```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      445,142
COMMITMENTS
 157,905  102,336   59,514  191,697  232,820  409,116  394,670   36,026   50,472

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      2,023)
   8,006    6,007     -535   -5,316   -3,063    2,155    2,409     -132     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     23.0     13.4     43.1     52.3     91.9     88.7      8.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     134      104      114       80      118      276      283
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,178,391
COMMITMENTS
 430,977   82,874  114,251  495,467  772,568  1040695  969,693  137,696  208,698

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -31,666)
   6,421   -4,212   -7,128  -27,713  -18,609  -28,420  -29,949   -3,246   -1,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6      7.0      9.7     42.0     65.6     88.3     82.3     11.7     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      813)
     220      139      152      217      383      512      614
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,588
COMMITMENTS
   4,485      870       74    4,564    9,881    9,123   10,825    2,465      763

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        661)
     791      176       15     -307      535      499      726      162      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      7.5      0.6     39.4     85.3     78.7     93.4     21.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21        8        5       11       11       35       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      742,721
COMMITMENTS
 303,032   70,387   94,059  267,934  501,699  665,025  666,145   77,696   76,576

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        645)
   8,636      371   -3,738   -4,573    1,275      325   -2,092      320    2,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      9.5     12.7     36.1     67.5     89.5     89.7     10.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      631)
     252      131      176      150      211      488      446
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      337,865
COMMITMENTS
  90,380   48,659   43,981  159,126  220,256  293,487  312,896   44,378   24,969

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,672)
   6,566   -3,611   -5,875   -4,574   12,761   -3,883    3,275    5,555   -1,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     14.4     13.0     47.1     65.2     86.9     92.6     13.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      94       64       81       70       67      216      179
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      614,505
COMMITMENTS
  65,314   50,683    8,271  388,940  415,537  462,525  474,491  151,980  140,014

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -26,659)
   8,167  -10,593   -5,917  -17,579   -1,921  -15,329  -18,431  -11,330   -8,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      8.2      1.3     63.3     67.6     75.3     77.2     24.7     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      23       25        9       61       69       89       98
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      383,613
COMMITMENTS
  43,649   33,089    9,545  263,266  282,218  316,460  324,852   67,153   58,761

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,388)
     324    8,069   -1,029    8,937      140    8,232    7,180   -9,620   -8,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      8.6      2.5     68.6     73.6     82.5     84.7     17.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        7        5       38       41       48       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,246
COMMITMENTS
   1,983      190    2,645    5,999    8,139   10,627   10,974      619      272

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -735)
     -64      -12     -211     -463     -515     -738     -738        3        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      1.7     23.5     53.3     72.4     94.5     97.6      5.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        3        8       21       21       36       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      251,907
COMMITMENTS
  85,410   11,914   41,485   76,521  174,607  203,416  228,006   48,491   23,901

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -5,699)
    -352    1,157   -3,245   -2,152   -1,889   -5,749   -3,977       50   -1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      4.7     16.5     30.4     69.3     80.8     90.5     19.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      87       31       73       77       70      207      157
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,267
COMMITMENTS
   3,060    5,106      213    7,182    6,654   10,455   11,973    2,812    1,294

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,297)
    -310      688   -1,040      100   -1,038   -1,250   -1,390      -47       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     38.5      1.6     54.1     50.2     78.8     90.2     21.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      21       18        9       24        9       51       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,012,922
COMMITMENTS
 319,601  175,491   23,610  535,641  740,415  878,852  939,516  134,070   73,406

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     38,560)
  52,044   32,695   -8,015   -4,670   34,287   39,359   58,967     -799  -20,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     17.3      2.3     52.9     73.1     86.8     92.8     13.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      49       30       15       92       91      147      130
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,585,291
COMMITMENTS
 293,736  185,051   31,652  956,614  1087588  1282002  1304291  303,289  281,000

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -19,608)
  71,093   13,100  -19,686  -52,305   23,884     -898   17,298  -18,710  -36,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     11.7      2.0     60.3     68.6     80.9     82.3     19.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      37       50       23      101      131      151      191
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,264,148
COMMITMENTS
 276,658  135,672   18,049  721,157  864,145  1015864  1017866  248,284  246,282

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -32,065)
  46,440   31,032  -10,303  -65,113  -50,124  -28,976  -29,395   -3,089   -2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     10.7      1.4     57.0     68.4     80.4     80.5     19.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      39       29       18       72       90      120      128
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      413,277
COMMITMENTS
  12,481   52,418   62,660  314,002  263,786  389,143  378,864   24,134   34,413

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -69,861)
 -19,780   -9,962      103  -44,820  -58,225  -64,497  -68,084   -5,364   -1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     12.7     15.2     76.0     63.8     94.2     91.7      5.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       21       26       40       41       68       73
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,223
COMMITMENTS
  18,913    6,026      744   28,104   44,347   47,760   51,117    8,463    5,107

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,653)
  -3,130      939      128    1,044   -3,757   -1,959   -2,690     -695       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     10.7      1.3     50.0     78.9     84.9     90.9     15.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       11        4       32       25       64       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,446
COMMITMENTS
  37,825   12,052    1,487   56,208   88,694   95,520  102,233   16,926   10,213

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -5,306)
  -6,259    1,878      255    2,087   -7,513   -3,917   -5,380   -1,389       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     10.7      1.3     50.0     78.9     84.9     90.9     15.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       11        4       32       25       64       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,614
COMMITMENTS
   6,222    6,614      954    1,293    1,041    8,469    8,609      145        5

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        182)
     182      185        0        0       -3      182      182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.2     76.8     11.1     15.0     12.1     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        3        1        2       12       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,736
COMMITMENTS
   1,225    4,841       33   10,232    6,796   11,490   11,670      246       66

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,117)
     -16    1,047       26    1,117       44    1,127    1,117      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     41.2      0.3     87.2     57.9     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        8        2        6        9       15       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/04/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,645
COMMITMENTS
   1,792    2,818      323   12,336   11,480   14,451   14,621      194       24

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        121)
     -96     -159      222       44      175      170      238      -49     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     19.2      2.2     84.2     78.4     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        2        4       15       10       23
```

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Updated September 4, 2012