```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      648,534
COMMITMENTS
 146,843   86,365  199,489  259,858  306,613  606,190  592,467   42,344   56,068

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     27,495)
   1,895    1,614   12,959   11,815   14,276   26,669   28,850      826   -1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     13.3     30.8     40.1     47.3     93.5     91.4      6.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     149      125      165       97      133      334      346
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,073,500
COMMITMENTS
 431,357   55,556  727,381  721,140  1012663  1879878  1795601  193,622  277,900

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    106,650)
  35,431    2,937   47,862   14,455   50,771   97,748  101,570    8,902    5,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      2.7     35.1     34.8     48.8     90.7     86.6      9.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      903)
     275      163      301      316      421      704      781
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,423
COMMITMENTS
   1,251    1,062    1,514      366      702    3,131    3,278      291      145

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.6     31.0     44.2     10.7     20.5     91.5     95.8      8.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        6       10        6        7       19       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,350
COMMITMENTS
   3,294      148      972    5,632   10,332    9,898   11,452    2,452      899

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        710)
     269      -33      139      196      573      603      679      107       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      1.2      7.9     45.6     83.7     80.1     92.7     19.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        8       14       13       37       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,231,055
COMMITMENTS
 307,433   52,835  467,894  367,945  621,743  1143272  1142472   87,783   88,583

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     90,506)
  24,459    1,270   58,763     -527   26,076   82,695   86,110    7,811    4,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      4.3     38.0     29.9     50.5     92.9     92.8      7.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      682)
     271      163      273      181      230      575      551
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,665
COMMITMENTS
  73,432   47,999   92,089  189,282  223,665  354,804  363,754   36,861   27,911

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      6,579)
  11,016   -4,409    4,813  -14,245    8,643    1,584    9,047    4,995   -2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     12.3     23.5     48.3     57.1     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      75       79      112       87       78      241      219
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      704,258
COMMITMENTS
  53,828   39,747   67,191  408,148  441,033  529,166  547,970  175,092  156,288

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      9,470)
 -19,626  -17,527    2,957   25,899   14,487    9,230      -83      240    9,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      5.6      9.5     58.0     62.6     75.1     77.8     24.9     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      31       22       35       79       87      125      129
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      362,324
COMMITMENTS
  42,069   21,394      507  251,797  284,651  294,373  306,553   67,951   55,771

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      2,234)
  -3,268   -4,282      -11    3,252    3,228      -27   -1,064    2,261    3,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      5.9      0.1     69.5     78.6     81.2     84.6     18.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        4        3       36       42       44       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,914
COMMITMENTS
   2,136      152    2,985    6,194    8,558   11,315   11,695      599      219

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -312)
    -235     -184      126     -231     -254     -340     -312       28        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      1.3     25.1     52.0     71.8     95.0     98.2      5.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      15        2        8       24       24       41       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      349,656
COMMITMENTS
  88,317    6,742  110,353   95,933  205,369  294,603  322,464   55,053   27,192

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     26,416)
   4,563      333   11,536    6,690   15,403   22,789   27,272    3,627     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      1.9     31.6     27.4     58.7     84.3     92.2     15.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
     101       24       88       78       79      221      176
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,787
COMMITMENTS
   3,625    4,273    1,357    7,200    7,969   12,182   13,599    2,605    1,188

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:        251)
    -320     -190      472       58     -100      210      182       41       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     28.9      9.2     48.7     53.9     82.4     92.0     17.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       21       15       25       12       60       42
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,142,490
COMMITMENTS
 293,716  153,058  116,303  611,123  785,925  1021143  1055287  121,348   87,204

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     -7,538)
 -18,605  -32,502    6,288    8,983   13,179   -3,334  -13,035   -4,204    5,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     13.4     10.2     53.5     68.8     89.4     92.4     10.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      46       39       31      108      112      171      165
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,148,082
COMMITMENTS
 230,749  167,797  291,085  1316472  1354107  1838307  1812989  309,775  335,092

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     28,805)
   7,298  -17,513   21,000   -2,004    7,788   26,293   11,275    2,511   17,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      7.8     13.6     61.3     63.0     85.6     84.4     14.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      44       53       63      151      161      228      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,381,822
COMMITMENTS
 201,120  114,828   75,249  862,190  931,756  1138559  1121833  243,263  259,990

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     74,562)
 -13,116    2,088   10,151   70,553   47,512   67,588   59,750    6,975   14,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      8.3      5.4     62.4     67.4     82.4     81.2     17.6     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      26       41       36       89      106      139      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      486,647
COMMITMENTS
  22,065   57,851   84,714  355,574  309,776  462,353  452,341   24,294   34,306

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:     13,194)
   4,665   12,707    1,760    6,067    5,639   12,492   20,106      702   -6,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     11.9     17.4     73.1     63.7     95.0     93.0      5.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      21       14       28       47       45       77       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,000
COMMITMENTS
  21,358    7,044      327   26,910   43,896   48,594   51,267    9,406    6,733

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      4,417)
   2,698      933       72    1,050    2,429    3,820    3,434      597      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     12.1      0.6     46.4     75.7     83.8     88.4     16.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       19        8       36       27       73       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,000
COMMITMENTS
  42,715   14,088      653   53,820   87,793   97,188  102,534   18,813   13,467

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      8,834)
   5,396    1,866      145    2,100    4,858    7,640    6,869    1,194    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.8     12.1      0.6     46.4     75.7     83.8     88.4     16.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      31       19        8       36       27       73       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,501
COMMITMENTS
   5,934    6,451      982    1,448    1,062    8,364    8,495      137        6

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:         70)
      20        0       82        0      -13      102       69      -32        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.8     75.9     11.6     17.0     12.5     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       10        3        1        2       10       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,474
COMMITMENTS
   1,098    3,782        7    9,110    6,643   10,215   10,432      259       42

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -371)
    -240     -766      -43      -29      437     -312     -372      -59        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     36.1      0.1     87.0     63.4     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        7        1        6        9       13       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,738
COMMITMENTS
   2,227    3,203        0   12,227   11,503   14,454   14,706      284       32

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:       -208)
      22      -55        0     -242     -144     -220     -199       12       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     21.7      0.0     83.0     78.0     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        5       13       12       20
```

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Updated August 24, 2012