```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      466,690
COMMITMENTS
 151,399  105,636   73,999  198,685  237,206  424,083  416,841   42,607   49,849

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      1,689)
     748   -2,028   -4,782    2,289    7,325   -1,745      515    3,434    1,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     22.6     15.9     42.6     50.8     90.9     89.3      9.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     149      113      128       89      112      315      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,286,309
COMMITMENTS
 411,787  106,979  180,440  546,263  769,135  1138490  1056554  147,819  229,755

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      7,066)
    -135    3,688   -7,599   15,513   11,872    7,779    7,961     -713     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      8.3     14.0     42.5     59.8     88.5     82.1     11.5     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      781)
     209      142      202      249      362      559      628
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,892
COMMITMENTS
   2,322      481      155    6,860    9,935    9,337   10,571    2,555    1,321

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -871)
  -1,306     -104      126      532     -805     -648     -783     -223      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      4.0      1.3     57.7     83.5     78.5     88.9     21.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16        6        9       14       11       34       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      620,361
COMMITMENTS
 220,529   43,252   86,194  250,466  422,457  557,189  551,903   63,172   68,458

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -19,428)
  -3,001    2,391   -2,522  -11,573  -12,523  -17,096  -12,654   -2,332   -6,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      7.0     13.9     40.4     68.1     89.8     89.0     10.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     176      104      156      134      174      383      382
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      364,993
COMMITMENTS
  57,689   92,339   79,213  194,057  156,690  330,959  328,242   34,034   36,751

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     37,247)
   1,544   14,256   18,821   16,996    3,583   37,361   36,660     -114      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     25.3     21.7     53.2     42.9     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      68       95      132       80       68      239      254
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      555,028
COMMITMENTS
  37,486   60,140    5,185  377,374  350,993  420,045  416,318  134,983  138,710

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      5,177)
   1,840    9,174     -123   12,252   -2,248   13,969    6,803   -8,792   -1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     10.8      0.9     68.0     63.2     75.7     75.0     24.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      19       39       19       68       73      101      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      346,068
COMMITMENTS
  18,692   38,494    2,196  255,894  252,930  276,782  293,620   69,286   52,448

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,973)
  -4,406    7,335   -4,937      979  -10,195   -8,364   -7,797      391     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     11.1      0.6     73.9     73.1     80.0     84.8     20.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        7        5       33       36       43       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,058
COMMITMENTS
   3,956      423    1,883    4,608    8,367   10,447   10,673      611      385

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         88)
      -4     -205      -15       32      147       13      -73       75      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      3.8     17.0     41.7     75.7     94.5     96.5      5.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        4       18       19       28       24
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      222,845
COMMITMENTS
  73,968   20,905   25,513   77,015  154,547  176,496  200,965   46,349   21,880

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:      1,307)
  -2,051    2,722    4,256   -3,307   -6,840   -1,102      138    2,409    1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      9.4     11.4     34.6     69.4     79.2     90.2     20.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      65       34       51       77       68      170      136
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,799
COMMITMENTS
   2,714    4,977      112    7,820    6,869   10,646   11,958    3,153    1,841

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -728)
     163       34     -294     -433     -406     -564     -666     -164      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     36.1      0.8     56.7     49.8     77.2     86.7     22.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18       15        3       25        9       43       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      963,711
COMMITMENTS
 255,582  251,437   15,585  571,808  603,195  842,975  870,217  120,736   93,494

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     11,455)
   7,779      389    4,919   -5,163   10,631    7,535   15,939    3,920   -4,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     26.1      1.6     59.3     62.6     87.5     90.3     12.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       40       20       99       86      155      135
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,694,764
COMMITMENTS
 319,557  209,200   47,970  1069319  1120048  1436846  1377218  257,918  317,546

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -7,488)
 -37,393   21,706   -2,481   37,900  -29,290   -1,974  -10,065   -5,514    2,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     12.3      2.8     63.1     66.1     84.8     81.3     15.2     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      43       62       38      114      128      183      202
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,347,859
COMMITMENTS
 223,187  150,329   12,707  898,450  924,449  1134344  1087485  213,515  260,374

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     10,374)
   7,569   -9,147    1,198   15,080    7,743   23,847     -206  -13,473   10,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     11.2      0.9     66.7     68.6     84.2     80.7     15.8     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      32       34       15       85       98      125      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      360,034
COMMITMENTS
  14,944   49,053   52,280  271,518  224,861  338,742  326,194   21,292   33,840

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:    -58,552)
 -18,569    1,269   -3,270  -37,377  -57,289  -59,216  -59,290      664      738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     13.6     14.5     75.4     62.5     94.1     90.6      5.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       14       20       38       37       59       63
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,112
COMMITMENTS
  14,735    6,462    1,859   26,955   38,500   43,549   46,820    7,564    4,293

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -2,725)
  -1,737   -2,226      769     -894   -1,467   -1,862   -2,924     -863      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     12.6      3.6     52.7     75.3     85.2     91.6     14.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       14        6       36       27       65       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,224
COMMITMENTS
  29,470   12,923    3,717   53,910   76,999   87,097   93,639   15,127    8,585

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:     -5,450)
  -3,473   -4,451    1,537   -1,788   -2,934   -3,724   -5,848   -1,726      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     12.6      3.6     52.7     75.3     85.2     91.6     14.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      26       14        6       36       27       65       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        7,150
COMMITMENTS
   4,887    6,138      994    1,143        0    7,024    7,132      126       18

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:        394)
     581      417      -37     -119        0      425      380      -31       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     85.8     13.9     16.0      0.0     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        7        3        2        0       15        8
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,529
COMMITMENTS
   1,254    4,223        1   10,055    7,265   11,310   11,489      219       40

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:       -471)
    -953     -943        0      443      476     -510     -467       39       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     36.6      0.0     87.2     63.0     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        7        1        5       12       14       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 11/06/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,020
COMMITMENTS
   1,450    2,276        0   12,331   11,690   13,781   13,966      239       54

CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST:         51)
    -331      474        0      431     -422      100       52      -49       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     16.2      0.0     88.0     83.4     98.3     99.6      1.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        7        0        4       15       10       22
```

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Updated November 9, 2012