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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   652,469:   145,389     84,022    213,917    250,629    295,031    609,935    592,971:    42,535     59,499
Old  :   582,918:   127,434     75,764    188,623    229,226    269,513    545,283    533,900:    37,635     49,018
Other:    69,552:    23,716     14,020     19,533     21,403     25,518     64,652     59,070:     4,900     10,481
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    28,752:     3,826     -2,257     21,150        647      6,348     25,623     25,241:     3,130      3,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       12.9       32.8       38.4       45.2       93.5       90.9:       6.5        9.1
Old  :     100.0:      21.9       13.0       32.4       39.3       46.2       93.5       91.6:       6.5        8.4
Other:     100.0:      34.1       20.2       28.1       30.8       36.7       93.0       84.9:       7.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       134        121        142        100        131        316        317:
Old  :       392:       133        120        136         97        130        308        311:
Other:       173:        31         46         35         33         83         88        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       14.9       22.9       22.9       12.5       11.1       20.2       16.3
Old  :                 14.3       15.3       24.8       23.7       14.0       12.7       21.7       18.7
Other:                 48.8       30.8       64.4       41.1       30.7        9.8       39.5       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 2,007,418:   362,167     55,761    733,152    724,216    954,123  1,819,535  1,743,036:   187,883    264,382
Old  :   692,800:   124,920     47,483    297,921    222,093    300,587    644,934    645,990:    47,866     46,810
Other: 1,314,618:   278,096     49,128    394,383    502,123    653,536  1,174,601  1,097,046:   140,016    217,572
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    90,498:    30,979    -18,166     66,770      7,545     32,523    105,295     81,127:   -14,797      9,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        2.8       36.5       36.1       47.5       90.6       86.8:       9.4       13.2
Old  :     100.0:      18.0        6.9       43.0       32.1       43.4       93.1       93.2:       6.9        6.8
Other:     100.0:      21.2        3.7       30.0       38.2       49.7       89.3       83.4:      10.7       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       798:       234        144        263        273        383        612        692:
Old  :       623:       140        123        138        173        304        383        495:
Other:       764:       212        139        219        232        370        533        645:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       12.1       16.6       18.3        7.0        5.6       12.0        9.4
Old  :                 12.8       16.8       21.9       25.4       12.7       15.5       19.2       21.2
Other:                 12.1       11.2       20.5       17.0        7.4        6.5       12.4        8.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,451:     3,164        138        748      5,200      9,596      9,113     10,483:     2,338        967
Old  :    11,443:     3,164        134        748      5,193      9,596      9,106     10,479:     2,338        964
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       227:      -121        -77         64         99        224         42        211:       185         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6        1.2        6.5       45.4       83.8       79.6       91.6:      20.4        8.4
Old  :     100.0:      27.7        1.2        6.5       45.4       83.9       79.6       91.6:      20.4        8.4
Other:     100.0:       0.0       57.4        0.0       99.3        0.0       99.3       57.4:       0.7       42.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        19          4          8         14         14         36         23:
Old  :        42:        19          4          8         13         14         35         23:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       65.0       50.8       77.9       31.5       64.7       45.2       75.0
Old  :                 34.5       65.1       50.8       78.0       31.5       64.8       45.3       75.1
Other:                 99.3       57.4       99.3       57.4       99.3       57.4       99.3       57.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,259,806:   293,543     48,098    472,115    410,474    652,518  1,176,132  1,172,731:    83,673     87,075
Old  :   142,560:    14,997      2,993     83,525     36,384     47,793    134,906    134,311:     7,653      8,249
Other: 1,117,246:   283,406     49,965    383,730    374,090    604,725  1,041,226  1,038,420:    76,020     78,826
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,184:   -15,244     -4,201     18,561      9,634     -4,857     12,951      9,504:   -10,768     -7,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        3.8       37.5       32.6       51.8       93.4       93.1:       6.6        6.9
Old  :     100.0:      10.5        2.1       58.6       25.5       33.5       94.6       94.2:       5.4        5.8
Other:     100.0:      25.4        4.5       34.3       33.5       54.1       93.2       92.9:       6.8        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       647:       286        119        260        195        222        563        523:
Old  :       349:       112         55         95         99        130        243        248:
Other:       644:       269        134        249        175        214        534        510:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       16.6       19.3       25.5        5.6       10.4        9.4       15.0
Old  :                 22.7       22.1       35.7       34.7        9.3        7.5       12.1       10.2
Other:                 12.4       16.7       19.5       25.6        6.2       10.8       10.5       16.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   380,006:    56,273     67,426     82,005    212,517    203,735    350,794    353,166:    29,212     26,840
Old  :   107,192:    11,033     17,545     23,092     66,868     58,498    100,992     99,134:     6,199      8,057
Other:   272,815:    55,028     59,668     49,126    145,648    145,237    249,802    254,031:    23,012     18,783
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :   -19,372:    -5,121     -2,072    -15,023      5,707      1,694    -14,437    -15,402:    -4,935     -3,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.7       21.6       55.9       53.6       92.3       92.9:       7.7        7.1
Old  :     100.0:      10.3       16.4       21.5       62.4       54.6       94.2       92.5:       5.8        7.5
Other:     100.0:      20.2       21.9       18.0       53.4       53.2       91.6       93.1:       8.4        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        67         82         91         79         80        207        208:
Old  :       180:        46         44         46         62         67        133        135:
Other:       232:        64         79         67         71         66        174        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       23.8       29.8       34.2       10.7       15.2       17.8       22.2
Old  :                 32.4       19.9       43.6       32.2       26.3       15.6       31.9       25.0
Other:                 18.9       26.4       31.3       37.2       13.8       15.9       23.7       24.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   784,397:    72,261     45,163     77,858    454,196    505,462    604,315    628,483:   180,083    155,914
Old  :   784,397:    72,261     45,163     77,858    454,196    505,462    604,315    628,483:   180,083    155,914
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    40,855:     2,395        272     12,075     28,036     16,312     42,507     28,659:    -1,652     12,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        5.8        9.9       57.9       64.4       77.0       80.1:      23.0       19.9
Old  :     100.0:       9.2        5.8        9.9       57.9       64.4       77.0       80.1:      23.0       19.9
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  :       167:        25         33         35         85         90        135        133:
Old  :       167:        25         33         35         85         90        135        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  :                 19.2       14.5       26.7       24.6       16.1       13.2       22.7       23.2
Old  :                 19.2       14.5       26.7       24.6       16.1       13.2       22.7       23.2
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, July 24, 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  :   350,205:    45,004     23,683        469    231,400    273,507    276,873    297,659:    73,332     52,545
Old  :   350,205:    45,004     23,683        469    231,400    273,507    276,873    297,659:    73,332     52,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       755:      -474     -1,641         -1     -6,219       -548     -6,694     -2,190:     7,449      2,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        6.8        0.1       66.1       78.1       79.1       85.0:      20.9       15.0
Old  :     100.0:      12.9        6.8        0.1       66.1       78.1       79.1       85.0:      20.9       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         7          4          5         33         41         43         47:
Old  :        64:         7          4          5         33         41         43         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       41.3       48.4       51.8       31.2       40.0       42.0       50.1
Old  :                 32.4       41.3       48.4       51.8       31.2       40.0       42.0       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    12,068:     1,592        275      2,602      7,166      8,965     11,360     11,842:       708        226
Old  :    12,068:     1,592        275      2,602      7,166      8,965     11,360     11,842:       708        226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :      -609:      -552        118        688       -778     -1,298       -642       -492:        33       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        2.3       21.6       59.4       74.3       94.1       98.1:       5.9        1.9
Old  :     100.0:      13.2        2.3       21.6       59.4       74.3       94.1       98.1:       5.9        1.9
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  :        38:         8          4          7         20         22         33         30:
Old  :        38:         8          4          7         20         22         33         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  :                 55.9       50.8       68.7       71.5       15.8       18.6       23.4       26.1
Old  :                 55.9       50.8       68.7       71.5       15.8       18.6       23.4       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :   328,687:    81,703      4,756     98,105     98,147    195,976    277,955    298,837:    50,732     29,849
Old  :    95,683:    26,526      2,118     22,890     32,101     59,131     81,518     84,139:    14,165     11,544
Other:   233,004:    70,145     17,606     60,246     66,045    136,845    196,437    214,698:    36,567     18,305
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -4,878:    -8,125       -105      7,940       -226     -8,994       -410     -1,158:    -4,467     -3,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        1.4       29.8       29.9       59.6       84.6       90.9:      15.4        9.1
Old  :     100.0:      27.7        2.2       23.9       33.5       61.8       85.2       87.9:      14.8       12.1
Other:     100.0:      30.1        7.6       25.9       28.3       58.7       84.3       92.1:      15.7        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:       102         24         79         72         77        211        163:
Old  :       155:        53         17         36         60         64        128        106:
Other:       218:        84         41         63         62         67        185        142:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       27.0       19.6       39.9        6.3       20.7       11.0       28.3
Old  :                 26.0       25.7       34.5       38.9       19.1       22.2       25.4       31.8
Other:                 11.6       31.4       19.4       42.5        8.8       27.3       15.0       34.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  :    13,786:     3,706      4,846        685      6,935      6,815     11,326     12,347:     2,460      1,440
Old  :    13,786:     3,706      4,846        685      6,935      6,815     11,326     12,347:     2,460      1,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       288:       -39         47         67        203         63        232        177:        56        111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       35.2        5.0       50.3       49.4       82.2       89.6:      17.8       10.4
Old  :     100.0:      26.9       35.2        5.0       50.3       49.4       82.2       89.6:      17.8       10.4
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  :        76:        21         26         10         24         13         53         42:
Old  :        76:        21         26         10         24         13         53         42:
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  :                 35.3       40.0       49.7       54.5       35.1       38.7       49.5       52.3
Old  :                 35.3       40.0       49.7       54.5       35.1       38.7       49.5       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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  : 1,206,757:   373,368    185,936    110,040    588,647    831,827  1,072,054  1,127,803:   134,703     78,955
Old  : 1,206,757:   373,368    185,936    110,040    588,647    831,827  1,072,054  1,127,803:   134,703     78,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    57,675:    23,084     -4,769      9,733     23,097     53,748     55,913     58,712:     1,762     -1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       15.4        9.1       48.8       68.9       88.8       93.5:      11.2        6.5
Old  :     100.0:      30.9       15.4        9.1       48.8       68.9       88.8       93.5:      11.2        6.5
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  :       246:        55         46         30        107        109        180        167:
Old  :       246:        55         46         30        107        109        180        167:
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  :                 17.5       34.8       28.0       41.9       16.8       30.9       24.0       37.1
Old  :                 17.5       34.8       28.0       41.9       16.8       30.9       24.0       37.1
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, July 24, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,259,544:   259,477    278,604    257,150  1,412,855  1,402,915  1,929,482  1,938,669:   330,063    320,875
Old  : 2,259,544:   259,477    278,604    257,150  1,412,855  1,402,915  1,929,482  1,938,669:   330,063    320,875
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    62,611:    -9,402    -11,822     19,332     38,463     36,500     48,394     44,010:    14,217     18,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       12.3       11.4       62.5       62.1       85.4       85.8:      14.6       14.2
Old  :     100.0:      11.5       12.3       11.4       62.5       62.1       85.4       85.8:      14.6       14.2
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  :       275:        40         67         63        133        152        211        244:
Old  :       275:        40         67         63        133        152        211        244:
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  :                 24.9       13.5       32.7       20.1       23.3       11.1       29.7       16.6
Old  :                 24.9       13.5       32.7       20.1       23.3       11.1       29.7       16.6
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, July 24, 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  : 1,254,676:   239,929    110,780     91,074    661,768    809,555    992,771  1,011,409:   261,905    243,267
Old  : 1,254,676:   239,929    110,780     91,074    661,768    809,555    992,771  1,011,409:   261,905    243,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    25,875:   -27,229     -6,875     22,121      5,420      9,234        311     24,480:    25,563      1,395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        8.8        7.3       52.7       64.5       79.1       80.6:      20.9       19.4
Old  :     100.0:      19.1        8.8        7.3       52.7       64.5       79.1       80.6:      20.9       19.4
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  :       196:        37         32         31         90        108        142        156:
Old  :       196:        37         32         31         90        108        142        156:
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  :                 15.8       21.5       28.0       29.4       14.7       20.3       25.6       28.2
Old  :                 15.8       21.5       28.0       29.4       14.7       20.3       25.6       28.2
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, July 24, 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  :   533,408:    14,925     50,564    107,647    383,241    338,423    505,813    496,634:    27,595     36,774
Old  :   533,408:    14,925     50,564    107,647    383,241    338,423    505,813    496,634:    27,595     36,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     6,800:    -3,390     -3,263       -144      7,953     15,123      4,419     11,716:     2,381     -4,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        9.5       20.2       71.8       63.4       94.8       93.1:       5.2        6.9
Old  :     100.0:       2.8        9.5       20.2       71.8       63.4       94.8       93.1:       5.2        6.9
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  :        93:        15         21         30         51         50         83         86:
Old  :        93:        15         21         30         51         50         83         86:
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       25.4       50.3       42.4       30.9       20.2       35.1       30.2
Old  :                 40.3       25.4       50.3       42.4       30.9       20.2       35.1       30.2
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, July 24, 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  :    40,795:    11,042      7,262        278     22,111     29,132     33,431     36,673:     7,364      4,123
Old  :    40,795:    11,042      7,262        278     22,111     29,132     33,431     36,673:     7,364      4,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -2,341:    -1,014      1,926         46     -1,439     -4,748     -2,407     -2,776:        66        435
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       17.8        0.7       54.2       71.4       81.9       89.9:      18.1       10.1
Old  :     100.0:      27.1       17.8        0.7       54.2       71.4       81.9       89.9:      18.1       10.1
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  :        82:        21         16          8         31         24         55         45:
Old  :        82:        21         16          8         31         24         55         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       48.6       42.9       63.8       28.9       48.6       42.6       63.6
Old  :                 28.9       48.6       42.9       63.8       28.9       48.6       42.6       63.6
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, July 24, 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  :    81,591:    22,083     14,524        557     44,223     58,265     66,863     73,345:    14,728      8,245
Old  :    81,591:    22,083     14,524        557     44,223     58,265     66,863     73,345:    14,728      8,245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :    -4,682:    -2,028      3,852         92     -2,878     -9,496     -4,814     -5,552:       132        871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       17.8        0.7       54.2       71.4       81.9       89.9:      18.1       10.1
Old  :     100.0:      27.1       17.8        0.7       54.2       71.4       81.9       89.9:      18.1       10.1
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  :        82:        21         16          8         31         24         55         45:
Old  :        82:        21         16          8         31         24         55         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       48.6       42.9       63.8       28.9       48.6       42.6       63.6
Old  :                 28.9       48.6       42.9       63.8       28.9       48.6       42.6       63.6
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, July 24, 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  :     8,339:     5,881      6,239        900      1,448      1,192      8,229      8,331:       110          8
Old  :     8,339:     5,881      6,239        900      1,448      1,192      8,229      8,331:       110          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :        -4:        39        -38          0        -53         33        -14         -5:        10          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.5       74.8       10.8       17.4       14.3       98.7       99.9:       1.3        0.1
Old  :     100.0:      70.5       74.8       10.8       17.4       14.3       98.7       99.9:       1.3        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          9          2          1          3         10         13:
Old  :        21:         8          9          2          1          3         10         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  :                 80.4       73.2       96.2       92.2       79.1       68.6       87.1       84.4
Old  :                 80.4       73.2       96.2       92.2       79.1       68.6       87.1       84.4
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, July 24, 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  :    10,370:     1,576      2,796         26      8,443      6,017     10,045      8,839:       325      1,531
Old  :    10,370:     1,576      2,796         26      8,443      6,017     10,045      8,839:       325      1,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :       365:       -13       -979          1        360       -145        348     -1,123:        17      1,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       27.0        0.3       81.4       58.0       96.9       85.2:       3.1       14.8
Old  :     100.0:      15.2       27.0        0.3       81.4       58.0       96.9       85.2:       3.1       14.8
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  :        30:         8          8          1          6          9         14         18:
Old  :        30:         8          8          1          6          9         14         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  :                 79.7       69.4       92.3       77.8       79.7       69.3       92.1       77.8
Old  :                 79.7       69.4       92.3       77.8       79.7       69.3       92.1       77.8
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, July 24, 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  :    14,214:     1,923      3,515          0     11,973     10,674     13,896     14,189:       318         25
Old  :    14,214:     1,923      3,515          0     11,973     10,674     13,896     14,189:       318         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 17, 2012                        :
     :     2,116:       130         67          0      2,026      2,049      2,156      2,116:       -40          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       24.7        0.0       84.2       75.1       97.8       99.8:       2.2        0.2
Old  :     100.0:      13.5       24.7        0.0       84.2       75.1       97.8       99.8:       2.2        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  :        34:         6         11          0          4         14         10         25:
Old  :        34:         6         11          0          4         14         10         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.6       65.2       97.0       81.4       89.6       65.2       97.0       81.4
Old  :                 89.6       65.2       97.0       81.4       89.6       65.2       97.0       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 27, 2012