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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   635,641:   146,976     86,046    195,334    252,448    299,360    594,758    580,739:    40,883     54,902
Old  :   562,992:   128,234     78,587    167,073    231,289    273,029    526,596    518,689:    36,396     44,303
Other:    72,649:    25,259     13,976     21,743     21,160     26,330     68,162     62,050:     4,487     10,599
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -16,828:     1,587      2,024    -18,584      1,820      4,328    -15,177    -12,232:    -1,652     -4,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       13.5       30.7       39.7       47.1       93.6       91.4:       6.4        8.6
Old  :     100.0:      22.8       14.0       29.7       41.1       48.5       93.5       92.1:       6.5        7.9
Other:     100.0:      34.8       19.2       29.9       29.1       36.2       93.8       85.4:       6.2       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       150        112        158        100        134        332        331:
Old  :       404:       146        114        149         95        133        319        324:
Other:       185:        34         51         36         40         83         99        151:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       15.4       24.2       23.5       12.6       11.8       21.0       17.5
Old  :                 15.0       16.1       26.4       24.4       14.1       13.4       22.8       19.8
Other:                 47.1       29.9       62.2       40.6       28.8        9.2       36.2       14.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  : 1,932,495:   368,955     50,837    660,176    713,954    953,824  1,743,085  1,664,837:   189,410    267,659
Old  :   549,014:   116,732     31,847    202,522    188,043    273,331    507,297    507,699:    41,717     41,314
Other: 1,383,481:   278,756     45,523    431,121    525,911    680,493  1,235,788  1,157,137:   147,693    226,344
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -74,923:     6,789     -4,924    -72,977    -10,262       -299    -76,450    -78,200:     1,528      3,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        2.6       34.2       36.9       49.4       90.2       86.1:       9.8       13.9
Old  :     100.0:      21.3        5.8       36.9       34.3       49.8       92.4       92.5:       7.6        7.5
Other:     100.0:      20.1        3.3       31.2       38.0       49.2       89.3       83.6:      10.7       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       815:       248        141        263        274        391        621        703:
Old  :       608:       145        103        132        172        294        375        472:
Other:       786:       231        133        229        234        380        546        668:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       11.1       17.1       17.5        7.2        5.9       12.4        9.5
Old  :                 13.8       18.5       22.3       27.0       13.7       17.8       21.3       24.7
Other:                 12.5        9.5       20.1       15.4        6.9        6.2       12.0        8.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :    11,623:     3,037        152        849      5,338      9,630      9,224     10,631:     2,400        992
Old  :    11,616:     3,041        152        845      5,331      9,630      9,217     10,627:     2,400        989
Other:         7:         0          4          0          7          0          7          4:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       173:      -127         14        101        138         34        111        148:        62         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        1.3        7.3       45.9       82.9       79.4       91.5:      20.6        8.5
Old  :     100.0:      26.2        1.3        7.3       45.9       82.9       79.3       91.5:      20.7        8.5
Other:     100.0:       0.0       57.3        0.0       99.6        0.0       99.6       57.3:       0.4       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          4          8         14         13         36         22:
Old  :        41:        19          4          8         13         13         35         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  :                 32.6       64.5       50.1       78.0       29.6       64.0       44.9       73.7
Old  :                 32.7       64.6       50.2       78.0       29.6       64.1       44.9       73.8
Other:                 99.6       57.3       99.6       57.3       99.6       57.3       99.6       57.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  : 1,165,730:   289,186     49,926    412,658    380,108    620,289  1,081,952  1,082,874:    83,777     82,856
Old  :     9,659:     5,005        687          0      2,346      7,102      7,351      7,789:     2,308      1,870
Other: 1,156,071:   286,466     51,525    410,373    377,762    613,187  1,074,601  1,075,085:    81,469     80,986
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -94,076:    -4,357      1,829    -59,457    -30,366    -32,229    -94,180    -89,857:       104     -4,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        4.3       35.4       32.6       53.2       92.8       92.9:       7.2        7.1
Old  :     100.0:      51.8        7.1        0.0       24.3       73.5       76.1       80.6:      23.9       19.4
Other:     100.0:      24.8        4.5       35.5       32.7       53.0       93.0       93.0:       7.0        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       645:       259        148        249        185        217        548        515:
Old  :       107:        30         10          0         25         44         55         54:
Other:       645:       254        155        245        179        215        538        513:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       16.4       19.5       25.3        6.1       10.4       10.2       15.1
Old  :                 23.0       36.2       40.4       52.5       23.0       36.2       39.5       52.5
Other:                 12.7       16.4       19.6       25.4        6.1       10.3       10.3       15.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   375,015:    62,188     53,152     80,509    203,677    214,078    346,373    347,738:    28,642     27,276
Old  :    83,034:    15,104     12,587     14,547     48,579     49,927     78,231     77,061:     4,803      5,973
Other:   291,981:    61,351     54,833     51,694    155,097    164,151    268,142    270,677:    23,838     21,304
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    -4,991:     5,914    -14,275     -1,496     -8,840     10,343     -4,422     -5,427:      -570        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       14.2       21.5       54.3       57.1       92.4       92.7:       7.6        7.3
Old  :     100.0:      18.2       15.2       17.5       58.5       60.1       94.2       92.8:       5.8        7.2
Other:     100.0:      21.0       18.8       17.7       53.1       56.2       91.8       92.7:       8.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        70         76        108         76         73        216        214:
Old  :       179:        59         34         50         50         57        128        128:
Other:       247:        65         92         76         74         67        188        190:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       25.2       28.6       35.4       10.3       16.6       17.6       24.1
Old  :                 36.7       21.0       46.6       33.4       30.8       18.1       37.5       28.6
Other:                 17.5       26.9       28.7       38.0       12.8       16.6       22.3       25.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   702,014:    72,680     47,402     49,333    407,180    458,615    529,193    555,350:   172,821    146,664
Old  :   702,014:    72,680     47,402     49,333    407,180    458,615    529,193    555,350:   172,821    146,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -82,383:       419      2,240    -28,525    -47,015    -46,847    -75,122    -73,133:    -7,261     -9,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        6.8        7.0       58.0       65.3       75.4       79.1:      24.6       20.9
Old  :     100.0:      10.4        6.8        7.0       58.0       65.3       75.4       79.1:      24.6       20.9
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  :       156:        25         29         30         78         84        122        124:
Old  :       156:        25         29         30         78         84        122        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       14.9       28.0       25.5       16.4       13.6       23.7       23.1
Old  :                 19.4       14.9       28.0       25.5       16.4       13.6       23.7       23.1
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 31, 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  :   356,147:    47,894     21,442        603    245,271    279,705    293,768    301,750:    62,379     54,397
Old  :   356,147:    47,894     21,442        603    245,271    279,705    293,768    301,750:    62,379     54,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     5,943:     2,890     -2,241        134     13,872      6,198     16,896      4,091:   -10,953      1,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        6.0        0.2       68.9       78.5       82.5       84.7:      17.5       15.3
Old  :     100.0:      13.4        6.0        0.2       68.9       78.5       82.5       84.7:      17.5       15.3
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  :        70:         8          4          3         37         41         47         46:
Old  :        70:         8          4          3         37         41         47         46:
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  :                 33.4       40.2       49.4       50.1       32.0       38.7       43.4       48.0
Old  :                 33.4       40.2       49.4       50.1       32.0       38.7       43.4       48.0
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 31, 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  :    12,113:     2,060        162      2,641      6,685      9,056     11,386     11,859:       727        254
Old  :    12,113:     2,060        162      2,641      6,685      9,056     11,386     11,859:       727        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :        45:       468       -113         39       -481         91         26         17:        19         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        1.3       21.8       55.2       74.8       94.0       97.9:       6.0        2.1
Old  :     100.0:      17.0        1.3       21.8       55.2       74.8       94.0       97.9:       6.0        2.1
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  :        42:        11          4          9         21         21         37         31:
Old  :        42:        11          4          9         21         21         37         31:
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  :                 57.4       51.5       69.6       72.5       16.2       19.8       22.0       27.5
Old  :                 57.4       51.5       69.6       72.5       16.2       19.8       22.0       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :   311,118:    76,622      5,262     92,158     92,300    184,149    261,079    281,569:    50,038     29,549
Old  :    66,755:    23,621      1,373     12,751     19,634     42,861     56,006     56,984:    10,749      9,770
Other:   244,363:    67,299     18,187     65,109     72,665    141,289    205,074    224,585:    39,289     19,779
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :   -17,569:    -5,081        505     -5,947     -5,847    -11,827    -16,876    -17,268:      -693       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        1.7       29.6       29.7       59.2       83.9       90.5:      16.1        9.5
Old  :     100.0:      35.4        2.1       19.1       29.4       64.2       83.9       85.4:      16.1       14.6
Other:     100.0:      27.5        7.4       26.6       29.7       57.8       83.9       91.9:      16.1        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        95         24         76         73         74        205        157:
Old  :       145:        50         15         28         51         55        112         88:
Other:       213:        78         46         63         69         67        186        143:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       26.7       18.4       39.3        6.6       22.0       11.6       28.9
Old  :                 24.3       26.5       35.2       40.2       22.7       26.4       32.0       38.9
Other:                 11.4       30.1       19.1       41.3        8.3       25.4       14.1       32.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,307:     3,784      4,521        831      6,970      7,635     11,585     12,986:     2,722      1,321
Old  :    14,307:     3,784      4,521        831      6,970      7,635     11,585     12,986:     2,722      1,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       521:        79       -325        146         35        819        259        639:       262       -119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       31.6        5.8       48.7       53.4       81.0       90.8:      19.0        9.2
Old  :     100.0:      26.5       31.6        5.8       48.7       53.4       81.0       90.8:      19.0        9.2
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  :        74:        21         25         10         24         13         52         42:
Old  :        74:        21         25         10         24         13         52         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       41.6       47.1       55.6       33.4       40.4       46.8       53.9
Old  :                 33.7       41.6       47.1       55.6       33.4       40.4       46.8       53.9
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 31, 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  : 1,234,331:   388,869    167,398    112,894    593,334    868,188  1,095,096  1,148,480:   139,234     85,851
Old  : 1,234,331:   388,869    167,398    112,894    593,334    868,188  1,095,096  1,148,480:   139,234     85,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    27,573:    15,501    -18,538      2,854      4,687     36,361     23,042     20,677:     4,531      6,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       13.6        9.1       48.1       70.3       88.7       93.0:      11.3        7.0
Old  :     100.0:      31.5       13.6        9.1       48.1       70.3       88.7       93.0:      11.3        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  :       246:        62         40         32        108        108        185        165:
Old  :       246:        62         40         32        108        108        185        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       33.3       24.8       41.0       14.6       29.1       22.6       35.3
Old  :                 15.2       33.3       24.8       41.0       14.6       29.1       22.6       35.3
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 31, 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  : 2,135,131:   260,223    233,539    231,681  1,327,827  1,323,379  1,819,731  1,788,600:   315,400    346,531
Old  : 2,135,131:   260,223    233,539    231,681  1,327,827  1,323,379  1,819,731  1,788,600:   315,400    346,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :  -124,413:       746    -45,064    -25,469    -85,028    -79,536   -109,751   -150,070:   -14,662     25,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.9       10.9       62.2       62.0       85.2       83.8:      14.8       16.2
Old  :     100.0:      12.2       10.9       10.9       62.2       62.0       85.2       83.8:      14.8       16.2
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  :       263:        37         59         57        131        150        204        230:
Old  :       263:        37         59         57        131        150        204        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       13.3       35.3       20.2       25.1       10.4       31.9       16.7
Old  :                 26.7       13.3       35.3       20.2       25.1       10.4       31.9       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  : 1,279,446:   265,629    121,485     78,397    676,966    822,739  1,020,993  1,022,620:   258,453    256,826
Old  : 1,279,446:   265,629    121,485     78,397    676,966    822,739  1,020,993  1,022,620:   258,453    256,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    24,770:    25,700     10,704    -12,677     15,198     13,184     28,222     11,211:    -3,452     13,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        9.5        6.1       52.9       64.3       79.8       79.9:      20.2       20.1
Old  :     100.0:      20.8        9.5        6.1       52.9       64.3       79.8       79.9:      20.2       20.1
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  :       200:        38         35         34         87        109        143        160:
Old  :       200:        38         35         34         87        109        143        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  :                 15.2       20.0       27.4       29.9       14.5       18.8       25.3       28.4
Old  :                 15.2       20.0       27.4       29.9       14.5       18.8       25.3       28.4
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 31, 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  :   544,449:    18,616     58,570    101,663    396,584    346,359    516,863    506,592:    27,586     37,857
Old  :   544,449:    18,616     58,570    101,663    396,584    346,359    516,863    506,592:    27,586     37,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    11,041:     3,691      8,007     -5,984     13,343      7,936     11,049      9,958:        -8      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       10.8       18.7       72.8       63.6       94.9       93.0:       5.1        7.0
Old  :     100.0:       3.4       10.8       18.7       72.8       63.6       94.9       93.0:       5.1        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  :        93:        19         17         28         51         49         82         84:
Old  :        93:        19         17         28         51         49         82         84:
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  :                 40.9       25.4       50.5       42.0       31.6       20.9       35.9       31.2
Old  :                 40.9       25.4       50.5       42.0       31.6       20.9       35.9       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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  :    50,463:    18,773      5,893        326     22,979     38,447     42,077     44,666:     8,387      5,798
Old  :    50,463:    18,773      5,893        326     22,979     38,447     42,077     44,666:     8,387      5,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :     9,668:     7,731     -1,368         47        867      9,314      8,645      7,993:     1,023      1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       11.7        0.6       45.5       76.2       83.4       88.5:      16.6       11.5
Old  :     100.0:      37.2       11.7        0.6       45.5       76.2       83.4       88.5:      16.6       11.5
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  :        89:        29         11          8         31         27         64         42:
Old  :        89:        29         11          8         31         27         64         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       46.0       41.7       60.3       28.0       46.0       41.5       60.3
Old  :                 28.1       46.0       41.7       60.3       28.0       46.0       41.5       60.3
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 31, 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  :   100,927:    37,545     11,787        651     45,957     76,894     84,154     89,332:    16,773     11,595
Old  :   100,927:    37,545     11,787        651     45,957     76,894     84,154     89,332:    16,773     11,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :    19,336:    15,462     -2,737         94      1,735     18,629     17,291     15,986:     2,045      3,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2       11.7        0.6       45.5       76.2       83.4       88.5:      16.6       11.5
Old  :     100.0:      37.2       11.7        0.6       45.5       76.2       83.4       88.5:      16.6       11.5
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  :        89:        29         11          8         31         27         64         42:
Old  :        89:        29         11          8         31         27         64         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       46.0       41.7       60.3       28.0       46.0       41.5       60.3
Old  :                 28.1       46.0       41.7       60.3       28.0       46.0       41.5       60.3
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 31, 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  :     8,525:     6,069      6,327        900      1,448      1,293      8,417      8,520:       108          5
Old  :     8,525:     6,069      6,327        900      1,448      1,293      8,417      8,520:       108          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       186:       188         88          0          0        101        188        189:        -2         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.2       74.2       10.6       17.0       15.2       98.7       99.9:       1.3        0.1
Old  :     100.0:      71.2       74.2       10.6       17.0       15.2       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9          8          2          1          3         11         12:
Old  :        21:         9          8          2          1          3         11         12:
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  :                 78.2       75.6       94.8       93.9       76.9       68.8       86.5       85.2
Old  :                 78.2       75.6       94.8       93.9       76.9       68.8       86.5       85.2
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 31, 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  :     9,951:     1,284      3,741         70      8,276      6,102      9,630      9,913:       321         38
Old  :     9,951:     1,284      3,741         70      8,276      6,102      9,630      9,913:       321         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :      -419:      -292        945         44       -167         85       -415      1,074:        -4     -1,493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       37.6        0.7       83.2       61.3       96.8       99.6:       3.2        0.4
Old  :     100.0:      12.9       37.6        0.7       83.2       61.3       96.8       99.6:       3.2        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:         7          7          1          6         10         14         17:
Old  :        29:         7          7          1          6         10         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  :                 81.4       79.5       92.9       90.5       81.4       78.8       92.9       89.7
Old  :                 81.4       79.5       92.9       90.5       81.4       78.8       92.9       89.7
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 31, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    14,378:     2,198      3,207          0     11,868     11,127     14,066     14,334:       312         44
Old  :    14,378:     2,198      3,207          0     11,868     11,127     14,066     14,334:       312         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 24, 2012                        :
     :       164:       275       -308          0       -105        453        170        145:        -6         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       22.3        0.0       82.5       77.4       97.8       99.7:       2.2        0.3
Old  :     100.0:      15.3       22.3        0.0       82.5       77.4       97.8       99.7:       2.2        0.3
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  :        33:         8          7          0          4         15         12         22:
Old  :        33:         8          7          0          4         15         12         22:
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  :                 87.8       69.3       96.4       85.4       87.8       69.3       96.4       85.4
Old  :                 87.8       69.3       96.4       85.4       87.8       69.3       96.4       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 3, 2012