```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      589,518
COMMITMENTS
 149,742   96,902  162,952  238,193  276,252  550,887  536,106   38,630   53,412

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      4,522)
   1,070    3,421    3,855       77   -1,497    5,002    5,778     -481   -1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     16.4     27.6     40.4     46.9     93.4     90.9      6.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      427)
     151      125      162       99      138      330      352
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,800,348
COMMITMENTS
 397,235   60,393  587,074  639,865  889,018  1624173  1536485  176,175  263,863

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -3,999)
 -23,957    6,316   16,979    4,753  -27,902   -2,226   -4,608   -1,774      609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      3.4     32.6     35.5     49.4     90.2     85.3      9.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      868)
     267      146      272      276      404      638      737
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,612
COMMITMENTS
   4,228      744      594    5,195   10,452   10,017   11,789    2,594      822

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         21)
    -212      150      -22      190     -103      -43       25       64       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      5.9      4.7     41.2     82.9     79.4     93.5     20.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24        4        9       15       13       40       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,168,390
COMMITMENTS
 286,566   52,764  438,637  355,244  588,841  1080447  1080241   87,943   88,149

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -29,383)
 -16,570   -3,658   -7,379   -1,462  -15,331  -25,410  -26,368   -3,973   -3,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5      4.5     37.5     30.4     50.4     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      680)
     283      152      277      175      229      558      564
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      381,152
COMMITMENTS
  89,367   42,574   76,897  172,060  237,019  338,323  356,489   42,829   24,663

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -19,631)
  -3,403    2,142  -10,226   -2,916  -10,360  -16,545  -18,445   -3,087   -1,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     11.2     20.2     45.1     62.2     88.8     93.5     11.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      98       64       91       83       76      234      195
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      660,672
COMMITMENTS
  69,091   46,018   46,876  376,085  416,723  492,051  509,617  168,620  151,055

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -34,629)
   4,696    1,161   -3,312  -38,238  -24,686  -36,854  -26,838    2,226   -7,791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      7.0      7.1     56.9     63.1     74.5     77.1     25.5     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      28       21       26       75       82      115      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      378,932
COMMITMENTS
  39,342   33,964   13,406  258,351  272,972  311,099  320,342   67,832   58,589

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -4,718)
  -4,307      877    3,854   -4,915   -9,246   -5,368   -4,515      650     -203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      9.0      3.5     68.2     72.0     82.1     84.5     17.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        7        5       36       41       46       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,929
COMMITMENTS
   2,757      129    2,663    5,868    8,855   11,288   11,647      641      282

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        683)
     774      -61       18     -131      716      661      673       22       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      1.1     22.3     49.2     74.2     94.6     97.6      5.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        3        7       23       23       38       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      310,327
COMMITMENTS
  81,583   11,949   89,309   89,483  182,236  260,375  283,494   49,952   26,833

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -13,034)
  -4,898    2,105   -5,811       78   -9,929  -10,631  -13,635   -2,403      601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      3.9     28.8     28.8     58.7     83.9     91.4     16.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
     101       20       76       79       77      207      164
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,775
COMMITMENTS
   2,823    5,863      698    8,264    6,590   11,785   13,152    2,990    1,623

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        961)
    -132      736      152      816     -220      836      668      126      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     39.7      4.7     55.9     44.6     79.8     89.0     20.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       21        8       26       10       49       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,087,598
COMMITMENTS
 293,611  204,248   89,878  581,191  714,119  964,680  1008245  122,918   79,352

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -30,720)
 -15,810   20,067    5,400   -7,915  -61,100  -18,325  -35,634  -12,395    4,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     18.8      8.3     53.4     65.7     88.7     92.7     11.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      45       34       28      105       95      161      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,945,060
COMMITMENTS
 274,573  164,641  216,086  1133324  1260643  1623984  1641370  321,076  303,690

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     36,847)
  -5,048   -1,300   19,400   28,921   16,920   43,274   35,020   -6,427    1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      8.5     11.1     58.3     64.8     83.5     84.4     16.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      46       52       65      130      145      213      225
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,368,065
COMMITMENTS
 303,775  127,902   78,668  742,578  924,016  1125022  1130586  243,043  237,479

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -1,922)
  32,176   -8,599    1,628  -21,669   21,267   12,136   14,297  -14,058  -16,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      9.3      5.8     54.3     67.5     82.2     82.6     17.8     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      44       32       32       86       94      143      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      448,851
COMMITMENTS
  13,493   51,993   81,816  325,343  278,616  420,652  412,425   28,199   36,426

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     10,973)
   3,774   -1,431     -710    4,165   11,190    7,229    9,049    3,744    1,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0     11.6     18.2     72.5     62.1     93.7     91.9      6.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15       19       27       44       41       73       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,494
COMMITMENTS
  22,315    5,944    1,148   31,396   51,255   54,859   58,348    9,634    6,146

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      6,929)
   2,939     -113      196    2,827    5,936    5,962    6,019      967      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      9.2      1.8     48.7     79.5     85.1     90.5     14.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       14        8       34       28       73       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      128,987
COMMITMENTS
  44,630   11,889    2,297   62,792  102,510  109,719  116,695   19,268   12,292

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     13,858)
   5,877     -227      393    5,655   11,872   11,925   12,039    1,933    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      9.2      1.8     48.7     79.5     85.1     90.5     14.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       14        8       34       28       73       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,157
COMMITMENTS
   6,734    6,367    1,013    1,293    1,771    9,040    9,151      117        6

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        543)
     512     -247       59        0      730      571      542      -28        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.5     69.5     11.1     14.1     19.3     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        7        3        1        2       14       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,926
COMMITMENTS
   1,154    5,057      995   10,560    6,793   12,709   12,845      217       81

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,190)
     -71      216      962      328       -3    1,219    1,175      -29       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     39.1      7.7     81.7     52.6     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        8        4        6        8       16       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       16,022
COMMITMENTS
   1,697    1,552    1,736   12,387   12,695   15,820   15,983      202       39

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      1,377)
     -95   -1,266    1,413       51    1,215    1,369    1,362        8       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      9.7     10.8     77.3     79.2     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        6        1        5       15       11       21
```

----

Updated September 14, 2012