```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      508,587
COMMITMENTS
  71,709  110,096  127,660  270,355  209,515  469,724  447,272   38,863   61,316

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     17,798)
    -656   12,282    8,243    7,786   -5,045   15,373   15,480    2,425    2,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     21.6     25.1     53.2     41.2     92.4     87.9      7.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     114      156      173      101      118      321      356
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,892,130
COMMITMENTS
 366,240   79,615  602,791  738,476  929,113  1707507  1611519  184,624  280,611

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -13,132)
 -50,178  -11,201    7,577   32,916   -5,000   -9,685   -8,624   -3,447   -4,508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      4.2     31.9     39.0     49.1     90.2     85.2      9.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      882)
     273      166      292      265      395      658      747
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       15,668
COMMITMENTS
   2,521    1,364    1,695    8,511   11,132   12,727   14,192    2,941    1,476

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:         -6)
    -187      173      109       49     -395      -29     -113       23      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.7     10.8     54.3     71.1     81.2     90.6     18.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15        9        6       15       12       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      812,514
COMMITMENTS
 155,482   38,744  246,523  347,473  445,515  749,477  730,782   63,036   81,732

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -24,040)
 -48,540   -4,386     -967   32,290  -22,077  -17,217  -27,430   -6,822    3,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      4.8     30.3     42.8     54.8     92.2     89.9      7.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      591)
     210      145      247      129      206      460      495
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      334,341
COMMITMENTS
  70,240   40,542   60,290  173,348  207,365  303,878  308,196   30,463   26,145

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     -4,644)
  -5,999    6,915   -2,543    7,319  -11,505   -1,223   -7,132   -3,421    2,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0     12.1     18.0     51.8     62.0     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      89       63       81       72       74      204      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      831,895
COMMITMENTS
  66,805   94,427  106,933  501,597  495,132  675,334  696,492  156,561  135,403

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     24,837)
   9,625      199    8,931   13,678   23,424   32,234   32,554   -7,397   -7,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     11.4     12.9     60.3     59.5     81.2     83.7     18.8     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      27       39       44       78       82      133      137
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      382,748
COMMITMENTS
  52,670   45,477    3,154  259,567  290,162  315,392  338,793   67,357   43,956

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -18,368)
  -1,910    1,134   -4,726  -11,374  -13,534  -18,010  -17,126     -359   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     11.9      0.8     67.8     75.8     82.4     88.5     17.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       6        8        3       43       41       51       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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:      199,938
COMMITMENTS
  51,900   26,363   30,205   82,988  118,645  165,092  175,212   34,846   24,726

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -15,439)
 -17,506    5,685   -3,056    9,523  -21,872  -11,040  -19,243   -4,400    3,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     13.2     15.1     41.5     59.3     82.6     87.6     17.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      63       35       44       70       66      158      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       18,711
COMMITMENTS
   5,298    3,418    1,069    7,674   13,096   14,041   17,583    4,670    1,128

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -551)
    -611       12     -109      356     -479     -365     -576     -186       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     18.3      5.7     41.0     70.0     75.0     94.0     25.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      35       21       12       29       20       71       46
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      830,153
COMMITMENTS
 240,075  166,086   46,505  437,606  497,812  724,186  710,403  105,967  119,750

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     32,674)
  68,717   -1,120   -2,177  -30,335   35,917   36,204   32,620   -3,530       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     20.0      5.6     52.7     60.0     87.2     85.6     12.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      41       50       24       83      127      141      185
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    1,907,366
COMMITMENTS
 144,222  245,036  201,850  1253539  1127539  1599611  1574425  307,754  332,940

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -52,183)
  -6,633   15,937   22,197  -46,701  -89,212  -31,137  -51,078  -21,047   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     12.8     10.6     65.7     59.1     83.9     82.5     16.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      41       41       53      124      137      185      211
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,457,186
COMMITMENTS
 396,821  105,052   90,474  755,859  1003712  1243154  1199238  214,032  257,949

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      5,245)
  12,602  -10,374   13,273  -19,275    5,721    6,600    8,620   -1,355   -3,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2      7.2      6.2     51.9     68.9     85.3     82.3     14.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       23       35       83      113      133      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      952,287
COMMITMENTS
  61,729   63,875  318,487  532,519  525,946  912,734  908,308   39,552   43,979

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      2,291)
 -16,701      728    9,228   11,493   -5,462    4,020    4,495   -1,729   -2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      6.7     33.4     55.9     55.2     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      26       34       44       71       75      123      130
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       34,318
COMMITMENTS
   7,554    2,912      414   22,605   25,912   30,573   29,237    3,746    5,081

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -30,332)
    -749      -84   -5,126  -19,133  -21,439  -25,009  -26,650   -5,324   -3,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      8.5      1.2     65.9     75.5     89.1     85.2     10.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        9        5       33       30       44       41
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       68,636
COMMITMENTS
  15,108    5,823      828   45,209   51,824   61,145   58,475    7,491   10,162

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:    -28,858)
  -3,619   -1,660   -1,923  -18,628  -21,796  -24,169  -25,379   -4,689   -3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0      8.5      1.2     65.9     75.5     89.1     85.2     10.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       8        9        5       33       30       44       41
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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