```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      417,381
COMMITMENTS
  76,810  116,991   64,981  241,179  177,281  382,970  359,253   34,411   58,128

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     10,796)
   2,014   11,989    1,876    5,176   -4,962    9,066    8,903    1,730    1,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     28.0     15.6     57.8     42.5     91.8     86.1      8.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     100      151      125       82      107      269      312
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,211,618
COMMITMENTS
 449,428   98,150   90,232  533,596  787,890  1073256  976,272  138,362  235,346

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -1,947)
 -32,476  -14,529    7,056   26,105    6,365      685   -1,108   -2,632     -839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      8.1      7.4     44.0     65.0     88.6     80.6     11.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      824)
     249      148      148      177      357      497      599
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,938
COMMITMENTS
   3,039    1,343      588    7,469   10,699   11,096   12,630    2,842    1,308

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:        116)
    -180      295       89      193     -395      102      -11       14      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      9.6      4.2     53.6     76.8     79.6     90.6     20.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        7        3       13        9       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      584,691
COMMITMENTS
 194,803   42,888   70,586  263,817  397,476  529,206  510,950   55,485   73,741

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -20,312)
 -42,653  -12,008    7,296   20,991  -19,612  -14,366  -24,324   -5,946    4,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      7.3     12.1     45.1     68.0     90.5     87.4      9.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      546)
     209       98      149      109      190      388      394
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,106
COMMITMENTS
  17,812    2,445       13        8    4,057   17,833    6,515    3,273   14,591

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -1,607)
  -1,441      394      -33        0     -262   -1,474       99     -133   -1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.4     11.6      0.1      0.0     19.2     84.5     30.9     15.5     69.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18        9        4        1       10       19       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,781
COMMITMENTS
  70,946   43,340   31,586  151,603  183,546  254,135  258,472   29,646   25,309

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -11,013)
  -6,144    4,839   -3,696    2,432  -14,362   -7,408  -13,219   -3,605    2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     15.3     11.1     53.4     64.7     89.6     91.1     10.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      81       64       68       66       64      192      166
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      651,563
COMMITMENTS
  72,397   97,232    9,882  425,810  424,590  508,089  531,704  143,474  119,859

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,249)
  12,794      212      267    3,720   17,917   16,781   18,396   -8,532  -10,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     14.9      1.5     65.4     65.2     78.0     81.6     22.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      32       31       13       68       72      108      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      376,572
COMMITMENTS
  52,670   46,414    1,475  256,944  286,544  311,089  334,433   65,483   42,139

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -19,896)
  -1,910    1,246   -4,772  -12,628  -14,435  -19,310  -17,961     -586   -1,935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     12.3      0.4     68.2     76.1     82.6     88.8     17.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       6        8        2       40       40       47       49
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,868
COMMITMENTS
     810      935      865    7,607    7,663    9,282    9,463      586      405

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -601)
    -257       27       70     -507     -772     -694     -675       93       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      9.5      8.8     77.1     77.7     94.1     95.9      5.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        4        4       22       24       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      173,657
COMMITMENTS
  57,776   27,064   11,212   71,706  111,927  140,694  150,203   32,963   23,454

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -15,896)
 -16,151    4,557   -3,105    7,346  -21,052  -11,910  -19,600   -3,986    3,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     15.6      6.5     41.3     64.5     81.0     86.5     19.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      65       31       37       68       59      153      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       17,367
COMMITMENTS
   5,496    3,361      233    7,164   12,712   12,893   16,306    4,474    1,061

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -466)
    -377      -58     -138      167     -300     -348     -496     -118       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     19.4      1.3     41.3     73.2     74.2     93.9     25.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      33       17        7       23       17       59       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      780,592
COMMITMENTS
 235,207  172,653   19,454  421,983  471,163  676,644  663,270  103,948  117,322

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     28,768)
  67,750      990     -546  -34,363   29,276   32,841   29,720   -4,073     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     22.1      2.5     54.1     60.4     86.7     85.0     13.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      38       52       13       79      124      126      181
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,566,935
COMMITMENTS
 153,064  266,245   19,455  1112265  970,063  1284784  1255763  282,151  311,172

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -82,988)
  -8,233   22,047     -867  -51,513 -104,007  -60,613  -82,827  -22,375     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8     17.0      1.2     71.0     61.9     82.0     80.1     18.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      30       49       17      104      120      142      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,323,971
COMMITMENTS
 399,551  105,209   14,678  704,268  956,388  1118497  1076275  205,474  247,696

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -12,600)
  16,248  -11,150   -1,648  -24,194    3,617   -9,594   -9,181   -3,006   -3,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      7.9      1.1     53.2     72.2     84.5     81.3     15.5     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      37       25       16       74      102      117      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      707,947
COMMITMENTS
  77,864   72,291  100,003  495,283  494,860  673,150  667,154   34,797   40,793

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -157)
 -11,543    7,474    1,666   11,739   -7,472    1,862    1,668   -2,019   -1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     10.2     14.1     70.0     69.9     95.1     94.2      4.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      22       28       34       65       69      105      118
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       32,752
COMMITMENTS
   7,428    2,708       21   21,685   25,047   29,133   27,775    3,619    4,977

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -29,405)
    -879     -279   -4,646  -18,723  -20,877  -24,247  -25,801   -5,158   -3,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      8.3      0.1     66.2     76.5     89.0     84.8     11.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        8        2       31       28       40       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,504
COMMITMENTS
  14,855    5,416       41   43,370   50,093   58,266   55,550    7,238    9,954

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -27,152)
  -3,876   -2,057     -962  -17,808  -20,671  -22,646  -23,690   -4,506   -3,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      8.3      0.1     66.2     76.5     89.0     84.8     11.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8        8        2       31       28       40       37
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       14,381
COMMITMENTS
   5,142    6,214    4,337    4,498    3,813   13,977   14,364      404       17

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,507)
     -88     -111    2,601       -3        0    2,510    2,490       -3       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     43.2     30.2     31.3     26.5     97.2     99.9      2.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      10       10        5        3        1       17       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,807
COMMITMENTS
   2,437      582        4    8,046   10,140   10,487   10,726      320       81

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         88)
    -572      -40        4      608      108       40       72       48       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      5.4      0.0     74.5     93.8     97.0     99.3      3.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        4        1        6       13       15       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/20/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       15,557
COMMITMENTS
   1,480      435        0   13,749   15,074   15,229   15,509      328       48

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -5,546)
    -226     -260        0   -5,405   -5,266   -5,631   -5,526       85      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.8      0.0     88.4     96.9     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        2        0        6       13       12       15
```

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Updated September 23, 2011