```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      462,288
COMMITMENTS
 144,207  104,308   75,969  204,465  230,791  424,641  411,068   37,647   51,220

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      8,548)
  -5,387      956    3,278   10,547    2,042    8,438    6,276      110    2,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     22.6     16.4     44.2     49.9     91.9     88.9      8.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     138      114      124       90      115      297      296
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,252,825
COMMITMENTS
 422,857   95,804  160,652  525,387  767,934  1108896  1024390  143,929  228,435

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     50,978)
  13,922    3,735   10,112   24,232   31,483   48,266   45,330    2,712    5,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.6     12.8     41.9     61.3     88.5     81.8     11.5     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      779)
     212      138      180      226      360      526      613
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,691
COMMITMENTS
   3,139      690       70    6,177    9,892    9,386   10,652    2,305    1,039

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        579)
     906      -32       11     -531      442      386      421      193      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      5.9      0.6     52.8     84.6     80.3     91.1     19.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        7        3       15       10       33       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      715,100
COMMITMENTS
 258,808   54,657   98,946  291,893  478,539  649,647  632,142   65,453   82,958

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -3,406)
  -2,544    1,140    6,961   -4,270  -14,392      147   -6,291   -3,553    2,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2      7.6     13.8     40.8     66.9     90.8     88.4      9.2     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     204      132      195      160      190      460      453
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      335,376
COMMITMENTS
  56,390   67,771   71,722  173,378  158,350  301,490  297,843   33,886   37,533

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     18,964)
  -3,693    8,782   12,190    9,158   -1,819   17,655   19,153    1,309     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     20.2     21.4     51.7     47.2     89.9     88.8     10.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      70       83      119       84       76      235      240
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      569,927
COMMITMENTS
  60,429   57,210    2,596  371,222  374,411  434,247  434,217  135,680  135,710

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -7,797)
  -4,105   -8,152   -2,057   -2,786   -3,630   -8,948  -13,839    1,151    6,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.0      0.5     65.1     65.7     76.2     76.2     23.8     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      25       36        9       67       80      100      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      371,187
COMMITMENTS
  38,402   32,379    8,775  251,327  274,288  298,504  315,442   72,683   55,745

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        569)
   2,028    2,885    1,541   -2,445   -1,656    1,124    2,770     -555   -2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.7      2.4     67.7     73.9     80.4     85.0     19.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        6        5       29       37       39       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,281
COMMITMENTS
   3,299      282    1,715    4,724    8,027    9,738   10,024      543      257

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -178)
     -19     -160       38     -247      -42     -228     -164       50      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      2.7     16.7     45.9     78.1     94.7     97.5      5.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9        4        5       22       23       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      208,969
COMMITMENTS
  67,650   11,348   25,452   75,909  151,583  169,011  188,383   39,958   20,586

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,776)
   5,386     -664   -2,630   -1,112    8,074    1,644    4,780    1,132   -2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      5.4     12.2     36.3     72.5     80.9     90.1     19.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      67       25       46       78       72      169      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,390
COMMITMENTS
   3,089    5,391      797    8,219    7,379   12,105   13,567    3,285    1,823

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:         -2)
    -425     -125       70      212      -50     -143     -105      141      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     35.0      5.2     53.4     47.9     78.7     88.2     21.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       19        9       26       10       49       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      952,587
COMMITMENTS
 292,106  245,936   13,453  510,489  613,737  816,048  873,126  136,539   79,461

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     24,352)
 -10,211   25,555       20   36,902      780   26,711   26,355   -2,359   -2,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     25.8      1.4     53.6     64.4     85.7     91.7     14.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      51       39       13       97       89      153      136
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,680,993
COMMITMENTS
 327,263  191,298   36,584  1033241  1163836  1397088  1391718  283,905  289,275

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      9,515)
  30,395   12,720   -1,433    1,493  -11,838   30,455     -551  -20,940   10,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     11.4      2.2     61.5     69.2     83.1     82.8     16.9     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      46       56       30      116      127      183      192
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,412,528
COMMITMENTS
 275,291  171,575    9,957  894,785  994,966  1180033  1176498  232,495  236,030

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:    -13,606)
 -32,031    4,967   -1,741   29,043  -21,012   -4,729  -17,786   -8,877    4,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     12.1      0.7     63.3     70.4     83.5     83.3     16.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      36       39       11       74       91      116      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      379,837
COMMITMENTS
   7,821   46,452   50,757  291,938  243,884  350,516  341,093   29,321   38,744

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,544)
    -264    2,421   -1,999    8,214    5,820    5,951    6,242     -407     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     12.2     13.4     76.9     64.2     92.3     89.8      7.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       15       18       38       39       58       64
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,449
COMMITMENTS
  25,678    6,472        6   26,580   48,347   52,263   54,825    8,186    5,625

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,643)
   2,455      249     -231     -265    2,312    1,959    2,329      684      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     10.7      0.0     44.0     80.0     86.5     90.7     13.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      39       12        3       29       31       70       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,898
COMMITMENTS
  51,355   12,944       12   53,159   96,693  104,526  109,649   16,372   11,249

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,285)
   4,909      497     -462     -529    4,623    3,918    4,658    1,367      627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     10.7      0.0     44.0     80.0     86.5     90.7     13.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      39       12        3       29       31       70       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,419
COMMITMENTS
   6,116    6,945    1,042    1,134      431    8,292    8,418      127        1

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        -64)
     147      -19      -20     -193      -25      -66      -64        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     82.5     12.4     13.5      5.1     98.5    100.0      1.5      0.0

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
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,506
COMMITMENTS
   2,069    5,013        1    9,257    6,432   11,327   11,446      179       60

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -500)
     914     -877        0   -1,430      366     -516     -511       16       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     43.6      0.0     80.5     55.9     98.4     99.5      1.6      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
FUTURES ONLY POSITIONS AS OF 10/16/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,631
COMMITMENTS
   1,683    1,493        0   11,676   12,101   13,359   13,594      272       37

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:       -330)
    -561     -436        0      213      107     -348     -329       18       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     11.0      0.0     85.7     88.8     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        7        0        4       15       10       22
```

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Updated June 29, 2007