```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      635,641
COMMITMENTS
 146,976   86,046  195,334  252,448  299,360  594,758  580,739   40,883   54,902

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -16,828)
   1,587    2,024  -18,584    1,820    4,328  -15,177  -12,232   -1,652   -4,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     13.5     30.7     39.7     47.1     93.6     91.4      6.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     150      112      158      100      134      332      331
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,932,495
COMMITMENTS
 368,955   50,837  660,176  713,954  953,824  1743085  1664837  189,410  267,659

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -74,923)
   6,789   -4,924  -72,977  -10,262     -299  -76,450  -78,200    1,528    3,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      2.6     34.2     36.9     49.4     90.2     86.1      9.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      815)
     248      141      263      274      391      621      703
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,623
COMMITMENTS
   3,037      152      849    5,338    9,630    9,224   10,631    2,400      992

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        173)
    -127       14      101      138       34      111      148       62       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      1.3      7.3     45.9     82.9     79.4     91.5     20.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        4        8       14       13       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,165,730
COMMITMENTS
 289,186   49,926  412,658  380,108  620,289  1081952  1082874   83,777   82,856

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -94,076)
  -4,357    1,829  -59,457  -30,366  -32,229  -94,180  -89,857      104   -4,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      4.3     35.4     32.6     53.2     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     259      148      249      185      217      548      515
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      375,015
COMMITMENTS
  62,188   53,152   80,509  203,677  214,078  346,373  347,738   28,642   27,276

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -4,991)
   5,914  -14,275   -1,496   -8,840   10,343   -4,422   -5,427     -570      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     14.2     21.5     54.3     57.1     92.4     92.7      7.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      70       76      108       76       73      216      214
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      702,014
COMMITMENTS
  72,680   47,402   49,333  407,180  458,615  529,193  555,350  172,821  146,664

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -82,383)
     419    2,240  -28,525  -47,015  -46,847  -75,122  -73,133   -7,261   -9,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      6.8      7.0     58.0     65.3     75.4     79.1     24.6     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      25       29       30       78       84      122      124
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,147
COMMITMENTS
  47,894   21,442      603  245,271  279,705  293,768  301,750   62,379   54,397

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      5,943)
   2,890   -2,241      134   13,872    6,198   16,896    4,091  -10,953    1,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.0      0.2     68.9     78.5     82.5     84.7     17.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        4        3       37       41       47       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,113
COMMITMENTS
   2,060      162    2,641    6,685    9,056   11,386   11,859      727      254

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:         45)
     468     -113       39     -481       91       26       17       19       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      1.3     21.8     55.2     74.8     94.0     97.9      6.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        4        9       21       21       37       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      311,118
COMMITMENTS
  76,622    5,262   92,158   92,300  184,149  261,079  281,569   50,038   29,549

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:    -17,569)
  -5,081      505   -5,947   -5,847  -11,827  -16,876  -17,268     -693     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      1.7     29.6     29.7     59.2     83.9     90.5     16.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      95       24       76       73       74      205      157
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,307
COMMITMENTS
   3,784    4,521      831    6,970    7,635   11,585   12,986    2,722    1,321

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        521)
      79     -325      146       35      819      259      639      262     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     31.6      5.8     48.7     53.4     81.0     90.8     19.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      21       25       10       24       13       52       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,234,331
COMMITMENTS
 388,869  167,398  112,894  593,334  868,188  1095096  1148480  139,234   85,851

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     27,573)
  15,501  -18,538    2,854    4,687   36,361   23,042   20,677    4,531    6,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     13.6      9.1     48.1     70.3     88.7     93.0     11.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      62       40       32      108      108      185      165
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,135,131
COMMITMENTS
 260,223  233,539  231,681  1327827  1323379  1819731  1788600  315,400  346,531

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -124,413)
     746  -45,064  -25,469  -85,028  -79,536 -109,751 -150,070  -14,662   25,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.9     10.9     62.2     62.0     85.2     83.8     14.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      37       59       57      131      150      204      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,279,446
COMMITMENTS
 265,629  121,485   78,397  676,966  822,739  1020993  1022620  258,453  256,826

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     24,770)
  25,700   10,704  -12,677   15,198   13,184   28,222   11,211   -3,452   13,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      9.5      6.1     52.9     64.3     79.8     79.9     20.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      38       35       34       87      109      143      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      544,449
COMMITMENTS
  18,616   58,570  101,663  396,584  346,359  516,863  506,592   27,586   37,857

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     11,041)
   3,691    8,007   -5,984   13,343    7,936   11,049    9,958       -8    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     10.8     18.7     72.8     63.6     94.9     93.0      5.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19       17       28       51       49       82       84
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       50,463
COMMITMENTS
  18,773    5,893      326   22,979   38,447   42,077   44,666    8,387    5,798

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      9,668)
   7,731   -1,368       47      867    9,314    8,645    7,993    1,023    1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     11.7      0.6     45.5     76.2     83.4     88.5     16.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       11        8       31       27       64       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,927
COMMITMENTS
  37,545   11,787      651   45,957   76,894   84,154   89,332   16,773   11,595

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     19,336)
  15,462   -2,737       94    1,735   18,629   17,291   15,986    2,045    3,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     11.7      0.6     45.5     76.2     83.4     88.5     16.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       11        8       31       27       64       42
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,525
COMMITMENTS
   6,069    6,327      900    1,448    1,293    8,417    8,520      108        5

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        186)
     188       88        0        0      101      188      189       -2       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.2     74.2     10.6     17.0     15.2     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        8        2        1        3       11       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,951
COMMITMENTS
   1,284    3,741       70    8,276    6,102    9,630    9,913      321       38

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:       -419)
    -292      945       44     -167       85     -415    1,074       -4   -1,493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     37.6      0.7     83.2     61.3     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,378
COMMITMENTS
   2,198    3,207        0   11,868   11,127   14,066   14,334      312       44

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        164)
     275     -308        0     -105      453      170      145       -6       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     22.3      0.0     82.5     77.4     97.8     99.7      2.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        7        0        4       15       12       22
```

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Updated August 3, 2012