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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   623,717:   141,563     86,279    192,767    249,982    288,683    584,312    567,729:    39,405     55,987
Old  :   556,103:   124,900     78,637    168,856    226,612    262,995    520,367    510,488:    35,736     45,615
Other:    67,614:    22,140     13,119     18,434     23,370     25,688     63,945     57,241:     3,669     10,372
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    53,614:    13,822        352     30,902      7,414     22,607     52,139     53,861:     1,476       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       13.8       30.9       40.1       46.3       93.7       91.0:       6.3        9.0
Old  :     100.0:      22.5       14.1       30.4       40.7       47.3       93.6       91.8:       6.4        8.2
Other:     100.0:      32.7       19.4       27.3       34.6       38.0       94.6       84.7:       5.4       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       131        124        140         95        128        307        316:
Old  :       387:       126        127        132         91        126        295        309:
Other:       164:        34         39         28         30         81         79        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       14.0       24.1       22.0       13.2       10.7       20.8       16.4
Old  :                 15.6       14.7       26.1       23.0       14.7       12.4       22.3       18.8
Other:                 49.8       32.4       67.4       43.2       32.4       11.3       41.8       17.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 1,916,920:   331,187     73,928    666,382    716,671    921,600  1,714,240  1,661,909:   202,680    255,010
Old  :   696,748:   139,889     51,900    280,406    217,039    316,852    637,335    649,158:    59,413     47,589
Other: 1,220,172:   229,367     60,097    347,907    499,632    604,748  1,076,905  1,012,751:   143,267    207,421
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   186,503:    30,415     -2,026    102,042     38,141     84,377    170,598    184,394:    15,905      2,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        3.9       34.8       37.4       48.1       89.4       86.7:      10.6       13.3
Old  :     100.0:      20.1        7.4       40.2       31.2       45.5       91.5       93.2:       8.5        6.8
Other:     100.0:      18.8        4.9       28.5       40.9       49.6       88.3       83.0:      11.7       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       795:       221        158        258        267        379        602        688:
Old  :       633:       139        129        136        176        303        388        495:
Other:       752:       205        138        211        222        365        511        638:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       12.0       17.3       18.4        7.4        6.2       12.3        9.8
Old  :                 12.6       17.8       20.8       26.2       12.1       16.1       18.0       21.4
Other:                 12.8       10.5       21.4       16.7        7.9        6.6       13.7        9.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    11,223:     3,285        215        684      5,101      9,372      9,070     10,272:     2,153        952
Old  :    11,219:     3,285        215        684      5,097      9,372      9,066     10,272:     2,153        948
Other:         4:         0          0          0          4          0          4          0:         0          4
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       421:       -85       -179        201         62        482        178        505:       243        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        1.9        6.1       45.4       83.5       80.8       91.5:      19.2        8.5
Old  :     100.0:      29.3        1.9        6.1       45.4       83.5       80.8       91.6:      19.2        8.4
Other:     100.0:       0.0        0.7        0.0       99.3        0.0       99.3        0.7:       0.7       99.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        20          2          8         14         13         35         22:
Old  :        41:        20          2          8         13         13         34         22:
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  :                 33.4       64.6       51.5       78.1       30.6       63.9       47.3       74.1
Old  :                 33.4       64.6       51.6       78.2       30.6       63.9       47.3       74.2
Other:                 99.3        0.7       99.3        0.7       99.3        0.7       99.3        0.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  : 1,257,622:   308,787     52,299    453,554    400,840    657,375  1,163,181  1,163,227:    94,441     94,395
Old  :   148,754:    29,318      4,243     72,430     36,961     62,609    138,709    139,282:    10,045      9,472
Other: 1,108,867:   287,072     55,658    373,520    363,879    594,766  1,024,472  1,023,945:    84,396     84,923
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    80,001:     3,287      1,474     40,193     29,582     36,554     73,062     78,221:     6,939      1,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        4.2       36.1       31.9       52.3       92.5       92.5:       7.5        7.5
Old  :     100.0:      19.7        2.9       48.7       24.8       42.1       93.2       93.6:       6.8        6.4
Other:     100.0:      25.9        5.0       33.7       32.8       53.6       92.4       92.3:       7.6        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       672:       272        141        265        195        233        582        536:
Old  :       379:       119         55         91        102        152        251        268:
Other:       665:       255        159        254        174        225        552        523:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       17.7       18.4       26.0        5.8       10.4        9.7       15.1
Old  :                 21.4       19.9       34.6       31.1       16.5       13.2       21.1       17.0
Other:                 11.4       18.3       18.7       27.1        6.5       11.0       10.6       16.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   399,378:    61,394     69,498     97,028    206,810    202,041    365,232    368,568:    34,147     30,811
Old  :   124,301:    18,966     23,751     24,630     72,614     65,634    116,209    114,015:     8,092     10,286
Other:   275,077:    59,891     63,209     54,936    134,196    136,407    249,023    254,552:    26,054     20,525
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     7,263:      -795     -5,139      2,029      6,901     10,789      8,135      7,679:      -872       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       17.4       24.3       51.8       50.6       91.5       92.3:       8.5        7.7
Old  :     100.0:      15.3       19.1       19.8       58.4       52.8       93.5       91.7:       6.5        8.3
Other:     100.0:      21.8       23.0       20.0       48.8       49.6       90.5       92.5:       9.5        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        71         78        108         81         81        223        225:
Old  :       198:        57         45         52         62         69        142        149:
Other:       252:        64         89         82         74         70        197        192:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       20.5       29.9       31.0       12.3       14.2       19.0       20.9
Old  :                 34.4       18.8       43.1       28.7       30.4       15.2       36.1       24.1
Other:                 17.0       23.3       29.3       33.9       13.7       16.0       23.4       24.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   743,543:    69,866     44,891     65,783    426,160    489,150    561,808    599,824:   181,735    143,719
Old  :   743,543:    69,866     44,891     65,783    426,160    489,150    561,808    599,824:   181,735    143,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   -14,708:    -6,477      6,204      2,980     -4,051    -19,784     -7,548    -10,600:    -7,160     -4,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        6.0        8.8       57.3       65.8       75.6       80.7:      24.4       19.3
Old  :     100.0:       9.4        6.0        8.8       57.3       65.8       75.6       80.7:      24.4       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        35         24         37         86         88        137        133:
Old  :       166:        35         24         37         86         88        137        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  :                 20.3       14.8       27.5       26.5       17.3       14.1       23.8       25.0
Old  :                 20.3       14.8       27.5       26.5       17.3       14.1       23.8       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :   349,450:    45,478     25,325        470    237,619    274,055    283,567    299,850:    65,883     49,600
Old  :   349,450:    45,478     25,325        470    237,619    274,055    283,567    299,850:    65,883     49,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -4,561:    -1,072      4,869        -41     -2,171     -9,041     -3,284     -4,213:    -1,277       -348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.2        0.1       68.0       78.4       81.1       85.8:      18.9       14.2
Old  :     100.0:      13.0        7.2        0.1       68.0       78.4       81.1       85.8:      18.9       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  :        67:         7          5          6         35         41         46         48:
Old  :        67:         7          5          6         35         41         46         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       42.5       48.4       53.0       31.0       41.4       42.3       51.4
Old  :                 32.1       42.5       48.4       53.0       31.0       41.4       42.3       51.4
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 17, 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  :    12,677:     2,144        157      1,914      7,944     10,263     12,002     12,334:       675        343
Old  :    12,677:     2,144        157      1,914      7,944     10,263     12,002     12,334:       675        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       874:       583        -19        410       -157        482        836        873:        38          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2       15.1       62.7       81.0       94.7       97.3:       5.3        2.7
Old  :     100.0:      16.9        1.2       15.1       62.7       81.0       94.7       97.3:       5.3        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          2          6         23         22         34         29:
Old  :        38:         8          2          6         23         22         34         29:
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  :                 56.0       48.6       67.8       70.8       17.9       15.8       24.5       23.6
Old  :                 56.0       48.6       67.8       70.8       17.9       15.8       24.5       23.6
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 17, 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  :   333,564:    89,828      4,861     90,165     98,373    204,970    278,365    299,996:    55,199     33,568
Old  :   107,275:    34,872      1,840     21,809     35,454     69,929     92,134     93,578:    15,141     13,697
Other:   226,289:    72,550     20,616     50,762     62,919    135,040    186,231    206,418:    40,058     19,871
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    17,746:    -2,422         77      9,912      8,253      4,688     15,743     14,677:     2,002      3,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        1.5       27.0       29.5       61.4       83.5       89.9:      16.5       10.1
Old  :     100.0:      32.5        1.7       20.3       33.0       65.2       85.9       87.2:      14.1       12.8
Other:     100.0:      32.1        9.1       22.4       27.8       59.7       82.3       91.2:      17.7        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:       100         25         75         74         80        212        161:
Old  :       164:        55         17         36         61         69        131        110:
Other:       218:        81         47         57         62         66        182        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       27.3       19.5       40.4        6.3       20.0       11.3       28.4
Old  :                 26.6       22.3       35.8       38.7       17.1       20.5       24.1       32.3
Other:                 11.7       32.4       19.5       44.0        8.9       28.8       15.2       36.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    13,498:     3,744      4,799        618      6,732      6,753     11,094     12,170:     2,404      1,328
Old  :    13,498:     3,744      4,799        618      6,732      6,753     11,094     12,170:     2,404      1,328
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :        73:       230       -287        -48       -191        595        -10        260:        82       -187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       35.6        4.6       49.9       50.0       82.2       90.2:      17.8        9.8
Old  :     100.0:      27.7       35.6        4.6       49.9       50.0       82.2       90.2:      17.8        9.8
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  :        75:        20         25         11         24         13         52         43:
Old  :        75:        20         25         11         24         13         52         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       41.2       49.9       55.4       36.1       39.9       49.5       53.5
Old  :                 36.4       41.2       49.9       55.4       36.1       39.9       49.5       53.5
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 17, 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  : 1,149,082:   350,284    190,705    100,307    565,550    778,079  1,016,141  1,069,091:   132,941     79,991
Old  : 1,149,082:   350,284    190,705    100,307    565,550    778,079  1,016,141  1,069,091:   132,941     79,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :   219,345:    85,816    -10,938     59,089     68,510    182,028    213,415    230,180:     5,930    -10,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       16.6        8.7       49.2       67.7       88.4       93.0:      11.6        7.0
Old  :     100.0:      30.5       16.6        8.7       49.2       67.7       88.4       93.0:      11.6        7.0
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  :       239:        58         40         27        103        106        174        160:
Old  :       239:        58         40         27        103        106        174        160:
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  :                 17.4       33.0       27.3       40.8       16.4       29.8       23.9       36.0
Old  :                 17.4       33.0       27.3       40.8       16.4       29.8       23.9       36.0
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 17, 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  : 2,196,933:   268,878    290,426    237,818  1,374,392  1,366,416  1,881,088  1,894,659:   315,845    302,274
Old  : 2,196,933:   268,878    290,426    237,818  1,374,392  1,366,416  1,881,088  1,894,659:   315,845    302,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :     8,241:    10,120     43,287     15,310    -21,954    -31,853      3,476     26,744:     4,765    -18,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       13.2       10.8       62.6       62.2       85.6       86.2:      14.4       13.8
Old  :     100.0:      12.2       13.2       10.8       62.6       62.2       85.6       86.2:      14.4       13.8
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  :       280:        42         68         64        136        157        218        249:
Old  :       280:        42         68         64        136        157        218        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       14.3       34.4       21.0       24.6       11.2       31.3       17.2
Old  :                 26.2       14.3       34.4       21.0       24.6       11.2       31.3       17.2
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 17, 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  : 1,228,802:   267,158    117,656     68,953    656,348    800,321    992,459    986,929:   236,342    241,872
Old  : 1,228,802:   267,158    117,656     68,953    656,348    800,321    992,459    986,929:   236,342    241,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,523:    34,009    -27,561      2,411    -41,567     17,434     -5,147     -7,716:     3,624      6,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.6        5.6       53.4       65.1       80.8       80.3:      19.2       19.7
Old  :     100.0:      21.7        9.6        5.6       53.4       65.1       80.8       80.3:      19.2       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        42         30         32         91        104        146        153:
Old  :       201:        42         30         32         91        104        146        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       21.3       28.7       29.7       15.5       20.1       26.3       27.9
Old  :                 16.9       21.3       28.7       29.7       15.5       20.1       26.3       27.9
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 17, 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  :   526,608:    18,315     53,826    107,791    375,289    323,300    501,394    484,918:    25,214     41,690
Old  :   526,608:    18,315     53,826    107,791    375,289    323,300    501,394    484,918:    25,214     41,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -489:    -6,069    -11,224     -1,973      4,301      9,002     -3,741     -4,195:     3,252      3,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       10.2       20.5       71.3       61.4       95.2       92.1:       4.8        7.9
Old  :     100.0:       3.5       10.2       20.5       71.3       61.4       95.2       92.1:       4.8        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        16         23         31         52         51         87         88:
Old  :        97:        16         23         31         52         51         87         88:
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  :                 40.4       24.7       50.3       40.3       31.4       18.5       35.5       27.5
Old  :                 40.4       24.7       50.3       40.3       31.4       18.5       35.5       27.5
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 17, 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  :    43,136:    12,056      5,336        232     23,550     33,881     35,838     39,449:     7,298      3,687
Old  :    43,136:    12,056      5,336        232     23,550     33,881     35,838     39,449:     7,298      3,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -1,606:    -1,658       -880        -66        358       -415     -1,365     -1,361:      -241       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.4        0.5       54.6       78.5       83.1       91.5:      16.9        8.5
Old  :     100.0:      27.9       12.4        0.5       54.6       78.5       83.1       91.5:      16.9        8.5
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  :        82:        22          9          6         34         27         60         38:
Old  :        82:        22          9          6         34         27         60         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.9       40.8       64.7       26.6       48.9       40.4       64.5
Old  :                 26.6       48.9       40.8       64.7       26.6       48.9       40.4       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :    86,272:    24,112     10,672        464     47,101     67,761     71,677     78,898:    14,596      7,375
Old  :    86,272:    24,112     10,672        464     47,101     67,761     71,677     78,898:    14,596      7,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :    -3,213:    -3,316     -1,760       -132        717       -830     -2,731     -2,722:      -482       -491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       12.4        0.5       54.6       78.5       83.1       91.5:      16.9        8.5
Old  :     100.0:      27.9       12.4        0.5       54.6       78.5       83.1       91.5:      16.9        8.5
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  :        82:        22          9          6         34         27         60         38:
Old  :        82:        22          9          6         34         27         60         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       48.9       40.8       64.7       26.6       48.9       40.4       64.5
Old  :                 26.6       48.9       40.8       64.7       26.6       48.9       40.4       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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  :     8,343:     5,842      6,277        900      1,501      1,159      8,243      8,336:       100          7
Old  :     8,343:     5,842      6,277        900      1,501      1,159      8,243      8,336:       100          7
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :       353:       156       -233         53        140        537        349        357:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.0       75.2       10.8       18.0       13.9       98.8       99.9:       1.2        0.1
Old  :     100.0:      70.0       75.2       10.8       18.0       13.9       98.8       99.9:       1.2        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  :                 81.8       69.6       96.9       90.7       80.5       64.9       87.3       82.9
Old  :                 81.8       69.6       96.9       90.7       80.5       64.9       87.3       82.9
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 17, 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  :    10,005:     1,589      3,775         25      8,083      6,162      9,697      9,962:       308         43
Old  :    10,005:     1,589      3,775         25      8,083      6,162      9,697      9,962:       308         43
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :      -127:       183         40        -25       -297       -141       -139       -126:        12         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       37.7        0.2       80.8       61.6       96.9       99.6:       3.1        0.4
Old  :     100.0:      15.9       37.7        0.2       80.8       61.6       96.9       99.6:       3.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          7          1          6          9         14         17:
Old  :        29:         8          7          1          6          9         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       82.8       92.1       92.5       79.1       82.7       91.9       92.5
Old  :                 79.1       82.8       92.1       92.5       79.1       82.7       91.9       92.5
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 17, 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  :    12,098:     1,793      3,448          0      9,947      8,625     11,740     12,073:       358         25
Old  :    12,098:     1,793      3,448          0      9,947      8,625     11,740     12,073:       358         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 10, 2012                        :
     :        14:        30        531          0          2       -480         32         51:       -18        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       28.5        0.0       82.2       71.3       97.0       99.8:       3.0        0.2
Old  :     100.0:      14.8       28.5        0.0       82.2       71.3       97.0       99.8:       3.0        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  :        32:         6         11          0          3         13          9         24:
Old  :        32:         6         11          0          3         13          9         24:
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  :                 91.4       66.7       96.6       82.4       91.4       66.7       96.6       82.4
Old  :                 91.4       66.7       96.6       82.4       91.4       66.7       96.6       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 20, 2012