```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      605,344
COMMITMENTS
 132,850   96,731  179,145  251,613  274,237  563,608  550,113   41,736   55,231

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,205)
  -4,356      377    1,972    7,436      835    5,052    3,184      153    2,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     16.0     29.6     41.6     45.3     93.1     90.9      6.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     161      119      174      107      132      344      361
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,897,016
COMMITMENTS
 372,672   64,349  651,539  693,097  904,583  1717308  1620471  179,708  276,545

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     46,928)
   2,323    5,295   14,495   29,344   26,556   46,162   46,347      767      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      3.4     34.3     36.5     47.7     90.5     85.4      9.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      848)
     254      158      285      289      394      652      740
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,710
COMMITMENTS
   3,132      497      608    6,594   10,482   10,334   11,586    2,376    1,124

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        600)
     976      -41       -5     -557      491      414      446      186      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      3.9      4.8     51.9     82.5     81.3     91.2     18.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        5        9       15       12       36       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,126,262
COMMITMENTS
 216,332   33,884  435,013  399,216  566,307  1050561  1035203   75,701   91,059

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -4,804)
 -12,947     -223   10,273    1,651  -15,488   -1,023   -5,437   -3,781      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      3.0     38.6     35.4     50.3     93.3     91.9      6.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      636)
     241      160      286      176      201      540      543
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      399,354
COMMITMENTS
  50,344   67,405  112,100  201,814  181,461  364,258  360,966   35,096   38,388

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     18,797)
  -4,410   10,519   11,404   11,226   -2,939   18,220   18,985      577     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     16.9     28.1     50.5     45.4     91.2     90.4      8.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      62       94      130       94       89      250      261
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      696,698
COMMITMENTS
  60,842   52,024   65,231  419,517  425,373  545,590  542,629  151,107  154,069

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     -7,985)
  -4,712   -8,659     -621   -2,178   -2,808   -7,511  -12,088     -475    4,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      7.5      9.4     60.2     61.1     78.3     77.9     21.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      33       32       44       88       93      147      143
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      371,376
COMMITMENTS
  38,402   32,410    8,777  251,327  274,288  298,506  315,475   72,870   55,901

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        672)
   2,028    2,916    1,543   -2,445   -1,656    1,126    2,803     -455   -2,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.7      2.4     67.7     73.9     80.4     84.9     19.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        6        5       29       37       39       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      277,390
COMMITMENTS
  63,972   11,571   74,252   95,798  168,558  234,022  254,380   43,368   23,009

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,102)
   2,484      166   -2,911    1,242    6,757      815    4,012    1,288   -1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      4.2     26.8     34.5     60.8     84.4     91.7     15.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      65       30       50       84       79      177      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       16,182
COMMITMENTS
   2,809    5,424    1,305    8,728    7,613   12,842   14,342    3,340    1,839

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:        245)
    -544      -92      202      446       28      104      138      140      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     33.5      8.1     53.9     47.0     79.4     88.6     20.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      18       22       10       28       12       51       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,047,391
COMMITMENTS
 256,085  246,449   81,659  572,161  638,912  909,906  967,021  137,486   80,371

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     26,226)
 -13,770   26,867    2,811   39,456   -1,359   28,497   28,319   -2,270   -2,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     23.5      7.8     54.6     61.0     86.9     92.3     13.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      45       47       26      103       93      163      151
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,064,012
COMMITMENTS
 324,147  175,960  201,005  1229568  1368529  1754720  1745494  309,292  318,518

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     35,998)
  37,703    5,182    2,221   16,139   16,104   56,064   23,507  -20,066   12,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      8.5      9.7     59.6     66.3     85.0     84.6     15.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      47       58       70      144      155      235      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,616,158
COMMITMENTS
 277,134  159,002  146,170  950,620  1064128  1373923  1369299  242,235  246,859

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:     31,963)
 -28,277    2,815   32,233   38,579   -7,746   42,534   27,302  -10,571    4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      9.8      9.0     58.8     65.8     85.0     84.7     15.0     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      42       35       37       84      104      142      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      395,730
COMMITMENTS
   5,285   45,656   64,844  295,952  246,273  366,082  356,772   29,649   38,958

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,135)
    -240    2,267   -2,255    7,787    5,667    5,292    5,678     -157     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     11.5     16.4     74.8     62.2     92.5     90.2      7.5      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10       18       22       41       39       65       66
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       61,702
COMMITMENTS
  25,976    6,218      431   26,968   49,302   53,376   55,951    8,326    5,751

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      2,697)
   2,518      255     -268     -233    2,364    2,017    2,350      681      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     10.1      0.7     43.7     79.9     86.5     90.7     13.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      40       11        9       33       32       77       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      123,404
COMMITMENTS
  51,952   12,436      862   53,937   98,605  106,751  111,902   16,652   11,501

CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST:      5,395)
   5,036      510     -536     -466    4,727    4,033    4,701    1,361      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     10.1      0.7     43.7     79.9     86.5     90.7     13.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      40       11        9       33       32       77       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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