```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      606,751
COMMITMENTS
 140,715   96,311  178,273  247,035  279,391  566,024  553,975   40,727   52,776

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      1,407)
   7,866     -420     -872   -4,578    5,154    2,416    3,862   -1,009   -2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     15.9     29.4     40.7     46.0     93.3     91.3      6.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      442)
     160      128      178      107      135      356      365
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,935,194
COMMITMENTS
 396,666   60,569  672,006  684,379  927,371  1753052  1659946  182,142  275,248

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     38,178)
  23,994   -3,780   20,467   -8,718   22,788   35,744   39,475    2,435   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.1     34.7     35.4     47.9     90.6     85.8      9.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      859)
     265      153      300      288      395      670      748
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,314
COMMITMENTS
   3,576      308      664    6,563   10,977   10,803   11,949    2,511    1,365

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        604)
     444     -189       56      -31      495      470      363      134      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      2.3      5.0     49.3     82.4     81.1     89.7     18.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        9       10       15       12       39       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,103,335
COMMITMENTS
 221,868   35,225  423,301  378,096  553,933  1023265  1012459   80,070   90,877

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -22,927)
   5,536    1,341  -11,712  -21,120  -12,374  -27,296  -22,745    4,369     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      3.2     38.4     34.3     50.2     92.7     91.8      7.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      631)
     225      178      289      176      196      546      536
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      393,432
COMMITMENTS
  49,222   69,414  110,213  199,760  176,788  359,195  356,415   34,237   37,018

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -5,922)
  -1,122    2,008   -1,886   -2,055   -4,673   -5,063   -4,551     -859   -1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     17.6     28.0     50.8     44.9     91.3     90.6      8.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      62       92      135       90       82      247      260
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      663,906
COMMITMENTS
  34,396   53,189   65,826  414,954  395,203  515,177  514,218  148,729  149,688

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -32,792)
 -26,446    1,164      595   -4,563  -30,170  -30,414  -28,411   -2,378   -4,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.0      9.9     62.5     59.5     77.6     77.5     22.4     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      28       33       46       87       88      141      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      368,362
COMMITMENTS
  37,077   30,643    6,572  255,771  275,256  299,420  312,470   68,942   55,892

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -3,014)
  -1,325   -1,767   -2,205    4,444      968      914   -3,005   -3,927       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      8.3      1.8     69.4     74.7     81.3     84.8     18.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        6        5       30       37       39       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,187
COMMITMENTS
   3,553      500    1,804    4,316    7,649    9,673    9,953      514      234

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -94)
     254      218       89     -408     -378      -65      -71      -29      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      4.9     17.7     42.4     75.1     95.0     97.7      5.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        6       21       21       34       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      281,131
COMMITMENTS
  64,759   14,693   72,429   98,090  171,298  235,278  258,420   45,853   22,712

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      3,742)
     787    3,122   -1,823    2,293    2,740    1,257    4,040    2,485     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      5.2     25.8     34.9     60.9     83.7     91.9     16.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      66       29       49       89       81      180      143
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,709
COMMITMENTS
   2,676    5,334      922    8,718    7,666   12,316   13,922    3,393    1,787

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -472)
    -133      -90     -383       -9       53     -526     -420       53      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     34.0      5.9     55.5     48.8     78.4     88.6     21.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      21       17       10       28       13       51       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,083,495
COMMITMENTS
 208,349  253,182   89,891  632,957  611,903  931,197  954,976  152,299  128,519

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     36,104)
 -47,736    6,732    8,232   60,795  -27,009   21,291  -12,045   14,813   48,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     23.4      8.3     58.4     56.5     85.9     88.1     14.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      45       43       29      106       93      162      154
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,098,222
COMMITMENTS
 261,870  190,734  202,182  1332475  1385491  1796527  1778407  301,695  319,815

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     34,210)
 -62,276   14,774    1,176  102,907   16,962   41,807   32,913   -7,597    1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      9.1      9.6     63.5     66.0     85.6     84.8     14.4     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      42       65       77      144      150      234      244
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,574,311
COMMITMENTS
 231,264  145,541  139,647  971,318  1021634  1342229  1306822  232,082  267,489

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -41,847)
 -45,870  -13,461   -6,522   20,698  -42,494  -31,694  -62,477  -10,153   20,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      9.2      8.9     61.7     64.9     85.3     83.0     14.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      32       39       41       92      106      145      165
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      404,048
COMMITMENTS
   8,126   47,509   68,375  304,262  250,094  380,762  365,978   23,286   38,071

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      8,318)
   2,840    1,853    3,531    8,309    3,822   14,681    9,206   -6,363     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     11.8     16.9     75.3     61.9     94.2     90.6      5.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       19       23       40       38       65       65
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,284
COMMITMENTS
  18,878    7,661      979   27,877   43,480   47,734   52,119    8,550    4,164

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -5,418)
  -7,098    1,443      547      909   -5,822   -5,641   -3,832      224   -1,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     13.6      1.7     49.5     77.3     84.8     92.6     15.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      37       13       10       35       24       76       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      112,568
COMMITMENTS
  37,756   15,321    1,957   55,755   86,960   95,468  104,239   17,100    8,329

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -10,836)
 -14,196    2,886    1,095    1,818  -11,644  -11,283   -7,664      447   -3,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5     13.6      1.7     49.5     77.3     84.8     92.6     15.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      37       13       10       35       24       76       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,449
COMMITMENTS
   6,116    7,076    1,052    1,134      316    8,302    8,444      147        5

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         30)
       0      131       10        0     -115       10       26       20        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.4     83.7     12.5     13.4      3.7     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        9        3        1        2       15       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,630
COMMITMENTS
   2,020    5,075        1    9,433    6,493   11,454   11,569      176       61

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        124)
     -49       62        0      176       61      127      123       -3        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     43.6      0.0     81.1     55.8     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        6        1        5       10       13       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,694
COMMITMENTS
   1,655    1,588        0   11,758   12,075   13,413   13,663      281       31

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         63)
     -28       95        0       82      -26       54       69        9       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     11.6      0.0     85.9     88.2     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        0        4       14       10       19
```

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Updated October 26, 2012