```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      445,975
COMMITMENTS
 158,654  108,029   60,308  191,281  228,125  410,243  396,462   35,732   49,513

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        833)
     749    5,693      794     -416   -4,695    1,127    1,792     -294     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     24.2     13.5     42.9     51.2     92.0     88.9      8.0     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     138      110      115       85      117      287      287
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,162,740
COMMITMENTS
 418,771   86,826  120,419  487,337  747,807  1026527  955,052  136,213  207,688

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -15,651)
 -12,206    3,952    6,168   -8,130  -24,761  -14,168  -14,641   -1,483   -1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0      7.5     10.4     41.9     64.3     88.3     82.1     11.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      800)
     216      140      154      211      368      508      599
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       11,610
COMMITMENTS
   4,296    1,003       55    4,739    9,822    9,090   10,880    2,520      730

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:         22)
    -189      133      -19      175      -59      -33       55       55      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      8.6      0.5     40.8     84.6     78.3     93.7     21.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        9        4       13       12       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      733,037
COMMITMENTS
 297,109   67,294   92,632  268,128  497,732  657,869  657,658   75,168   75,379

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -9,684)
  -5,923   -3,093   -1,427      194   -3,967   -7,156   -8,487   -2,528   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      9.2     12.6     36.6     67.9     89.7     89.7     10.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      634)
     251      133      176      149      213      485      453
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      324,438
COMMITMENTS
  91,000   49,746   36,319  155,615  214,431  282,934  300,496   41,504   23,942

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -13,427)
     620    1,087   -7,662   -3,511   -5,825  -10,553  -12,400   -2,874   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     15.3     11.2     48.0     66.1     87.2     92.6     12.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
     101       58       75       72       68      216      175
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      573,215
COMMITMENTS
  69,832   49,744    5,615  347,099  386,540  422,546  441,899  150,669  131,316

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -41,290)
   4,518     -939   -2,656  -41,841  -28,997  -39,979  -32,592   -1,311   -8,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.7      1.0     60.6     67.4     73.7     77.1     26.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      23       23        5       64       71       91       95
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      378,847
COMMITMENTS
  39,342   33,961   13,398  258,351  272,972  311,091  320,331   67,756   58,516

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -4,766)
  -4,307      872    3,853   -4,915   -9,246   -5,369   -4,521      603     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      9.0      3.5     68.2     72.1     82.1     84.6     17.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        7        5       36       41       46       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      238,717
COMMITMENTS
  81,193   14,385   35,316   76,127  164,592  192,636  214,293   46,081   24,424

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -13,190)
  -4,217    2,471   -6,169     -394  -10,015  -10,780  -13,713   -2,410      523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      6.0     14.8     31.9     68.9     80.7     89.8     19.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      82       31       71       76       68      201      150
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       14,101
COMMITMENTS
   3,166    5,861      143    7,860    6,514   11,169   12,518    2,932    1,583

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:        834)
     106      755      -70      678     -140      714      545      120      289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     41.6      1.0     55.7     46.2     79.2     88.8     20.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22       20        6       25        9       47       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      985,900
COMMITMENTS
 312,902  204,663   21,670  529,348  680,672  863,920  907,005  121,980   78,895

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -27,022)
  -6,699   29,172   -1,940   -6,293  -59,743  -14,932  -32,511  -12,090    5,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     20.8      2.2     53.7     69.0     87.6     92.0     12.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      48       29       15       98       88      150      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,570,830
COMMITMENTS
 284,276  177,716   29,022  961,412  1085129  1274710  1291867  296,120  278,963

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -14,461)
  -9,460   -7,335   -2,630    4,798   -2,459   -7,292  -12,424   -7,169   -2,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     11.3      1.8     61.2     69.1     81.1     82.2     18.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      50       45       28      103      124      168      182
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,256,658
COMMITMENTS
 312,895  128,223   13,338  696,102  883,439  1022335  1025000  234,323  231,658

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -7,490)
  36,237   -7,449   -4,711  -25,055   19,294    6,471    7,134  -13,961  -14,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     10.2      1.1     55.4     70.3     81.4     81.6     18.6     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      46       26       14       82       84      132      120
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      424,978
COMMITMENTS
  16,203   51,604   62,013  318,811  275,033  397,027  388,650   27,951   36,328

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     11,701)
   3,722     -814     -647    4,809   11,247    7,884    9,786    3,817    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     12.1     14.6     75.0     64.7     93.4     91.5      6.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16       17       25       41       40       68       72
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       62,974
COMMITMENTS
  21,841    5,891      889   30,810   50,229   53,540   57,008    9,434    5,966

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:      6,751)
   2,929     -136      146    2,706    5,882    5,780    5,892      971      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      9.4      1.4     48.9     79.8     85.0     90.5     15.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       14        4       30       27       67       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      125,948
COMMITMENTS
  43,682   11,781    1,778   61,620  100,457  107,080  114,016   18,868   11,932

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     13,502)
   5,857     -271      291    5,412   11,763   11,560   11,783    1,942    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      9.4      1.4     48.9     79.8     85.0     90.5     15.0      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      35       14        4       30       27       67       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY 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 TRADERS
    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
```

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Updated September 14, 2012