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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 28, 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  :   443,119:   149,899     96,329     60,049    197,013    235,883    406,961    392,261:    36,158     50,858
Old  :   360,940:   128,508     91,741     27,646    174,716    203,563    330,870    322,950:    30,070     37,990
Other:    82,179:    33,122     16,319     20,672     22,297     32,320     76,091     69,311:     6,088     12,868
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -22,376:    -9,736     -3,805     -4,009     -5,994    -14,468    -19,739    -22,282:    -2,637        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       21.7       13.6       44.5       53.2       91.8       88.5:       8.2       11.5
Old  :     100.0:      35.6       25.4        7.7       48.4       56.4       91.7       89.5:       8.3       10.5
Other:     100.0:      40.3       19.9       25.2       27.1       39.3       92.6       84.3:       7.4       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       133        105        115         86        118        287        283:
Old  :       367:       129        106         96         78        113        263        267:
Other:       195:        39         50         27         36         94         95        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       19.0       30.8       28.6       17.9       15.2       29.4       23.1
Old  :                 21.8       19.6       35.0       30.0       21.4       18.2       34.0       27.5
Other:                 42.2       27.9       57.9       38.4       28.5        9.7       37.9       15.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 28, 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  : 1,210,057:   424,556     87,086    121,379    523,180    791,177  1,069,115    999,642:   140,942    210,415
Old  :    49,610:    11,202      4,682         29     21,440     37,585     32,671     42,296:    16,939      7,314
Other: 1,160,447:   423,560     92,610    111,144    501,740    753,592  1,036,444    957,346:   124,003    203,101
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -46,911:   -11,466     -5,274    -13,099    -21,123    -20,923    -45,688    -39,296:    -1,223     -7,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        7.2       10.0       43.2       65.4       88.4       82.6:      11.6       17.4
Old  :     100.0:      22.6        9.4        0.1       43.2       75.8       65.9       85.3:      34.1       14.7
Other:     100.0:      36.5        8.0        9.6       43.2       64.9       89.3       82.5:      10.7       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       832:       219        146        173        270        393        582        642:
Old  :       339:        60         21          3        140        139        202        161:
Other:       827:       207        164        150        204        387        492        633:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       11.7       23.9       19.0       11.7        9.3       20.0       14.4
Old  :                 16.5       37.3       22.2       49.4       16.5       37.3       22.2       49.3
Other:                 14.4       11.6       24.9       18.6       12.2        9.6       20.7       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,927:     3,694        694         59      4,871      9,346      8,624     10,099:     2,303        828
Old  :    10,913:     3,694        689         59      4,859      9,341      8,612     10,089:     2,301        824
Other:        14:         0          5          0         12          5         12         10:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       -61:       324         71        -31       -336       -116        -43        -76:       -18         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        6.4        0.5       44.6       85.5       78.9       92.4:      21.1        7.6
Old  :     100.0:      33.8        6.3        0.5       44.5       85.6       78.9       92.4:      21.1        7.6
Other:     100.0:       0.0       35.7        0.0       85.7       35.7       85.7       71.4:      14.3       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        21          8          5         12         10         36         20:
Old  :        45:        21          8          5         12         10         36         20:
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  :                 37.0       70.9       56.9       86.0       35.2       63.0       50.6       77.8
Old  :                 37.0       71.0       56.9       86.0       35.2       63.1       50.7       78.0
Other:                 85.7       71.4       85.7       71.4       71.4       57.1       71.4       57.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 28, 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  :   742,076:   294,396     70,016     97,797    272,507    500,424    664,700    668,237:    77,376     73,839
Old  :   710,609:   286,385     70,155     90,305    259,842    480,014    636,532    640,474:    74,077     70,135
Other:    31,467:    15,245      7,095        258     12,665     20,410     28,168     27,763:     3,299      3,704
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -13,113:   -25,770     -1,046      9,490       -927    -21,451    -17,207    -13,007:     4,094       -106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7        9.4       13.2       36.7       67.4       89.6       90.0:      10.4       10.0
Old  :     100.0:      40.3        9.9       12.7       36.6       67.5       89.6       90.1:      10.4        9.9
Other:     100.0:      48.4       22.5        0.8       40.2       64.9       89.5       88.2:      10.5       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       244        141        177        156        215        492        456:
Old  :       631:       238        146        172        153        212        482        452:
Other:       240:        42         51         10         33        124         81        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       19.4       22.0       30.1        9.2       16.6       15.9       23.6
Old  :                 14.1       19.3       21.9       29.8       11.0       17.5       18.0       24.7
Other:                 41.3       53.0       53.4       62.4       41.3       53.0       53.3       62.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 28, 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  :   336,193:    83,814     52,270     49,856    163,700    207,495    297,370    309,621:    38,823     26,572
Old  :    20,978:    10,239      3,137        184      8,043     15,691     18,466     19,012:     2,512      1,966
Other:   315,215:    82,713     58,271     40,534    155,657    191,804    278,904    290,609:    36,311     24,606
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     5,476:     9,986     -3,036        -34     -7,479      9,084      2,473      6,014:     3,003       -538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       15.5       14.8       48.7       61.7       88.5       92.1:      11.5        7.9
Old  :     100.0:      48.8       15.0        0.9       38.3       74.8       88.0       90.6:      12.0        9.4
Other:     100.0:      26.2       18.5       12.9       49.4       60.8       88.5       92.2:      11.5        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        92         56         88         71         67        216        185:
Old  :        93:        29         11          3         22         32         51         46:
Other:       260:        91         68         79         70         61        207        176:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       29.2       23.6       40.9       11.2       24.1       19.0       32.8
Old  :                 35.1       48.1       48.4       60.6       34.3       47.8       47.6       60.3
Other:                 14.7       30.7       24.1       41.6       11.9       24.6       20.2       33.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 28, 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  :   641,164:    57,147     61,276     14,188    406,519    417,458    477,854    492,922:   163,310    148,242
Old  :   641,164:    57,147     61,276     14,188    406,519    417,458    477,854    492,922:   163,310    148,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    51,844:    -6,043     18,743      7,023     40,178     14,933     41,158     40,699:    10,686     11,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.6        2.2       63.4       65.1       74.5       76.9:      25.5       23.1
Old  :     100.0:       8.9        9.6        2.2       63.4       65.1       74.5       76.9:      25.5       23.1
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  :       131:        20         26         14         61         67         89         99:
Old  :       131:        20         26         14         61         67         89         99:
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  :                 20.4       15.9       30.9       26.9       15.9       11.3       23.5       21.5
Old  :                 20.4       15.9       30.9       26.9       15.9       11.3       23.5       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 28, 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  :   385,001:    43,325     25,020     10,574    254,329    282,078    308,228    317,672:    76,773     67,329
Old  :   385,001:    43,325     25,020     10,574    254,329    282,078    308,228    317,672:    76,773     67,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    23,118:     1,256      3,661     10,102      2,536     -2,531     13,894     11,232:     9,224     11,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        6.5        2.7       66.1       73.3       80.1       82.5:      19.9       17.5
Old  :     100.0:      11.3        6.5        2.7       66.1       73.3       80.1       82.5:      19.9       17.5
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  :        63:         8          6          5         31         39         41         48:
Old  :        63:         8          6          5         31         39         41         48:
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  :                 32.2       38.7       47.6       49.9       31.0       37.9       42.5       46.8
Old  :                 32.2       38.7       47.6       49.9       31.0       37.9       42.5       46.8
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 - Futures Only, August 28, 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  :    11,981:     2,047        202      2,856      6,462      8,654     11,365     11,712:       616        269
Old  :    11,981:     2,047        202      2,856      6,462      8,654     11,365     11,712:       616        269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :        67:       -89         50       -129        268         96         50         17:        17         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        1.7       23.8       53.9       72.2       94.9       97.8:       5.1        2.2
Old  :     100.0:      17.1        1.7       23.8       53.9       72.2       94.9       97.8:       5.1        2.2
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  :        41:        11          4          8         20         21         35         30:
Old  :        41:        11          4          8         20         21         35         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  :                 59.0       54.2       72.2       76.4       13.6       18.4       19.3       24.5
Old  :                 59.0       54.2       72.2       76.4       13.6       18.4       19.3       24.5
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 - Futures Only, August 28, 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  :   257,606:    85,762     10,757     44,730     78,673    176,496    209,165    231,983:    48,441     25,623
Old  :    20,667:     8,446        282          0      7,323     16,824     15,769     17,106:     4,898      3,561
Other:   236,939:    83,278     16,437     38,768     71,350    159,672    193,396    214,877:    43,543     22,062
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -10,380:    -6,070      1,667     -2,288       -115    -10,912     -8,473    -11,533:    -1,907      1,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        4.2       17.4       30.5       68.5       81.2       90.1:      18.8        9.9
Old  :     100.0:      40.9        1.4        0.0       35.4       81.4       76.3       82.8:      23.7       17.2
Other:     100.0:      35.1        6.9       16.4       30.1       67.4       81.6       90.7:      18.4        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        88         32         83         76         71        215        166:
Old  :       101:        30          2          0         32         40         62         42:
Other:       241:        84         49         76         72         64        204        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       32.6       17.3       44.8        8.2       27.9       14.2       38.4
Old  :                 19.8       36.3       31.3       48.2       19.8       36.0       31.3       47.5
Other:                 10.2       33.2       18.3       45.3        8.9       28.7       15.1       39.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 28, 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  :    14,564:     3,370      4,418      1,253      7,082      7,692     11,705     13,363:     2,859      1,201
Old  :    14,559:     3,372      4,417      1,251      7,079      7,692     11,702     13,360:     2,857      1,199
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       509:      -195         65        334         26         69        165        468:       344         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       30.3        8.6       48.6       52.8       80.4       91.8:      19.6        8.2
Old  :     100.0:      23.2       30.3        8.6       48.6       52.8       80.4       91.8:      19.6        8.2
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  :        76:        21         24         12         24         11         56         41:
Old  :        76:        21         24         12         24         11         56         41:
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  :                 32.0       44.4       46.8       59.0       32.0       43.4       45.0       55.7
Old  :                 32.0       44.4       46.8       59.1       32.0       43.5       45.0       55.7
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 - Futures Only, August 28, 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  :   974,362:   267,557    142,796     31,625    540,311    706,128    839,493    880,549:   134,869     93,813
Old  :   974,362:   267,557    142,796     31,625    540,311    706,128    839,493    880,549:   134,869     93,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -30,046:   -47,857     -3,868      2,080      1,363    -39,052    -44,414    -40,840:    14,368     10,794
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       14.7        3.2       55.5       72.5       86.2       90.4:      13.8        9.6
Old  :     100.0:      27.5       14.7        3.2       55.5       72.5       86.2       90.4:      13.8        9.6
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  :       218:        46         32         21        103         99        155        146:
Old  :       218:        46         32         21        103         99        155        146:
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  :                 16.8       33.9       28.0       43.5       16.1       32.0       26.8       40.7
Old  :                 16.8       33.9       28.0       43.5       16.1       32.0       26.8       40.7
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 - Futures Only, August 28, 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  : 1,604,899:   222,643    171,951     51,338  1,008,919  1,063,704  1,282,900  1,286,993:   321,999    317,906
Old  : 1,604,899:   222,643    171,951     51,338  1,008,919  1,063,704  1,282,900  1,286,993:   321,999    317,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :   -26,972:   -47,320       -472     11,362    -33,941    -45,716    -69,899    -34,826:    42,927      7,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       10.7        3.2       62.9       66.3       79.9       80.2:      20.1       19.8
Old  :     100.0:      13.9       10.7        3.2       62.9       66.3       79.9       80.2:      20.1       19.8
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  :       234:        40         45         35        104        123        160        187:
Old  :       234:        40         45         35        104        123        160        187:
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  :                 26.0       22.8       36.1       30.8       25.0       18.1       31.9       25.7
Old  :                 26.0       22.8       36.1       30.8       25.0       18.1       31.9       25.7
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 - Futures Only, August 28, 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  : 1,296,213:   230,218    104,640     28,352    786,270    914,269  1,044,840  1,047,261:   251,373    248,952
Old  : 1,296,213:   230,218    104,640     28,352    786,270    914,269  1,044,840  1,047,261:   251,373    248,952
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    33,544:    22,773     -2,953     10,365    -25,178     24,367      7,960     31,779:    25,584      1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        8.1        2.2       60.7       70.5       80.6       80.8:      19.4       19.2
Old  :     100.0:      17.8        8.1        2.2       60.7       70.5       80.6       80.8:      19.4       19.2
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  :       183:        35         29         23         82         93        129        133:
Old  :       183:        35         29         23         82         93        129        133:
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  :                 19.5       24.3       33.0       35.0       18.5       23.6       30.0       33.1
Old  :                 19.5       24.3       33.0       35.0       18.5       23.6       30.0       33.1
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 - Futures Only, August 28, 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  :   483,138:    32,261     62,380     62,557    358,822    322,011    453,640    446,948:    29,498     36,190
Old  :   483,138:    32,261     62,380     62,557    358,822    322,011    453,640    446,948:    29,498     36,190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :    25,489:     8,054      4,660      1,094     10,904     17,732     20,052     23,486:     5,437      2,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       12.9       12.9       74.3       66.6       93.9       92.5:       6.1        7.5
Old  :     100.0:       6.7       12.9       12.9       74.3       66.6       93.9       92.5:       6.1        7.5
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  :        88:        20         14         25         43         44         71         77:
Old  :        88:        20         14         25         43         44         71         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  :                 43.5       30.6       51.1       51.2       32.7       25.2       38.9       39.4
Old  :                 43.5       30.6       51.1       51.2       32.7       25.2       38.9       39.4
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 - Futures Only, August 28, 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  :    58,876:    22,042      5,087        616     27,061     48,104     49,719     53,807:     9,158      5,070
Old  :    58,876:    22,042      5,087        616     27,061     48,104     49,719     53,807:     9,158      5,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     2,239:     1,231     -1,912        490        647      5,139      2,367      3,716:      -128     -1,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        8.6        1.0       46.0       81.7       84.4       91.4:      15.6        8.6
Old  :     100.0:      37.4        8.6        1.0       46.0       81.7       84.4       91.4:      15.6        8.6
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  :        96:        37          9          3         34         24         73         34:
Old  :        96:        37          9          3         34         24         73         34:
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  :                 26.7       53.5       39.6       67.5       25.8       53.4       38.6       67.5
Old  :                 26.7       53.5       39.6       67.5       25.8       53.4       38.6       67.5
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 - Futures Only, August 28, 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  :   117,752:    44,084     10,174      1,232     54,121     96,207     99,437    107,613:    18,315     10,139
Old  :   117,752:    44,084     10,174      1,232     54,121     96,207     99,437    107,613:    18,315     10,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :     4,478:     2,461     -3,824        979      1,294     10,277      4,734      7,432:      -256     -2,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4        8.6        1.0       46.0       81.7       84.4       91.4:      15.6        8.6
Old  :     100.0:      37.4        8.6        1.0       46.0       81.7       84.4       91.4:      15.6        8.6
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  :        96:        37          9          3         34         24         73         34:
Old  :        96:        37          9          3         34         24         73         34:
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  :                 26.7       53.5       39.6       67.5       25.8       53.4       38.6       67.5
Old  :                 26.7       53.5       39.6       67.5       25.8       53.4       38.6       67.5
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 - Futures Only, August 28, 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  :     8,432:     6,040      6,429        954      1,293      1,044      8,287      8,427:       145          5
Old  :     8,432:     6,040      6,429        954      1,293      1,044      8,287      8,427:       145          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       -69:       106        -22        -28       -155        -18        -77        -68:         8         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.6       76.2       11.3       15.3       12.4       98.3       99.9:       1.7        0.1
Old  :     100.0:      71.6       76.2       11.3       15.3       12.4       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:         8         10          3          1          2         11         13:
Old  :        21:         8         10          3          1          2         11         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  :                 77.2       77.1       95.2       94.9       75.9       70.3       86.4       85.3
Old  :                 77.2       77.1       95.2       94.9       75.9       70.3       86.4       85.3
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 - Futures Only, August 28, 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  :    10,619:     1,241      3,794          7      9,115      6,752     10,363     10,553:       256         66
Old  :    10,619:     1,241      3,794          7      9,115      6,752     10,363     10,553:       256         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :       145:       143         12          0          5        109        148        121:        -3         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       35.7        0.1       85.8       63.6       97.6       99.4:       2.4        0.6
Old  :     100.0:      11.7       35.7        0.1       85.8       63.6       97.6       99.4:       2.4        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  :        28:         7          7          1          6          9         14         16:
Old  :        28:         7          7          1          6          9         14         16:
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  :                 84.3       81.8       94.8       91.4       84.3       81.7       94.8       91.3
Old  :                 84.3       81.8       94.8       91.4       84.3       81.7       94.8       91.3
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 - Futures Only, August 28, 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  :    14,524:     1,888      2,977        101     12,292     11,305     14,281     14,383:       243        141
Old  :    14,524:     1,888      2,977        101     12,292     11,305     14,281     14,383:       243        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 21, 2012                      :
     :      -214:      -339       -226        101         65       -198       -173       -323:       -41        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       20.5        0.7       84.6       77.8       98.3       99.0:       1.7        1.0
Old  :     100.0:      13.0       20.5        0.7       84.6       77.8       98.3       99.0:       1.7        1.0
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  :        28:         6          5          1          5         13         12         18:
Old  :        28:         6          5          1          5         13         12         18:
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  :                 90.3       73.8       96.6       88.4       90.3       73.1       96.5       87.7
Old  :                 90.3       73.8       96.6       88.4       90.3       73.1       96.5       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 31, 2012