```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,472
COMMITMENTS
 164,026  108,098   62,292  189,803  229,859  416,121  400,249   36,351   52,223

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,497)
   5,372       69    1,984   -1,478    1,734    5,878    3,787      619    2,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     23.9     13.8     41.9     50.8     92.0     88.5      8.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     137      116      121       92      119      298      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,175,247
COMMITMENTS
 422,311   95,424  127,255  491,492  737,392  1041058  960,071  134,189  215,176

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     12,507)
   3,540    8,598    6,836    4,155  -10,415   14,531    5,019   -2,024    7,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      8.1     10.8     41.8     62.7     88.6     81.7     11.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      781)
     209      138      152      212      367      498      593
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,278
COMMITMENTS
   3,722      707       57    4,937    9,851    8,716   10,615    2,562      663

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -332)
    -574     -296        2      198       29     -374     -265       42      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      6.3      0.5     43.8     87.3     77.3     94.1     22.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        8        5       15       12       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      730,121
COMMITMENTS
 288,794   71,757   89,155  280,804  487,686  658,753  648,598   71,368   81,523

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -2,916)
  -8,315    4,463   -3,477   12,676  -10,046      884   -9,060   -3,800    6,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      9.8     12.2     38.5     66.8     90.2     88.8      9.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     229      133      173      157      207      469      446
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      310,536
COMMITMENTS
  81,322   49,549   33,274  152,804  200,163  267,400  282,986   43,136   27,550

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -13,902)
  -9,678     -197   -3,045   -2,811  -14,268  -15,534  -17,510    1,632    3,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     16.0     10.7     49.2     64.5     86.1     91.1     13.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      90       59       74       72       68      203      175
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      558,449
COMMITMENTS
  45,807   45,879    7,898  364,865  357,452  418,570  411,229  139,879  147,220

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -14,766)
 -24,025   -3,865    2,283   17,766  -29,088   -3,976  -30,670  -10,790   15,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.2      1.4     65.3     64.0     75.0     73.6     25.0     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      28       25        8       71       67      103       96
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      361,685
COMMITMENTS
  41,813   34,290    2,524  249,818  264,744  294,155  301,558   67,530   60,127

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -17,162)
   2,471      329  -10,874   -8,533   -8,228  -16,936  -18,773     -226    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      9.5      0.7     69.1     73.2     81.3     83.4     18.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        6        5       33       39       42       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,199
COMMITMENTS
   2,589      327    2,178    5,824    8,374   10,591   10,879      608      320

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -730)
    -168      198     -485      -44     -481     -697     -768      -33       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      2.9     19.4     52.0     74.8     94.6     97.1      5.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        4        6       20       22       33       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      239,569
COMMITMENTS
  74,987   13,985   36,592   82,271  166,095  193,850  216,672   45,719   22,897

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        852)
  -6,206     -400    1,276    6,144    1,503    1,214    2,379     -362   -1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      5.8     15.3     34.3     69.3     80.9     90.4     19.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      73       34       64       77       66      191      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,039
COMMITMENTS
   3,063    5,786      135    7,719    6,503   10,917   12,424    3,122    1,615

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:        -62)
    -103      -75       -8     -141      -11     -252      -94      190       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     41.2      1.0     55.0     46.3     77.8     88.5     22.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       19        6       24       10       45       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      948,758
COMMITMENTS
 302,281  184,727   23,592  496,267  664,732  822,140  873,051  126,618   75,707

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -37,142)
 -10,621  -19,936    1,922  -33,081  -15,940  -41,780  -33,954    4,638   -3,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     19.5      2.5     52.3     70.1     86.7     92.0     13.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      46       32       13       90       86      142      125
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,593,535
COMMITMENTS
 296,979  174,543   33,337  979,493  1102852  1309809  1310732  283,726  282,803

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     22,705)
  12,703   -3,173    4,315   18,081   17,723   35,099   18,865  -12,394    3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     11.0      2.1     61.5     69.2     82.2     82.3     17.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      56       38       23      117      118      188      164
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,296,683
COMMITMENTS
 285,205  121,270    9,579  750,757  931,607  1045541  1062456  251,142  234,227

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     40,025)
 -27,690   -6,953   -3,759   54,655   48,168   23,206   37,456   16,819    2,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      9.4      0.7     57.9     71.8     80.6     81.9     19.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      41       25       13       76       86      121      120
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      429,972
COMMITMENTS
  19,336   45,187   60,308  320,555  285,219  400,199  390,714   29,773   39,258

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      4,994)
   3,133   -6,417   -1,705    1,744   10,186    3,172    2,064    1,822    2,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     10.5     14.0     74.6     66.3     93.1     90.9      6.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      17       14       23       39       41       64       70
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       75,855
COMMITMENTS
  25,501    5,972    1,631   39,150   61,399   66,281   69,002    9,574    6,853

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     12,881)
   3,660       82      742    8,340   11,171   12,741   11,994      140      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      7.9      2.2     51.6     80.9     87.4     91.0     12.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       13        8       44       35       82       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      151,710
COMMITMENTS
  51,001   11,944    3,262   78,299  122,798  132,562  138,004   19,148   13,706

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     25,762)
   7,319      163    1,484   16,679   22,341   25,482   23,988      280    1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      7.9      2.2     51.6     80.9     87.4     91.0     12.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       13        8       44       35       82       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       14,185
COMMITMENTS
   8,225    7,324    4,402    1,379    2,453   14,006   14,179      179        6

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      5,028)
   1,491      957    3,389       86      682    4,966    5,028       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     51.6     31.0      9.7     17.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        7        6        2        2       15       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,426
COMMITMENTS
   1,008    3,455        5    9,242    6,900   10,255   10,360      171       66

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -2,500)
    -146   -1,602     -990   -1,318      107   -2,454   -2,485      -46      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     33.1      0.0     88.6     66.2     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        9        1        6        9       13       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,415
COMMITMENTS
   1,648    2,091        0   11,589   11,276   13,237   13,367      178       48

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     -2,607)
     -49      539   -1,736     -798   -1,419   -2,583   -2,616      -24        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.6      0.0     86.4     84.1     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        0        4       14        8       19
```

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Updated September 21, 2012