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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   570,102:   127,741     85,927    161,865    242,568    266,076    532,174    513,868:    37,929     56,234
Old  :   508,973:   113,922     78,847    139,241    221,282    244,022    474,445    462,110:    34,528     46,863
Other:    61,129:    18,611     11,872     17,831     21,286     22,054     57,728     51,758:     3,401      9,371
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    28,308:     5,894     -2,535     12,765      5,928     15,921     24,588     26,152:     3,721      2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       15.1       28.4       42.5       46.7       93.3       90.1:       6.7        9.9
Old  :     100.0:      22.4       15.5       27.4       43.5       47.9       93.2       90.8:       6.8        9.2
Other:     100.0:      30.4       19.4       29.2       34.8       36.1       94.4       84.7:       5.6       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       125        124        136         91        126        299        309:
Old  :       383:       125        122        130         84        125        286        304:
Other:       159:        26         43         24         32         77         75        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       14.2       25.9       22.5       14.5       11.1       22.8       17.6
Old  :                 17.0       14.7       27.7       23.1       16.0       12.8       24.6       19.8
Other:                 54.3       35.9       70.7       44.7       34.7       11.0       40.9       15.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 1,730,417:   300,773     75,953    564,339    678,529    837,223  1,543,642  1,477,515:   186,775    252,901
Old  :   641,432:   136,078     50,861    233,124    215,956    305,774    585,159    589,758:    56,273     51,674
Other: 1,088,984:   204,896     65,295    291,013    462,573    531,449    958,483    887,757:   130,502    201,228
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :   134,948:    17,653     -2,649     68,929     46,856     68,524    133,438    134,805:     1,510        143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4        4.4       32.6       39.2       48.4       89.2       85.4:      10.8       14.6
Old  :     100.0:      21.2        7.9       36.3       33.7       47.7       91.2       91.9:       8.8        8.1
Other:     100.0:      18.8        6.0       26.7       42.5       48.8       88.0       81.5:      12.0       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       741:       210        135        234        256        361        566        640:
Old  :       599:       142        112        128        166        289        369        468:
Other:       694:       182        128        190        213        345        474        591:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       11.1       17.9       17.7        8.1        6.3       13.7        9.7
Old  :                 13.0       17.6       20.4       25.8       12.5       16.2       19.0       21.5
Other:                 13.0        9.7       22.0       15.9        8.8        6.7       15.4        9.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :    10,802:     3,371        394        483      5,039      8,890      8,892      9,767:     1,910      1,035
Old  :    10,802:     3,371        394        483      5,039      8,890      8,892      9,767:     1,910      1,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     1,046:       879        146         99          9        970        988      1,214:        58       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        3.6        4.5       46.6       82.3       82.3       90.4:      17.7        9.6
Old  :     100.0:      31.2        3.6        4.5       46.6       82.3       82.3       90.4:      17.7        9.6
Other:     100.0:       0.0      100.0        0.0        0.0        0.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        18          5          7         14         12         35         21:
Old  :        41:        18          5          7         14         12         35         21:
Other:         1:         0          1          0          0          0          0          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  :                 31.3       65.2       50.7       79.2       29.0       64.3       47.4       75.5
Old  :                 31.3       65.2       50.7       79.2       29.0       64.3       47.4       75.5
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 1,177,621:   305,500     50,824    413,361    371,258    620,821  1,090,119  1,085,006:    87,502     92,615
Old  :   149,943:    44,885      5,617     61,845     32,453     71,469    139,184    138,932:    10,759     11,011
Other: 1,027,677:   269,420     54,013    342,710    338,805    549,351    950,935    946,074:    76,743     81,604
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    71,799:     5,057      5,721     40,635     22,432     28,156     68,124     74,512:     3,674     -2,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        4.3       35.1       31.5       52.7       92.6       92.1:       7.4        7.9
Old  :     100.0:      29.9        3.7       41.2       21.6       47.7       92.8       92.7:       7.2        7.3
Other:     100.0:      26.2        5.3       33.3       33.0       53.5       92.5       92.1:       7.5        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       651:       274        128        247        184        226        560        514:
Old  :       379:       110         67         91         98        151        243        274:
Other:       635:       249        151        236        165        215        528        496:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       18.2       18.3       26.8        6.2       12.0       10.6       16.7
Old  :                 20.3       17.5       34.2       27.8       17.2       15.4       26.3       20.9
Other:                 11.1       19.4       18.6       28.5        7.0       13.2       11.7       18.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   392,116:    62,189     74,637     95,000    199,908    191,252    357,097    360,889:    35,019     31,227
Old  :   132,626:    20,846     26,545     28,046     73,218     66,497    122,110    121,088:    10,516     11,538
Other:   259,489:    54,479     61,228     53,818    126,690    124,755    234,987    239,800:    24,502     19,689
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       829:     4,007    -13,398      5,487     -9,052      9,310        442      1,400:       387       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       19.0       24.2       51.0       48.8       91.1       92.0:       8.9        8.0
Old  :     100.0:      15.7       20.0       21.1       55.2       50.1       92.1       91.3:       7.9        8.7
Other:     100.0:      21.0       23.6       20.7       48.8       48.1       90.6       92.4:       9.4        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        70         79        102         81         81        217        218:
Old  :       195:        59         45         52         59         72        140        151:
Other:       238:        57         84         80         75         69        190        185:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       19.5       30.2       29.5       11.4       11.8       18.4       18.6
Old  :                 35.1       17.9       43.9       29.8       29.8       14.7       35.3       23.3
Other:                 17.1       22.1       30.0       32.2       14.3       15.2       24.6       24.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  :   758,251:    76,342     38,687     62,803    430,211    508,934    569,356    610,424:   188,895    147,827
Old  :   758,251:    76,342     38,687     62,803    430,211    508,934    569,356    610,424:   188,895    147,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    27,637:      -616     -1,650      4,176      6,833     12,761     10,393     15,288:    17,244     12,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        5.1        8.3       56.7       67.1       75.1       80.5:      24.9       19.5
Old  :     100.0:      10.1        5.1        8.3       56.7       67.1       75.1       80.5:      24.9       19.5
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  :       165:        37         21         36         85         89        136        132:
Old  :       165:        37         21         36         85         89        136        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       14.5       28.2       26.6       17.5       14.2       24.0       25.5
Old  :                 20.5       14.5       28.2       26.6       17.5       14.2       24.0       25.5
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 10, 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  :   354,011:    46,550     20,455        511    239,790    283,097    286,851    304,063:    67,160     49,948
Old  :   354,011:    46,550     20,455        511    239,790    283,097    286,851    304,063:    67,160     49,948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     5,925:        46     -1,502         18      3,240      4,111      3,305      2,628:     2,620      3,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        5.8        0.1       67.7       80.0       81.0       85.9:      19.0       14.1
Old  :     100.0:      13.1        5.8        0.1       67.7       80.0       81.0       85.9:      19.0       14.1
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  :        68:         7          5          5         35         41         45         48:
Old  :        68:         7          5          5         35         41         45         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       42.8       48.0       54.0       30.6       42.2       42.4       52.2
Old  :                 31.5       42.8       48.0       54.0       30.6       42.2       42.4       52.2
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 10, 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  :    11,803:     1,561        176      1,504      8,101      9,781     11,166     11,461:       637        342
Old  :    11,803:     1,561        176      1,504      8,101      9,781     11,166     11,461:       637        342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       737:       378         52         23        203        617        604        692:       133         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        1.5       12.7       68.6       82.9       94.6       97.1:       5.4        2.9
Old  :     100.0:      13.2        1.5       12.7       68.6       82.9       94.6       97.1:       5.4        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         7          2          5         24         23         33         29:
Old  :        38:         7          2          5         24         23         33         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       47.1       67.6       72.0       13.5       18.2       20.5       24.7
Old  :                 54.7       47.1       67.6       72.0       13.5       18.2       20.5       24.7
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 10, 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  :   315,819:    92,250      4,784     80,253     90,119    200,281    262,622    285,319:    53,196     30,500
Old  :    99,796:    33,359      2,452     19,765     29,999     64,999     83,123     87,216:    16,673     12,580
Other:   216,023:    74,497     17,938     44,882     60,120    135,282    179,499    198,103:    36,524     17,920
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     3,819:    -2,767       -331      6,040     -2,315     -1,114        958      4,595:     2,862       -776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        1.5       25.4       28.5       63.4       83.2       90.3:      16.8        9.7
Old  :     100.0:      33.4        2.5       19.8       30.1       65.1       83.3       87.4:      16.7       12.6
Other:     100.0:      34.5        8.3       20.8       27.8       62.6       83.1       91.7:      16.9        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        97         23         78         69         76        208        161:
Old  :       167:        55         23         37         60         66        133        111:
Other:       213:        83         46         59         60         62        178        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       26.7       18.9       40.4        6.8       20.4       11.7       28.9
Old  :                 24.4       21.7       33.9       36.3       20.0       21.3       27.9       34.7
Other:                 12.2       34.1       19.8       45.1        9.6       29.6       16.1       37.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,426:     3,515      5,086        666      6,923      6,158     11,104     11,910:     2,322      1,516
Old  :    13,426:     3,515      5,086        666      6,923      6,158     11,104     11,910:     2,322      1,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -258:       564       -170       -429       -373        470       -238       -130:       -20       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       37.9        5.0       51.6       45.9       82.7       88.7:      17.3       11.3
Old  :     100.0:      26.2       37.9        5.0       51.6       45.9       82.7       88.7:      17.3       11.3
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  :        77:        22         23         17         26         13         60         44:
Old  :        77:        22         23         17         26         13         60         44:
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  :                 37.2       38.2       51.0       53.5       37.1       36.8       50.9       51.6
Old  :                 37.2       38.2       51.0       53.5       37.1       36.8       50.9       51.6
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 10, 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  :   929,737:   264,468    201,643     41,218    497,040    596,051    802,726    838,911:   127,011     90,826
Old  :   929,737:   264,468    201,643     41,218    497,040    596,051    802,726    838,911:   127,011     90,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    90,263:    72,376     23,834      5,424     12,710     60,993     90,510     90,251:      -247         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       21.7        4.4       53.5       64.1       86.3       90.2:      13.7        9.8
Old  :     100.0:      28.4       21.7        4.4       53.5       64.1       86.3       90.2:      13.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        46         45         27         97        102        161        156:
Old  :       229:        46         45         27         97        102        161        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       35.4       30.4       42.2       19.3       35.1       27.3       41.1
Old  :                 19.6       35.4       30.4       42.2       19.3       35.1       27.3       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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  : 2,188,693:   258,759    247,138    222,508  1,396,346  1,398,269  1,877,612  1,867,915:   311,080    320,777
Old  : 2,188,693:   258,759    247,138    222,508  1,396,346  1,398,269  1,877,612  1,867,915:   311,080    320,777
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    62,337:    32,291     -4,512     25,704      8,055     38,859     66,050     60,051:    -3,713      2,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.3       10.2       63.8       63.9       85.8       85.3:      14.2       14.7
Old  :     100.0:      11.8       11.3       10.2       63.8       63.9       85.8       85.3:      14.2       14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        53         49         59        134        152        211        236:
Old  :       267:        53         49         59        134        152        211        236:
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  :                 26.4       16.1       35.0       23.1       24.6       13.3       31.2       19.7
Old  :                 26.4       16.1       35.0       23.1       24.6       13.3       31.2       19.7
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 10, 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  : 1,230,325:   233,149    145,217     66,542    697,915    782,887    997,606    994,646:   232,718    235,679
Old  : 1,230,325:   233,149    145,217     66,542    697,915    782,887    997,606    994,646:   232,718    235,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :     8,970:    -1,906    -17,085      8,524     -1,459     15,407      5,159      6,846:     3,812      2,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       11.8        5.4       56.7       63.6       81.1       80.8:      18.9       19.2
Old  :     100.0:      19.0       11.8        5.4       56.7       63.6       81.1       80.8:      18.9       19.2
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  :       202:        37         33         31         92        109        145        157:
Old  :       202:        37         33         31         92        109        145        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       20.3       29.8       28.8       15.8       18.9       27.4       26.8
Old  :                 17.5       20.3       29.8       28.8       15.8       18.9       27.4       26.8
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 10, 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  :   527,097:    24,383     65,051    109,764    370,988    314,298    505,135    489,113:    21,961     37,984
Old  :   527,097:    24,383     65,051    109,764    370,988    314,298    505,135    489,113:    21,961     37,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       -87:    -1,690        136       -513      4,511      5,479      2,309      5,102:    -2,396     -5,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       12.3       20.8       70.4       59.6       95.8       92.8:       4.2        7.2
Old  :     100.0:       4.6       12.3       20.8       70.4       59.6       95.8       92.8:       4.2        7.2
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  :       100:        17         25         31         49         55         86         93:
Old  :       100:        17         25         31         49         55         86         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       23.8       50.1       39.0       30.7       17.0       35.6       26.7
Old  :                 40.3       23.8       50.1       39.0       30.7       17.0       35.6       26.7
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 10, 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  :    44,743:    13,714      6,216        298     23,192     34,296     37,204     40,810:     7,539      3,933
Old  :    44,743:    13,714      6,216        298     23,192     34,296     37,204     40,810:     7,539      3,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -2,150:    -2,001      1,107        -78         24     -2,924     -2,054     -1,894:       -96       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       13.9        0.7       51.8       76.7       83.2       91.2:      16.8        8.8
Old  :     100.0:      30.6       13.9        0.7       51.8       76.7       83.2       91.2:      16.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        26         12          9         34         24         64         41:
Old  :        87:        26         12          9         34         24         64         41:
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  :                 26.3       49.3       40.7       65.9       26.3       49.3       40.5       65.4
Old  :                 26.3       49.3       40.7       65.9       26.3       49.3       40.5       65.4
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 10, 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  :    89,485:    27,427     12,432        596     46,384     68,592     74,408     81,620:    15,078      7,865
Old  :    89,485:    27,427     12,432        596     46,384     68,592     74,408     81,620:    15,078      7,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :    -4,301:    -4,001      2,214       -156         48     -5,847     -4,109     -3,789:      -192       -512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       13.9        0.7       51.8       76.7       83.2       91.2:      16.8        8.8
Old  :     100.0:      30.6       13.9        0.7       51.8       76.7       83.2       91.2:      16.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        26         12          9         34         24         64         41:
Old  :        87:        26         12          9         34         24         64         41:
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  :                 26.3       49.3       40.7       65.9       26.3       49.3       40.5       65.4
Old  :                 26.3       49.3       40.7       65.9       26.3       49.3       40.5       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,132:     1,406      3,735         50      8,380      6,303      9,836     10,088:       296         44
Old  :    10,132:     1,406      3,735         50      8,380      6,303      9,836     10,088:       296         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :       137:      -138         73          0        239         66        101        139:        36         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       36.9        0.5       82.7       62.2       97.1       99.6:       2.9        0.4
Old  :     100.0:      13.9       36.9        0.5       82.7       62.2       97.1       99.6:       2.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         8          7          1          6          9         14         17:
Old  :        29:         8          7          1          6          9         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.0       82.3       92.7       92.4       81.0       82.2       92.7       92.3
Old  :                 81.0       82.3       92.7       92.4       81.0       82.2       92.7       92.3
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 10, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,084:     1,763      2,917          0      9,945      9,105     11,708     12,022:       376         62
Old  :    12,084:     1,763      2,917          0      9,945      9,105     11,708     12,022:       376         62
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2012                         :
     :      -229:      -254       -493          0          0        270       -254       -223:        25         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       24.1        0.0       82.3       75.3       96.9       99.5:       3.1        0.5
Old  :     100.0:      14.6       24.1        0.0       82.3       75.3       96.9       99.5:       3.1        0.5
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  :        32:         6         10          0          3         14          9         24:
Old  :        32:         6         10          0          3         14          9         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.5       64.2       96.5       79.6       91.5       64.2       96.5       79.6
Old  :                 91.5       64.2       96.5       79.6       91.5       64.2       96.5       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 13, 2012