```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      584,996
COMMITMENTS
 148,672   93,481  159,098  238,115  277,749  545,885  530,327   39,111   54,669

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      8,920)
   7,563    4,758    5,391   -4,076     -879    8,878    9,270       42     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     16.0     27.2     40.7     47.5     93.3     90.7      6.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      408)
     143      117      155       94      134      316      336
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,804,347
COMMITMENTS
 421,192   54,078  570,095  635,112  916,920  1626399  1541093  177,948  263,254

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -6,611)
   8,426   -3,872   10,748  -22,770  -12,100   -3,596   -5,224   -3,015   -1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      3.0     31.6     35.2     50.8     90.1     85.4      9.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      877)
     257      156      270      280      418      644      745
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,590
COMMITMENTS
   4,440      594      615    5,005   10,555   10,060   11,765    2,530      826

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        683)
     804      122       55     -344      570      515      747      169      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3      4.7      4.9     39.7     83.8     79.9     93.4     20.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      24        5        8       13       13       39       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,197,773
COMMITMENTS
 303,135   56,422  446,016  356,706  604,171  1105857  1106609   91,917   91,164

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     41,298)
   8,092   -1,877   30,946       41    7,552   39,079   36,621    2,219    4,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      4.7     37.2     29.8     50.4     92.3     92.4      7.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      678)
     268      163      273      173      228      557      556
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      400,783
COMMITMENTS
  92,769   40,432   87,123  174,976  247,379  354,868  374,934   45,915   25,849

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      9,609)
   9,544   -4,745     -527   -5,026   16,323    3,992   11,051    5,617   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     10.1     21.7     43.7     61.7     88.5     93.6     11.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      84       77       97       81       77      233      202
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      695,300
COMMITMENTS
  64,395   44,857   50,189  414,323  441,409  528,906  536,455  166,395  158,846

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -7,098)
   7,579  -12,726    2,475   -9,424    6,667      630   -3,584   -7,728   -3,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      6.5      7.2     59.6     63.5     76.1     77.2     23.9     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      26       24       30       69       77      111      115
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      383,649
COMMITMENTS
  43,649   33,087    9,552  263,266  282,218  316,467  324,857   67,182   58,793

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,361)
     324    8,064   -1,022    8,937      140    8,239    7,182   -9,600   -8,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      8.6      2.5     68.6     73.6     82.5     84.7     17.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        7        5       38       41       48       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,246
COMMITMENTS
   1,983      190    2,645    5,999    8,139   10,627   10,974      619      272

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -735)
     -64      -12     -211     -463     -515     -738     -738        3        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      1.7     23.5     53.3     72.4     94.5     97.6      5.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        3        8       21       21       36       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      323,361
COMMITMENTS
  86,481    9,844   95,121   89,405  192,165  271,006  297,129   52,355   26,232

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,106)
   1,185      554     -377   -2,735     -653   -1,927     -476     -179   -1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      3.0     29.4     27.6     59.4     83.8     91.9     16.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      94       31       78       80       81      213      173
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,813
COMMITMENTS
   2,955    5,127      547    7,448    6,811   10,949   12,484    2,864    1,329

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -1,235)
    -388      773   -1,004      204   -1,106   -1,188   -1,337      -48      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     37.1      4.0     53.9     49.3     79.3     90.4     20.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      19       21       12       25       11       53       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,118,317
COMMITMENTS
 309,420  184,182   84,478  589,106  775,219  983,005  1043879  135,313   74,438

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     56,184)
  56,827   32,718    1,196     -884   42,634   57,139   76,548     -955  -20,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     16.5      7.6     52.7     69.3     87.9     93.3     12.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      46       34       25       97      100      154      148
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,908,213
COMMITMENTS
 279,621  165,941  196,686  1104403  1243723  1580710  1606349  327,503  301,863

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     35,727)
  66,936   -2,267   18,400  -30,798   53,364   54,537   69,497  -18,810  -33,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      8.7     10.3     57.9     65.2     82.8     84.2     17.2     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      44       44       54      128      145      197      218
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,369,987
COMMITMENTS
 271,599  136,500   77,040  764,247  902,748  1112886  1116289  257,101  253,698

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -7,530)
  50,087   30,352    7,254  -64,756  -43,570   -7,415   -5,964     -115   -1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     10.0      5.6     55.8     65.9     81.2     81.5     18.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      35       37       32       77       96      130      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      437,878
COMMITMENTS
   9,719   53,424   82,526  321,178  267,426  413,423  403,376   24,455   34,502

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:    -74,558)
 -19,526   -8,859   -3,935  -45,827  -59,959  -69,289  -72,753   -5,269   -1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2     12.2     18.8     73.3     61.1     94.4     92.1      5.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      12       22       28       43       42       73       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,565
COMMITMENTS
  19,376    6,058      952   28,569   45,319   48,897   52,328    8,668    5,237

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -2,630)
  -3,160      934      131    1,101   -3,704   -1,928   -2,639     -701       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     10.5      1.7     49.6     78.7     84.9     90.9     15.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       11        9       33       27       68       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      115,130
COMMITMENTS
  38,753   12,115    1,904   57,138   90,638   97,794  104,656   17,335   10,473

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     -5,259)
  -6,321    1,868      261    2,203   -7,408   -3,856   -5,278   -1,403       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     10.5      1.7     49.6     78.7     84.9     90.9     15.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       11        9       33       27       68       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,614
COMMITMENTS
   6,222    6,614      954    1,293    1,041    8,469    8,609      145        5

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        182)
     182      185        0        0       -3      182      182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.2     76.8     11.1     15.0     12.1     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        3        1        2       12       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,736
COMMITMENTS
   1,225    4,841       33   10,232    6,796   11,490   11,670      246       66

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      1,117)
     -16    1,047       26    1,117       44    1,127    1,117      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     41.2      0.3     87.2     57.9     97.9     99.4      2.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        8        2        6        9       15       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,645
COMMITMENTS
   1,792    2,818      323   12,336   11,480   14,451   14,621      194       24

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        121)
     -96     -159      222       44      175      170      238      -49     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     19.2      2.2     84.2     78.4     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        7        2        4       15       10       23
```

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Updated September 4, 2012