```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 25, 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  :   451,415:   164,205    104,926     63,169    188,203    230,687    415,577    398,782:    35,838     52,633
Old  :   350,441:   136,475     98,056     24,514    160,657    190,308    321,646    312,878:    28,795     37,563
Other:   100,974:    41,098     20,238     25,287     27,546     40,379     93,931     85,904:     7,043     15,070
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -1,057:       179     -3,172        877     -1,600        828       -544     -1,467:      -513        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       23.2       14.0       41.7       51.1       92.1       88.3:       7.9       11.7
Old  :     100.0:      38.9       28.0        7.0       45.8       54.3       91.8       89.3:       8.2       10.7
Other:     100.0:      40.7       20.0       25.0       27.3       40.0       93.0       85.1:       7.0       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       139        106        115         91        117        297        281:
Old  :       373:       136        106         86         73        105        260        251:
Other:       223:        50         58         35         48        100        122        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       18.3       30.1       27.3       17.4       14.9       28.8       22.6
Old  :                 21.6       18.7       35.1       27.9       21.1       18.2       34.0       27.1
Other:                 35.2       24.7       51.1       35.9       26.1       10.4       36.8       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 25, 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  : 1,172,897:   406,467     89,434    135,184    497,212    727,704  1,038,863    952,322:   134,034    220,575
Old  : 1,067,083:   377,680    108,786    106,195    459,847    656,416    943,722    871,397:   123,361    195,686
Other:   105,814:    56,231      8,092      1,545     37,365     71,288     95,141     80,925:    10,673     24,889
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -2,350:   -15,844     -5,990      7,929      5,720     -9,688     -2,195     -7,749:      -155      5,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        7.6       11.5       42.4       62.0       88.6       81.2:      11.4       18.8
Old  :     100.0:      35.4       10.2       10.0       43.1       61.5       88.4       81.7:      11.6       18.3
Other:     100.0:      53.1        7.6        1.5       35.3       67.4       89.9       76.5:      10.1       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       208        141        154        212        366        499        594:
Old  :       772:       200        143        146        199        359        479        584:
Other:       410:        49         59         14         61        264        116        334:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       10.1       23.0       17.0       11.7        9.5       20.2       14.5
Old  :                 13.6       10.0       23.9       16.7       12.8       10.0       22.8       15.6
Other:                 45.1       29.7       54.9       35.4       45.1       29.7       54.9       34.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 25, 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  :    11,232:     3,529        837         45      5,267      9,651      8,841     10,533:     2,391        699
Old  :    11,180:     3,532        837         40      5,229      9,616      8,801     10,493:     2,379        687
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       -46:      -193        130        -12        330       -200        125        -82:      -171         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        7.5        0.4       46.9       85.9       78.7       93.8:      21.3        6.2
Old  :     100.0:      31.6        7.5        0.4       46.8       86.0       78.7       93.9:      21.3        6.1
Other:     100.0:       3.8        9.6        0.0       73.1       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        19          6          4         14         10         34         19:
Old  :        42:        19          6          4         13         10         33         19:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       71.9       54.1       87.3       31.2       64.2       48.8       79.6
Old  :                 34.6       72.3       54.2       87.7       31.2       64.6       48.8       80.0
Other:                 73.1       76.9       76.9       76.9       63.5       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 25, 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  :   725,029:   269,448     51,762     95,696    289,627    496,003    654,771    643,461:    70,258     81,568
Old  :   685,708:   256,520     56,277     84,330    279,381    468,624    620,231    609,231:    65,477     76,477
Other:    39,321:    23,642      6,199        652     10,246     27,379     34,540     34,230:     4,781      5,091
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -5,092:   -19,346    -19,995      6,541      8,823      8,317     -3,982     -5,137:    -1,110         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        7.1       13.2       39.9       68.4       90.3       88.7:       9.7       11.3
Old  :     100.0:      37.4        8.2       12.3       40.7       68.3       90.5       88.8:       9.5       11.2
Other:     100.0:      60.1       15.8        1.7       26.1       69.6       87.8       87.1:      12.2       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       613:       236        123        195        162        206        483        459:
Old  :       608:       228        136        184        155        202        467        450:
Other:       252:        55         51         14         40        120        104        178:
     :----------------------------------------------------------------------------------------------------
     :             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       18.8       23.4       28.9       11.1       16.4       18.6       23.1
Old  :                 15.6       18.7       23.6       28.7       14.1       17.1       21.8       24.1
Other:                 36.7       55.9       49.3       63.0       36.7       55.9       49.3       62.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 25, 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  :   292,609:    65,791     44,899     37,095    154,470    183,681    257,356    265,675:    35,253     26,934
Old  :   280,687:    67,873     46,849     31,156    148,567    176,566    247,596    254,571:    33,091     26,116
Other:    11,922:     2,241      2,373      1,616      5,903      7,115      9,760     11,104:     2,162        818
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -17,927:   -15,531     -4,650      3,821      1,666    -16,482    -10,044    -17,311:    -7,883       -616
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       15.3       12.7       52.8       62.8       88.0       90.8:      12.0        9.2
Old  :     100.0:      24.2       16.7       11.1       52.9       62.9       88.2       90.7:      11.8        9.3
Other:     100.0:      18.8       19.9       13.6       49.5       59.7       81.9       93.1:      18.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        81         60         85         73         67        207        185:
Old  :       261:        84         64         84         73         67        206        185:
Other:        45:        10          7         12         21         10         38         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       28.1       25.1       37.7       12.7       23.3       22.4       31.4
Old  :                 14.2       28.7       25.5       38.1       13.1       23.8       23.0       32.2
Other:                 31.0       56.2       48.7       74.4       29.1       56.2       44.8       68.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 25, 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  :   561,389:    41,732     58,606      4,535    377,243    357,073    423,510    420,214:   137,879    141,175
Old  :   561,389:    41,732     58,606      4,535    377,243    357,073    423,510    420,214:   137,879    141,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :     2,940:    -4,075     12,727     -3,363     12,378       -379      4,940      8,985:    -2,000     -6,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       10.4        0.8       67.2       63.6       75.4       74.9:      24.6       25.1
Old  :     100.0:       7.4       10.4        0.8       67.2       63.6       75.4       74.9:      24.6       25.1
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  :       145:        25         29          6         63         66         93         96:
Old  :       145:        25         29          6         63         66         93         96:
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  :                 23.1       16.2       32.6       27.9       16.4       16.1       24.1       24.2
Old  :                 23.1       16.2       32.6       27.9       16.4       16.1       24.1       24.2
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 - Futures Only, September 25, 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  :   359,072:    41,907     30,833      1,710    252,673    267,842    296,290    300,385:    62,782     58,687
Old  :   359,072:    41,907     30,833      1,710    252,673    267,842    296,290    300,385:    62,782     58,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -2,613:        94     -3,457       -814      2,855      3,098      2,135     -1,173:    -4,748     -1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        8.6        0.5       70.4       74.6       82.5       83.7:      17.5       16.3
Old  :     100.0:      11.7        8.6        0.5       70.4       74.6       82.5       83.7:      17.5       16.3
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  :        66:         6          6          4         35         38         43         46:
Old  :        66:         6          6          4         35         38         43         46:
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  :                 36.3       39.0       51.7       50.7       35.0       38.3       45.6       48.6
Old  :                 36.3       39.0       51.7       50.7       35.0       38.3       45.6       48.6
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 - Futures Only, September 25, 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  :    10,522:     2,451        448      2,085      5,622      7,710     10,158     10,243:       364        279
Old  :    10,522:     2,451        448      2,085      5,622      7,710     10,158     10,243:       364        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :      -677:      -138        121        -93       -202       -664       -433       -636:      -244        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        4.3       19.8       53.4       73.3       96.5       97.3:       3.5        2.7
Old  :     100.0:      23.3        4.3       19.8       53.4       73.3       96.5       97.3:       3.5        2.7
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  :        40:         8          5          6         22         23         35         30:
Old  :        40:         8          5          6         22         23         35         30:
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  :                 56.6       52.8       73.7       73.2       22.3       21.4       28.5       28.8
Old  :                 56.6       52.8       73.7       73.2       22.3       21.4       28.5       28.8
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 - Futures Only, September 25, 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  :   223,005:    66,668     15,820     29,947     85,667    154,483    182,282    200,250:    40,723     22,755
Old  :   212,404:    64,404     15,367     26,665     81,587    148,257    172,656    190,289:    39,748     22,115
Other:    10,601:     3,060      1,249      2,486      4,080      6,226      9,626      9,961:       975        640
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -16,564:    -8,319      1,835     -6,645      3,396    -11,612    -11,568    -16,422:    -4,996       -142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        7.1       13.4       38.4       69.3       81.7       89.8:      18.3       10.2
Old  :     100.0:      30.3        7.2       12.6       38.4       69.8       81.3       89.6:      18.7       10.4
Other:     100.0:      28.9       11.8       23.5       38.5       58.7       90.8       94.0:       9.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       215:        72         29         54         83         72        186        140:
Old  :       214:        74         30         54         83         72        185        140:
Other:        45:         9          8          3         26         10         36         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       33.9       19.8       45.9        9.4       28.1       16.4       37.4
Old  :                 11.3       33.8       20.1       45.4        9.9       28.1       17.2       37.9
Other:                 46.0       59.3       64.1       77.7       34.3       41.9       47.8       55.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 25, 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  :    14,308:     3,089      5,962        232      7,804      6,540     11,125     12,734:     3,183      1,574
Old  :    14,303:     3,092      5,962        229      7,801      6,540     11,122     12,731:     3,181      1,572
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       269:        26        176         97         85         37        208        310:        61        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       41.7        1.6       54.5       45.7       77.8       89.0:      22.2       11.0
Old  :     100.0:      21.6       41.7        1.6       54.5       45.7       77.8       89.0:      22.2       11.0
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        24         21          6         23          8         47         35:
Old  :        69:        24         21          6         23          8         47         35:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       44.7       50.6       59.5       36.2       43.9       50.4       58.7
Old  :                 36.2       44.7       50.6       59.5       36.2       43.9       50.4       58.7
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 25, 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  :   960,648:   315,324    220,981     12,194    497,352    643,473    824,870    876,648:   135,778     84,000
Old  :   960,648:   315,324    220,981     12,194    497,352    643,473    824,870    876,648:   135,778     84,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    11,890:    13,043     36,254    -11,398      1,085    -21,259      2,730      3,597:     9,160      8,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       23.0        1.3       51.8       67.0       85.9       91.3:      14.1        8.7
Old  :     100.0:      32.8       23.0        1.3       51.8       67.0       85.9       91.3:      14.1        8.7
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  :       210:        46         34         11         91         90        142        130:
Old  :       210:        46         34         11         91         90        142        130:
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  :                 18.5       32.2       29.0       44.3       18.2       31.2       27.0       42.3
Old  :                 18.5       32.2       29.0       44.3       18.2       31.2       27.0       42.3
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 - Futures Only, September 25, 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  : 1,606,021:   244,601    161,075     34,618  1,029,956  1,123,984  1,309,175  1,319,677:   296,846    286,344
Old  : 1,606,021:   244,601    161,075     34,618  1,029,956  1,123,984  1,309,175  1,319,677:   296,846    286,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    12,486:   -52,378    -13,468      1,281     50,463     21,132       -634      8,945:    13,120      3,541
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       10.0        2.2       64.1       70.0       81.5       82.2:      18.5       17.8
Old  :     100.0:      15.2       10.0        2.2       64.1       70.0       81.5       82.2:      18.5       17.8
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  :       255:        51         42         26        108        123        176        174:
Old  :       255:        51         42         26        108        123        176        174:
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  :                 23.5       30.8       34.4       38.2       23.0       25.2       31.3       31.7
Old  :                 23.5       30.8       34.4       38.2       23.0       25.2       31.3       31.7
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 - Futures Only, September 25, 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  : 1,440,242:   263,273    160,405     10,352    916,309  1,039,497  1,189,934  1,210,254:   250,308    229,988
Old  : 1,440,242:   263,273    160,405     10,352    916,309  1,039,497  1,189,934  1,210,254:   250,308    229,988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   143,559:   -21,932     39,135        773    165,552    107,890    144,393    147,798:      -834     -4,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       11.1        0.7       63.6       72.2       82.6       84.0:      17.4       16.0
Old  :     100.0:      18.3       11.1        0.7       63.6       72.2       82.6       84.0:      17.4       16.0
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  :       183:        35         28         13         72         96        114        130:
Old  :       183:        35         28         13         72         96        114        130:
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  :                 22.2       28.7       35.4       39.8       22.1       28.4       35.0       38.6
Old  :                 22.2       28.7       35.4       39.8       22.1       28.4       35.0       38.6
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 - Futures Only, September 25, 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  :   437,583:    23,488     45,668     63,173    324,509    289,770    411,170    398,611:    26,413     38,972
Old  :   437,583:    23,488     45,668     63,173    324,509    289,770    411,170    398,611:    26,413     38,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :     7,611:     4,152        481      2,865      3,954      4,551     10,971      7,897:    -3,360       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       10.4       14.4       74.2       66.2       94.0       91.1:       6.0        8.9
Old  :     100.0:       5.4       10.4       14.4       74.2       66.2       94.0       91.1:       6.0        8.9
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  :        80:        16         17         25         39         42         65         74:
Old  :        80:        16         17         25         39         42         65         74:
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  :                 42.2       31.3       51.9       49.5       32.9       26.4       38.8       34.0
Old  :                 42.2       31.3       51.9       49.5       32.9       26.4       38.8       34.0
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 - Futures Only, September 25, 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  :    60,437:    27,727      6,551        388     23,867     48,904     51,981     55,842:     8,456      4,595
Old  :    60,437:    27,727      6,551        388     23,867     48,904     51,981     55,842:     8,456      4,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -15,419:     2,226        579     -1,244    -15,283    -12,495    -14,301    -13,160:    -1,118     -2,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       10.8        0.6       39.5       80.9       86.0       92.4:      14.0        7.6
Old  :     100.0:      45.9       10.8        0.6       39.5       80.9       86.0       92.4:      14.0        7.6
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:        33         14          4         31         27         65         44:
Old  :       100:        33         14          4         31         27         65         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  :                 25.6       43.3       40.9       60.5       25.1       43.3       40.0       60.5
Old  :                 25.6       43.3       40.9       60.5       25.1       43.3       40.0       60.5
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 - Futures Only, September 25, 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  :   120,873:    55,453     13,101        775     47,733     97,808    103,961    111,684:    16,912      9,189
Old  :   120,873:    55,453     13,101        775     47,733     97,808    103,961    111,684:    16,912      9,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -30,837:     4,452      1,157     -2,487    -30,566    -24,990    -28,601    -26,320:    -2,236     -4,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9       10.8        0.6       39.5       80.9       86.0       92.4:      14.0        7.6
Old  :     100.0:      45.9       10.8        0.6       39.5       80.9       86.0       92.4:      14.0        7.6
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:        33         14          4         31         27         65         44:
Old  :       100:        33         14          4         31         27         65         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  :                 25.6       43.3       40.9       60.5       25.1       43.3       40.0       60.5
Old  :                 25.6       43.3       40.9       60.5       25.1       43.3       40.0       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 25, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,318:     5,720      6,755      1,024      1,378        537      8,122      8,316:       196          2
Old  :     8,318:     5,720      6,755      1,024      1,378        537      8,122      8,316:       196          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -5,867:    -2,505       -569     -3,378         -1     -1,916     -5,884     -5,863:        17         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       81.2       12.3       16.6        6.5       97.6      100.0:       2.4        0.0
Old  :     100.0:      68.8       81.2       12.3       16.6        6.5       97.6      100.0:       2.4        0.0
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  :        23:        12          8          3          1          2         15         11:
Old  :        23:        12          8          3          1          2         15         11:
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  :                 66.0       77.1       89.0       96.8       66.0       69.8       80.5       86.4
Old  :                 66.0       77.1       89.0       96.8       66.0       69.8       80.5       86.4
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 - Futures Only, September 25, 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  :    10,785:     1,131      5,547          5      9,479      5,185     10,615     10,737:       170         48
Old  :    10,785:     1,131      5,547          5      9,479      5,185     10,615     10,737:       170         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       359:       123      2,092          0        237     -1,715        360        377:        -1        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       51.4        0.0       87.9       48.1       98.4       99.6:       1.6        0.4
Old  :     100.0:      10.5       51.4        0.0       87.9       48.1       98.4       99.6:       1.6        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  :        28:         6          8          1          6          9         13         17:
Old  :        28:         6          8          1          6          9         13         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  :                 86.4       75.9       96.1       91.4       86.4       75.8       96.1       91.3
Old  :                 86.4       75.9       96.1       91.4       86.4       75.8       96.1       91.3
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 - Futures Only, September 25, 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  :    13,546:     1,668      1,401          0     11,616     12,088     13,284     13,489:       262         57
Old  :    13,546:     1,668      1,401          0     11,616     12,088     13,284     13,489:       262         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       131:        20       -690          0         27        812         47        122:        84          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.3        0.0       85.8       89.2       98.1       99.6:       1.9        0.4
Old  :     100.0:      12.3       10.3        0.0       85.8       89.2       98.1       99.6:       1.9        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  :        28:         5          6          0          4         14          9         20:
Old  :        28:         5          6          0          4         14          9         20:
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  :                 93.7       69.7       97.8       86.3       93.7       69.7       97.8       86.3
Old  :                 93.7       69.7       97.8       86.3       93.7       69.7       97.8       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 28, 2012