```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      638,620
COMMITMENTS
 149,433   84,641  194,102  253,268  304,003  596,802  582,746   41,818   55,874

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      2,979)
   2,457   -1,405   -1,232      819    4,643    2,044    2,007      935      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     13.3     30.4     39.7     47.6     93.5     91.3      6.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     155      109      155       95      135      329      329
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,944,758
COMMITMENTS
 379,395   52,864  670,425  711,948  950,760  1761769  1674049  182,989  270,709

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     12,263)
  10,440    2,026   10,250   -2,005   -3,064   18,684    9,212   -6,421    3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      2.7     34.5     36.6     48.9     90.6     86.1      9.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      830)
     248      140      270      294      402      642      719
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,285
COMMITMENTS
   2,907      131      863    5,249    9,462    9,020   10,456    2,266      829

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -338)
    -130      -21       15      -89     -168     -204     -175     -134     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      1.2      7.7     46.5     83.8     79.9     92.7     20.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        5        9       13       12       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,140,078
COMMITMENTS
 280,442   53,011  401,814  378,807  604,995  1061062  1059819   79,016   80,259

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -25,652)
  -8,744    3,085  -10,844   -1,302  -15,295  -20,890  -23,054   -4,761   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      4.6     35.2     33.2     53.1     93.1     93.0      6.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     270      135      248      182      222      543      519
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      383,411
COMMITMENTS
  62,550   64,261   76,864  214,360  209,869  353,774  350,994   29,637   32,417

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      8,396)
     363   11,109   -3,644   10,683   -4,209    7,401    3,255      995    5,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     16.8     20.0     55.9     54.7     92.3     91.5      7.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      68       82       94       80       74      203      211
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      700,575
COMMITMENTS
  76,025   56,519   57,920  388,197  436,568  522,142  551,008  178,432  149,567

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -1,439)
   3,346    9,117    8,587  -18,984  -22,047   -7,050   -4,342    5,611    2,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      8.1      8.3     55.4     62.3     74.5     78.7     25.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      27       33       35       78       82      127      128
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      352,781
COMMITMENTS
  47,260   25,700      724  241,331  268,355  289,315  294,779   63,466   58,002

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,367)
    -634    4,258      121   -3,940  -11,350   -4,454   -6,971    1,087    3,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      7.3      0.2     68.4     76.1     82.0     83.6     18.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        5        4       34       39       45       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       12,399
COMMITMENTS
   2,378      189    2,834    6,540    9,193   11,752   12,216      647      183

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        286)
     318       27      193     -145      137      366      357      -80      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      1.5     22.9     52.7     74.1     94.8     98.5      5.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        4        8       21       22       37       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      308,114
COMMITMENTS
  76,761    6,570   92,035   90,612  180,948  259,408  279,554   48,706   28,560

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -3,004)
     139    1,308     -123   -1,688   -3,201   -1,672   -2,016   -1,332     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9      2.1     29.9     29.4     58.7     84.2     90.7     15.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      86       26       78       73       75      201      158
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,748
COMMITMENTS
   4,385    4,429      790    6,763    8,288   11,938   13,507    2,811    1,241

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        441)
     601      -92      -40     -208      654      353      521       89      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.7     30.0      5.4     45.9     56.2     80.9     91.6     19.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       24        9       24       13       53       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,180,339
COMMITMENTS
 353,296  163,067  103,380  587,796  831,963  1044472  1098410  135,866   81,929

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -53,992)
 -35,572   -4,331   -9,514   -5,538  -36,225  -50,624  -50,069   -3,368   -3,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     13.8      8.8     49.8     70.5     88.5     93.1     11.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      50       41       28      107      109      173      162
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,088,664
COMMITMENTS
 204,997  205,684  271,740  1319548  1291235  1796286  1768659  292,378  320,005

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -46,467)
 -55,226  -27,856   40,059   -8,279  -32,144  -23,445  -19,941  -23,022  -26,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      9.8     13.0     63.2     61.8     86.0     84.7     14.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      33       66       62      138      159      213      245
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,275,415
COMMITMENTS
 230,580  111,796   67,387  735,626  851,576  1033592  1030759  241,823  244,656

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -4,031)
 -35,050   -9,688  -11,010   58,660   28,838   12,599    8,139  -16,631  -12,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      8.8      5.3     57.7     66.8     81.0     80.8     19.0     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      34       40       33       90      107      143      161
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      465,205
COMMITMENTS
  12,281   48,989   84,906  341,173  291,710  438,360  425,606   26,846   39,599

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -79,244)
  -6,335   -9,581  -16,756  -55,411  -54,649  -78,503  -80,986     -741    1,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     10.5     18.3     73.3     62.7     94.2     91.5      5.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      16       16       26       46       43       74       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,814
COMMITMENTS
  20,344    5,898      334   24,904   41,333   45,582   47,566    8,232    6,248

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      3,350)
   1,572        5        8    1,925    2,887    3,506    2,900     -155      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     11.0      0.6     46.3     76.8     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       13        7       35       28       68       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,628
COMMITMENTS
  40,689   11,797      668   49,808   82,667   91,165   95,131   16,463   12,497

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      6,701)
   3,143       10       17    3,851    5,773    7,011    5,800     -310      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.8     11.0      0.6     46.3     76.8     84.7     88.4     15.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      29       13        7       35       28       68       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,360
COMMITMENTS
   5,898    6,325      900    1,448    1,130    8,246    8,355      114        5

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:       -165)
    -171       -2        0        0     -163     -171     -165        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    70.6     75.7     10.8     17.3     13.5     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        9        2        1        2       10       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,009
COMMITMENTS
   1,322    4,937       40    9,317    5,994   10,679   10,971      330       38

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:      1,058)
      38    1,196      -30    1,041     -108    1,049    1,058        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     44.8      0.4     84.6     54.4     97.0     99.7      3.0      0.3

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 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,038
COMMITMENTS
   2,256    2,342        0   12,474   12,664   14,730   15,006      308       32

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:        660)
      58     -865        0      606    1,537      664      672       -4      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     15.6      0.0     82.9     84.2     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        8        0        4       15       12       23
```

----

Updated August 10, 2012