```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY 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:      451,415
COMMITMENTS
 164,205  104,926   63,169  188,203  230,687  415,577  398,782   35,838   52,633

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,057)
     179   -3,172      877   -1,600      828     -544   -1,467     -513      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     23.2     14.0     41.7     51.1     92.1     88.3      7.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     139      106      115       91      117      297      281
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,172,897
COMMITMENTS
 406,467   89,434  135,184  497,212  727,704  1038863  952,322  134,034  220,575

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,350)
 -15,844   -5,990    7,929    5,720   -9,688   -2,195   -7,749     -155    5,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      7.6     11.5     42.4     62.0     88.6     81.2     11.4     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      776)
     208      141      154      212      366      499      594
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:       11,232
COMMITMENTS
   3,529      837       45    5,267    9,651    8,841   10,533    2,391      699

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        -46)
    -193      130      -12      330     -200      125      -82     -171       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      7.5      0.4     46.9     85.9     78.7     93.8     21.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        6        4       14       10       34       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      725,029
COMMITMENTS
 269,448   51,762   95,696  289,627  496,003  654,771  643,461   70,258   81,568

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -5,092)
 -19,346  -19,995    6,541    8,823    8,317   -3,982   -5,137   -1,110       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2      7.1     13.2     39.9     68.4     90.3     88.7      9.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     236      123      195      162      206      483      459
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY 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:      292,609
COMMITMENTS
  65,791   44,899   37,095  154,470  183,681  257,356  265,675   35,253   26,934

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -17,927)
 -15,531   -4,650    3,821    1,666  -16,482  -10,044  -17,311   -7,883     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     15.3     12.7     52.8     62.8     88.0     90.8     12.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      81       60       85       73       67      207      185
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      561,389
COMMITMENTS
  41,732   58,606    4,535  377,243  357,073  423,510  420,214  137,879  141,175

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      2,940)
  -4,075   12,727   -3,363   12,378     -379    4,940    8,985   -2,000   -6,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     10.4      0.8     67.2     63.6     75.4     74.9     24.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      25       29        6       63       66       93       96
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      359,072
COMMITMENTS
  41,907   30,833    1,710  252,673  267,842  296,290  300,385   62,782   58,687

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,613)
      94   -3,457     -814    2,855    3,098    2,135   -1,173   -4,748   -1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      8.6      0.5     70.4     74.6     82.5     83.7     17.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        6        4       35       38       43       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      223,005
COMMITMENTS
  66,668   15,820   29,947   85,667  154,483  182,282  200,250   40,723   22,755

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -16,564)
  -8,319    1,835   -6,645    3,396  -11,612  -11,568  -16,422   -4,996     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      7.1     13.4     38.4     69.3     81.7     89.8     18.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      72       29       54       83       72      186      140
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       14,308
COMMITMENTS
   3,089    5,962      232    7,804    6,540   11,125   12,734    3,183    1,574

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:        269)
      26      176       97       85       37      208      310       61      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     41.7      1.6     54.5     45.7     77.8     89.0     22.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      24       21        6       23        8       47       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:      960,648
COMMITMENTS
 315,324  220,981   12,194  497,352  643,473  824,870  876,648  135,778   84,000

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     11,890)
  13,043   36,254  -11,398    1,085  -21,259    2,730    3,597    9,160    8,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     23.0      1.3     51.8     67.0     85.9     91.3     14.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      46       34       11       91       90      142      130
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    1,606,021
COMMITMENTS
 244,601  161,075   34,618  1029956  1123984  1309175  1319677  296,846  286,344

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     12,486)
 -52,378  -13,468    1,281   50,463   21,132     -634    8,945   13,120    3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     10.0      2.2     64.1     70.0     81.5     82.2     18.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      51       42       26      108      123      176      174
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    1,440,242
COMMITMENTS
 263,273  160,405   10,352  916,309  1039497  1189934  1210254  250,308  229,988

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    143,559)
 -21,932   39,135      773  165,552  107,890  144,393  147,798     -834   -4,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     11.1      0.7     63.6     72.2     82.6     84.0     17.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      35       28       13       72       96      114      130
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      437,583
COMMITMENTS
  23,488   45,668   63,173  324,509  289,770  411,170  398,611   26,413   38,972

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      7,611)
   4,152      481    2,865    3,954    4,551   10,971    7,897   -3,360     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     10.4     14.4     74.2     66.2     94.0     91.1      6.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       17       25       39       42       65       74
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       60,437
COMMITMENTS
  27,727    6,551      388   23,867   48,904   51,981   55,842    8,456    4,595

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -15,419)
   2,226      579   -1,244  -15,283  -12,495  -14,301  -13,160   -1,118   -2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     10.8      0.6     39.5     80.9     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      33       14        4       31       27       65       44
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:      120,873
COMMITMENTS
  55,453   13,101      775   47,733   97,808  103,961  111,684   16,912    9,189

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:    -30,837)
   4,452    1,157   -2,487  -30,566  -24,990  -28,601  -26,320   -2,236   -4,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     10.8      0.6     39.5     80.9     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      33       14        4       31       27       65       44
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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