3       87.2       57.9       97.9       99.4:       2.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          8          2          6          9         15         17:
Old  :        29:         7          8          2          6          9         15         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  :                 85.8       80.4       95.1       90.6       85.8       80.2       95.1       90.2
Old  :                 85.8       80.4       95.1       90.6       85.8       80.2       95.1       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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  :    14,645:     1,792      2,818        323     12,336     11,480     14,451     14,621:       194         24
Old  :    14,645:     1,792      2,818        323     12,336     11,480     14,451     14,621:       194         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 28, 2012                      :
     :       121:       -96       -159        222         44        175        170        238:       -49       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       19.2        2.2       84.2       78.4       98.7       99.8:       1.3        0.2
Old  :     100.0:      12.2       19.2        2.2       84.2       78.4       98.7       99.8:       1.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          7          2          4         15         10         23:
Old  :        30:         5          7          2          4         15         10         23:
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  :                 90.1       73.0       97.9       87.8       90.1       70.8       96.2       85.7
Old  :                 90.1       73.0       97.9       87.8       90.1       70.8       96.2       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 4, 2012