```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      596,617
COMMITMENTS
 152,334   95,486  167,152  237,885  277,183  557,370  539,821   39,247   56,796

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -4,097)
    -988   -4,159     -298   -2,271     -401   -3,556   -4,858     -540      761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     16.0     28.0     39.9     46.5     93.4     90.5      6.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     146      125      163      104      135      338      344
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,772,923
COMMITMENTS
 382,480   58,462  578,213  642,892  859,769  1603584  1496443  169,339  276,480

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -56,811)
 -11,746  -11,924  -31,640  -10,224  -16,350  -53,610  -59,913   -3,201    3,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      3.3     32.6     36.3     48.5     90.4     84.4      9.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      839)
     245      154      257      270      399      617      715
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,248
COMMITMENTS
   3,489      636      591    5,716   10,223    9,797   11,449    2,451      799

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -42)
    -238      122       27      338     -219      128      -69     -170       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      5.2      4.8     46.7     83.5     80.0     93.5     20.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        5        9       14       12       37       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,136,216
COMMITMENTS
 245,647   31,431  428,405  382,333  583,646  1056385  1043482   79,831   92,734

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -20,882)
 -24,151  -24,058   -5,771   12,683   10,258  -17,239  -19,572   -3,643   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      2.8     37.7     33.6     51.4     93.0     91.8      7.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     255      148      278      181      219      545      550
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      341,651
COMMITMENTS
  63,351   41,272   69,179  172,587  203,426  305,117  313,878   36,534   27,773

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -23,196)
 -16,207   -1,121   -2,754    3,730  -18,788  -15,231  -22,663   -7,965     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     12.1     20.2     50.5     59.5     89.3     91.9     10.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      70       74       97       81       78      219      207
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      652,984
COMMITMENTS
  40,703   56,747   49,036  413,213  389,489  502,951  495,272  150,033  157,712

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -25,766)
  -1,603   13,854  -23,644    9,318   -5,682  -15,930  -15,473   -9,835  -10,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      8.7      7.5     63.3     59.6     77.0     75.8     23.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      28       30       37       75       76      125      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      359,116
COMMITMENTS
  41,907   30,833    1,710  252,673  267,842  296,290  300,385   62,826   58,731

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,762)
      94   -3,469     -832    2,855    3,098    2,117   -1,203   -4,879   -1,559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      8.6      0.5     70.4     74.6     82.5     83.6     17.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        6        4       35       38       43       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,522
COMMITMENTS
   2,451      448    2,085    5,622    7,710   10,158   10,243      364      279

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -677)
    -138      121      -93     -202     -664     -433     -636     -244      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.3     19.8     53.4     73.3     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        5        6       22       23       35       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      290,177
COMMITMENTS
  63,145   10,786   82,409  100,778  172,294  246,333  265,488   43,844   24,688

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -22,656)
 -11,694     -567   -9,359    4,160  -12,161  -16,893  -22,086   -5,764     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      3.7     28.4     34.7     59.4     84.9     91.5     15.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      78       30       63       86       80      197      155
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,910
COMMITMENTS
   2,808    5,998      681    8,185    6,624   11,674   13,303    3,236    1,607

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        282)
      15      182      111      104       35      230      327       52      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     40.2      4.6     54.9     44.4     78.3     89.2     21.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      19       26        8       24        9       48       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,048,596
COMMITMENTS
 275,903  219,246   76,483  559,406  667,494  911,791  963,223  136,804   85,373

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,793)
 -11,291   33,070   -3,634   10,624  -33,260   -4,301   -3,824    9,094    8,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     20.9      7.3     53.3     63.7     87.0     91.9     13.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      41       41       23       96       94      150      145
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,917,801
COMMITMENTS
 233,172  160,164  172,949  1194479  1279277  1600600  1612390  317,201  305,411

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:   -101,847)
 -39,410  -13,040  -68,604   -1,540  -16,433 -109,554  -98,077    7,708   -3,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      8.4      9.0     62.3     66.7     83.5     84.1     16.5     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      40       56       65      138      142      221      220
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,568,751
COMMITMENTS
 257,944  155,811   92,068  959,720  1083178  1309731  1331056  259,020  237,695

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    158,421)
 -21,496   31,943   26,963  154,620  102,639  160,088  161,544   -1,666   -3,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      9.9      5.9     61.2     69.0     83.5     84.8     16.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       30       30       79      104      126      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      460,357
COMMITMENTS
  20,062   44,795   83,415  330,356  293,072  433,834  421,282   26,523   39,075

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      7,224)
   3,542     -361    3,361    3,774    4,510   10,676    7,509   -3,452     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.7     18.1     71.8     63.7     94.2     91.5      5.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      16       18       28       42       42       71       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,169
COMMITMENTS
  27,891    6,358      704   24,030   49,437   52,625   56,499    8,544    4,670

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -16,594)
   1,805      298   -1,253  -15,995  -13,185  -15,442  -14,140   -1,152   -2,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     10.4      1.2     39.3     80.8     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       13        8       36       28       73       46
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,337
COMMITMENTS
  55,782   12,716    1,408   48,060   98,873  105,250  112,998   17,088    9,340

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -33,188)
   3,611      597   -2,506  -31,989  -26,371  -30,885  -28,280   -2,303   -4,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.6     10.4      1.2     39.3     80.8     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       13        8       36       28       73       46
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,318
COMMITMENTS
   5,720    6,755    1,024    1,378      537    8,122    8,316      196        2

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -5,867)
  -2,505     -569   -3,378       -1   -1,916   -5,884   -5,863       17       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.8     81.2     12.3     16.6      6.5     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      12        8        3        1        2       15       11
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,785
COMMITMENTS
   1,131    5,547        5    9,479    5,185   10,615   10,737      170       48

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        359)
     123    2,092        0      237   -1,715      360      377       -1      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     51.4      0.0     87.9     48.1     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        8        1        6        9       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,546
COMMITMENTS
   1,668    1,401        0   11,616   12,088   13,284   13,489      262       57

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        131)
      20     -690        0       27      812       47      122       84        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     10.3      0.0     85.8     89.2     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        6        0        4       14        9       20
```

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Updated September 28, 2012