```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      602,272
COMMITMENTS
 146,667   96,330  175,117  240,800  276,592  562,584  548,039   39,688   54,233

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      5,655)
  -5,667      843    7,965    2,915     -591    5,213    8,218      442   -2,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     16.0     29.1     40.0     45.9     93.4     91.0      6.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
     152      125      171      103      131      343      348
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,843,335
COMMITMENTS
 383,520   60,951  621,849  664,156  885,086  1669525  1567886  173,810  275,449

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     70,411)
   1,040    2,489   43,636   21,264   25,318   65,940   71,443    4,471   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      3.3     33.7     36.0     48.0     90.6     85.1      9.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      846)
     243      158      269      289      404      638      733
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,115
COMMITMENTS
   2,126      650      606    6,983    9,999    9,715   11,255    2,400      860

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:       -134)
  -1,363       15       14    1,267     -224      -82     -195      -52       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      5.4      5.0     57.6     82.5     80.2     92.9     19.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        6        9       14       12       34       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,125,249
COMMITMENTS
 234,573   35,501  416,367  398,871  584,121  1049810  1035989   75,438   89,260

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -10,968)
 -11,074    4,070  -12,038   16,537      475   -6,575   -7,494   -4,393   -3,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      3.2     37.0     35.4     51.9     93.3     92.1      6.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      655)
     252      154      277      180      216      542      553
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      358,453
COMMITMENTS
  53,302   50,956   86,387  185,102  187,858  324,790  325,201   33,662   33,252

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     16,801)
 -10,049    9,683   17,208   12,514  -15,568   19,673   11,323   -2,871    5,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     14.2     24.1     51.6     52.4     90.6     90.7      9.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      59       92      113       91       81      231      232
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      686,006
COMMITMENTS
  52,620   52,201   60,498  416,176  416,743  529,293  529,441  156,713  156,565

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     33,022)
  11,917   -4,547   11,462    2,963   27,254   26,342   34,169    6,680   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      7.6      8.8     60.7     60.7     77.2     77.2     22.8     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      24       34       40       83       84      132      133
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      370,398
COMMITMENTS
  42,834   30,453    2,619  260,484  280,130  305,937  313,202   64,461   57,196

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     11,283)
     927     -380      909    7,811   12,288    9,647   12,817    1,636   -1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      8.2      0.7     70.3     75.6     82.6     84.6     17.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        6        4       33       40       42       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,699
COMMITMENTS
   3,002      459    1,765    5,426    8,117   10,193   10,341      506      358

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        177)
     551       11     -320     -196      407       35       98      142       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      4.3     16.5     50.7     75.9     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        4        4       19       22       31       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      277,138
COMMITMENTS
  59,753   11,401   76,703   99,788  165,935  236,244  254,039   40,894   23,099

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -13,039)
  -3,392      615   -5,706     -991   -6,358  -10,089  -11,449   -2,950   -1,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      4.1     27.7     36.0     59.9     85.2     91.7     14.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      70       33       55       87       82      187      149
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,672
COMMITMENTS
   3,224    5,592    1,007    8,202    7,319   12,433   13,917    3,240    1,756

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        763)
     416     -406      325       18      694      759      613        4      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     35.7      6.4     52.3     46.7     79.3     88.8     20.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       21        9       27        9       52       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,019,878
COMMITMENTS
 287,319  219,598   78,581  515,394  641,877  881,295  940,056  138,583   79,822

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -28,718)
  11,417      352    2,098  -44,012  -25,617  -30,497  -23,167    1,779   -5,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.2     21.5      7.7     50.5     62.9     86.4     92.2     13.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      48       42       24       96       91      159      142
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,040,582
COMMITMENTS
 322,853  157,692  193,488  1195923  1377227  1712264  1728407  328,318  312,176

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    122,781)
  89,681   -2,472   20,539    1,444   97,949  111,664  116,017   11,117    6,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      7.7      9.5     58.6     67.5     83.9     84.7     16.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      53       51       68      138      144      230      224
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,595,452
COMMITMENTS
 302,858  160,070  110,738  929,268  1092480  1342864  1363288  252,588  232,164

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     26,701)
  44,914    4,259   18,671  -30,452    9,302   33,133   32,232   -6,432   -5,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     10.0      6.9     58.2     68.5     84.2     85.4     15.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      36       32       30       82      108      134      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      386,748
COMMITMENTS
   3,923   43,101   71,935  288,474  234,552  364,333  349,588   22,415   37,160

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -73,609)
 -16,139   -1,694  -11,480  -41,882  -58,520  -69,501  -71,694   -4,108   -1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     11.1     18.6     74.6     60.6     94.2     90.4      5.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       6       21       24       41       40       66       68
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,178
COMMITMENTS
  27,413    5,277    1,168   26,681   52,576   55,262   59,021    7,916    4,157

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      2,009)
    -478   -1,081      464    2,651    3,139    2,637    2,522     -628     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      8.4      1.8     42.2     83.2     87.5     93.4     12.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      43       10       11       36       31       83       48
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,355
COMMITMENTS
  54,826   10,555    2,335   53,362  105,152  110,524  118,042   15,831    8,313

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      4,018)
    -956   -2,161      927    5,303    6,279    5,275    5,044   -1,257   -1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.4      8.4      1.8     42.2     83.2     87.5     93.4     12.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      43       10       11       36       31       83       48
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,269
COMMITMENTS
   5,769    6,699    1,048    1,327      520    8,144    8,267      125        2

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        -49)
      49      -56       24      -51      -17       22      -49      -71        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.8     81.0     12.7     16.0      6.3     98.5    100.0      1.5      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 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,681
COMMITMENTS
   1,165    5,638        5   10,346    5,993   11,516   11,636      165       45

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:        896)
      34       91        0      867      808      901      899       -5       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     48.3      0.0     88.6     51.3     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        7        1        7       10       14       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,560
COMMITMENTS
   1,785    1,371        0   11,490   12,149   13,275   13,520      285       40

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:         14)
     117      -30        0     -126       61       -9       31       23      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     10.1      0.0     84.7     89.6     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        6        0        4       15       11       21
```

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Updated October 5, 2012