```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      465,001
COMMITMENTS
 150,651  107,664   78,781  196,396  229,881  425,828  416,326   39,173   48,675

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        267)
  -2,423    3,722    3,656   -3,144   -6,876   -1,911      502    2,178     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     23.2     16.9     42.2     49.4     91.6     89.5      8.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     134      117      131       93      117      307      301
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,279,243
COMMITMENTS
 411,922  103,291  188,039  530,750  757,263  1130711  1048593  148,532  230,650

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        282)
 -21,081    3,947   11,259    8,405  -15,606   -1,417     -400    1,699      682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      8.1     14.7     41.5     59.2     88.4     82.0     11.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      767)
     202      143      193      243      352      547      611
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,763
COMMITMENTS
   3,628      585       29    6,328   10,740    9,985   11,354    2,778    1,409

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        438)
      26       30      -35      124      312      115      307      323      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      4.6      0.2     49.6     84.1     78.2     89.0     21.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        8        7       15       11       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      639,789
COMMITMENTS
 223,530   40,861   88,716  262,039  434,980  574,285  564,557   65,504   75,232

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -66,684)
 -35,469  -13,514   -9,076  -17,843  -37,686  -62,388  -60,276   -4,296   -6,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      6.4     13.9     41.0     68.0     89.8     88.2     10.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
     182       99      162      143      175      409      381
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      327,746
COMMITMENTS
  56,145   78,083   60,392  177,061  153,107  293,598  291,582   34,148   36,164

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,503)
   1,291    8,664   -9,452    4,422   -1,697   -3,739   -2,485    1,236      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     23.8     18.4     54.0     46.7     89.6     89.0     10.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      71       79      111       82       68      222      227
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      549,851
COMMITMENTS
  35,646   50,966    5,308  365,122  353,241  406,076  409,515  143,775  140,336

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      6,349)
    -775   -9,290      179   -3,116    6,023   -3,712   -3,088   10,061    9,437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      9.3      1.0     66.4     64.2     73.9     74.5     26.1     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      19       37       13       67       68       97      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      354,041
COMMITMENTS
  23,098   31,159    7,133  254,915  263,125  285,146  301,417   68,895   52,624

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -13,961)
 -13,979      538      563     -856  -12,131  -14,272  -11,030      311   -2,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      8.8      2.0     72.0     74.3     80.5     85.1     19.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        6        5       32       38       42       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,970
COMMITMENTS
   3,960      628    1,898    4,576    8,220   10,434   10,746      536      224

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        783)
     407      128       94      260      571      761      793       22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1      5.7     17.3     41.7     74.9     95.1     98.0      4.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        4        6       18       22       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      221,538
COMMITMENTS
  76,019   18,183   21,257   80,322  161,387  177,598  200,827   43,940   20,711

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     10,264)
   8,426    2,984     -500      810    7,670    8,736   10,154    1,528      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      8.2      9.6     36.3     72.8     80.2     90.7     19.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      72       25       43       78       71      168      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,527
COMMITMENTS
   2,551    4,943      406    8,253    7,275   11,210   12,624    3,317    1,903

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:       -449)
    -277     -394      -65     -119     -158     -461     -617       12      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     34.0      2.8     56.8     50.1     77.2     86.9     22.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16       18        5       26       11       45       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      952,256
COMMITMENTS
 247,803  251,048   10,666  576,971  592,564  835,440  854,278  116,816   97,978

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -28,891)
  -3,224   -5,525   -2,305   10,708    7,640    5,179     -190  -34,070  -28,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     26.4      1.1     60.6     62.2     87.7     89.7     12.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      39       42       18      102       86      151      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,702,252
COMMITMENTS
 356,950  187,494   50,451  1031419  1149338  1438820  1387283  263,432  314,969

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:      8,119)
  89,532     -628   12,359  -79,433  -24,506   22,458  -12,775  -14,339   20,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     11.0      3.0     60.6     67.5     84.5     81.5     15.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      44       54       34      113      124      179      191
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,337,485
COMMITMENTS
 215,618  159,476   11,509  883,370  916,706  1110497  1087691  226,988  249,794

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:    -21,040)
 -12,761   14,323   -5,324  -12,501  -25,608  -30,586  -16,609    9,546   -4,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     11.9      0.9     66.0     68.5     83.0     81.3     17.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      30       40       15       81       89      120      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      418,586
COMMITMENTS
  33,513   47,784   55,550  308,895  282,150  397,958  385,484   20,628   33,102

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     30,811)
  22,828     -275    1,354    8,961   34,485   33,143   35,564   -2,332   -4,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     11.4     13.3     73.8     67.4     95.1     92.1      4.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       14       24       39       38       64       69
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,837
COMMITMENTS
  16,472    8,687    1,090   27,849   39,967   45,411   49,744    8,427    4,094

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,329)
  -2,250      748      572      217   -2,680   -1,462   -1,361      134       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     16.1      2.0     51.7     74.2     84.3     92.4     15.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        7       35       22       72       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,674
COMMITMENTS
  32,943   17,374    2,180   55,698   79,933   90,821   99,487   16,853    8,187

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -2,657)
  -4,500    1,495    1,143      433   -5,359   -2,924   -2,721      267       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     16.1      2.0     51.7     74.2     84.3     92.4     15.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      33       15        7       35       22       72       40
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        6,756
COMMITMENTS
   4,306    5,721    1,031    1,262        0    6,599    6,752      157        4

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:     -1,693)
  -1,810   -1,355      -21      128     -316   -1,703   -1,692       10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7     84.7     15.3     18.7      0.0     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        8        3        2        0       16        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,000
COMMITMENTS
   2,207    5,166        1    9,612    6,789   11,820   11,956      180       44

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        370)
     187       91        0      179      296      366      387        4      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     43.1      0.0     80.1     56.6     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        6        1        5        9       13       15
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/30/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,969
COMMITMENTS
   1,781    1,802        0   11,900   12,112   13,681   13,914      288       55

CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST:        275)
     126      214        0      142       37      268      251        7       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     12.9      0.0     85.2     86.7     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        5        0        4       14       11       19
```

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Updated November 2, 2012