```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      621,040
COMMITMENTS
 144,948   84,751  186,530  248,043  292,336  579,521  563,617   41,518   57,423

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -17,580)
  -4,485      110   -7,572   -5,224  -11,667  -17,281  -19,129     -300    1,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     13.6     30.0     39.9     47.1     93.3     90.8      6.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     146      124      160       99      135      331      341
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,966,851
COMMITMENTS
 395,926   52,620  679,519  706,686  961,892  1782131  1694031  184,720  272,820

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     22,092)
  16,531     -244    9,093   -5,263   11,132   20,361   19,981    1,731    2,111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      2.7     34.5     35.9     48.9     90.6     86.1      9.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      855)
     249      156      287      306      409      668      747
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,640
COMMITMENTS
   3,025      180      833    5,436    9,759    9,295   10,773    2,345      867

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        355)
     118       50      -30      187      297      275      316       79       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0      1.6      7.2     46.7     83.8     79.9     92.5     20.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      17        8        8       14       13       37       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,140,549
COMMITMENTS
 282,974   51,565  409,130  368,472  595,667  1060577  1056362   79,972   84,187

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        471)
   2,532   -1,446    7,317  -10,335   -9,328     -485   -3,457      956    3,928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8      4.5     35.9     32.3     52.2     93.0     92.6      7.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     264      140      254      177      221      534      529
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      385,087
COMMITMENTS
  62,416   52,408   87,276  203,528  215,023  353,220  354,706   31,867   30,380

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      1,675)
    -134  -11,853   10,411  -10,832    5,154     -554    3,713    2,230   -2,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     13.6     22.7     52.9     55.8     91.7     92.1      8.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      67       81      107       84       76      224      216
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      694,788
COMMITMENTS
  73,455   57,273   64,234  382,249  426,546  519,937  548,053  174,852  146,736

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -5,786)
  -2,571      754    6,313   -5,948  -10,022   -2,205   -2,955   -3,581   -2,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      8.2      9.2     55.0     61.4     74.8     78.9     25.2     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      34       28       37       83       83      133      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      360,090
COMMITMENTS
  45,337   25,676      518  248,545  281,423  294,400  307,617   65,689   52,473

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      7,309)
  -1,923      -24     -206    7,214   13,068    5,085   12,838    2,224   -5,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      7.1      0.1     69.0     78.2     81.8     85.4     18.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       7        5        4       35       43       45       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,226
COMMITMENTS
   2,371      336    2,859    6,425    8,812   11,655   12,007      571      219

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -173)
      -7      147       25     -115     -381      -97     -209      -76       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      2.7     23.4     52.6     72.1     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      14        3        7       24       23       41       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      323,240
COMMITMENTS
  83,754    6,408   98,817   89,243  189,966  271,814  295,192   51,426   28,048

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     15,126)
   6,994     -162    6,782   -1,369    9,018   12,407   15,638    2,720     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9      2.0     30.6     27.6     58.8     84.1     91.3     15.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      91       26       82       70       75      204      164
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,536
COMMITMENTS
   3,945    4,463      884    7,142    8,069   11,971   13,417    2,565    1,119

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -212)
    -440       35       94      379     -219       34      -90     -246     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     30.7      6.1     49.1     55.5     82.4     92.3     17.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      23       26       13       24       13       58       43
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,150,028
COMMITMENTS
 312,321  185,560  110,015  602,140  772,746  1024476  1068321  125,552   81,707

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -30,311)
 -40,975   22,493    6,635   14,344  -59,217  -19,996  -30,089  -10,315     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     16.1      9.6     52.4     67.2     89.1     92.9     10.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      46       39       28      109      112      171      163
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,119,277
COMMITMENTS
 223,451  185,309  270,086  1318477  1346319  1812013  1801714  307,264  317,563

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     30,613)
  18,453  -20,374   -1,655   -1,071   55,084   15,728   33,056   14,886   -2,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      8.7     12.7     62.2     63.5     85.5     85.0     14.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      39       58       64      147      159      224      243
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,307,260
COMMITMENTS
 214,235  112,740   65,099  791,637  884,243  1070971  1062082  236,289  245,178

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     31,845)
 -16,344      944   -2,288   56,011   32,667   37,379   31,323   -5,534      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      8.6      5.0     60.6     67.6     81.9     81.2     18.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      28       34       32       88      104      133      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      473,453
COMMITMENTS
  17,400   45,144   82,954  349,506  304,137  449,861  432,235   23,592   41,218

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,248)
   5,120   -3,846   -1,952    8,334   12,427   11,501    6,629   -3,253    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      9.5     17.5     73.8     64.2     95.0     91.3      5.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      21       15       26       48       45       79       77
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,583
COMMITMENTS
  18,660    6,111      254   25,860   41,468   44,774   47,832    8,809    5,751

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -231)
  -1,685      213      -80      956      134     -808      267      578     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     11.4      0.5     48.3     77.4     83.6     89.3     16.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       15       10       34       27       68       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,166
COMMITMENTS
  37,320   12,222      508   51,720   82,935   89,548   95,665   17,619   11,501

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -461)
  -3,369      425     -159    1,912      268   -1,617      534    1,156     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8     11.4      0.5     48.3     77.4     83.6     89.3     16.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       15       10       34       27       68       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,431
COMMITMENTS
   5,914    6,451      900    1,448    1,075    8,262    8,426      169        5

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:         71)
      16      126        0        0      -55       16       71       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.1     76.5     10.7     17.2     12.8     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7       10        2        1        2        9       13
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,845
COMMITMENTS
   1,338    4,548       50    9,139    6,206   10,527   10,804      318       41

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:       -164)
      16     -389       10     -178      212     -152     -167      -12        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     41.9      0.5     84.3     57.2     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        7        1        6       10       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,946
COMMITMENTS
   2,205    3,258        0   12,469   11,647   14,674   14,905      272       41

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:        -92)
     -51      916        0       -5   -1,017      -56     -101      -36        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     21.8      0.0     83.4     77.9     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        7        0        4       14       11       21
```

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Updated August 17, 2012