```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      600,714
COMMITMENTS
 153,321   99,646  167,449  240,156  277,584  560,927  544,679   39,787   56,035

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     11,196)
   3,579    2,744    4,497    1,963    1,333   10,040    8,574    1,157    2,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     16.6     27.9     40.0     46.2     93.4     90.7      6.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     152      126      171      106      138      342      359
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,829,734
COMMITMENTS
 394,226   70,385  609,853  653,115  876,118  1657195  1556357  172,540  273,377

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     29,386)
  -3,009    9,992   22,779   13,250  -12,900   33,021   19,872   -3,635    9,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.8     33.3     35.7     47.9     90.6     85.1      9.4     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      854)
     243      164      270      275      407      631      734
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       12,291
COMMITMENTS
   3,727      513      564    5,378   10,441    9,669   11,519    2,621      772

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -321)
    -501     -231      -29      183      -11     -348     -271       27      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      4.2      4.6     43.8     85.0     78.7     93.7     21.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      21        4        9       15       13       38       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:    1,157,098
COMMITMENTS
 269,798   55,489  434,176  369,650  573,388  1073624  1063054   83,474   94,044

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -11,292)
 -16,768    2,726   -4,461   14,406  -15,452   -6,823  -17,187   -4,469    5,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      4.8     37.5     31.9     49.6     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      661)
     252      162      272      173      224      538      556
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED 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:      364,847
COMMITMENTS
  79,557   42,394   71,934  168,857  222,214  320,348  336,542   44,498   28,305

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -16,305)
  -9,809     -180   -4,963   -3,202  -14,805  -17,975  -19,948    1,670    3,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     11.6     19.7     46.3     60.9     87.8     92.2     12.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      87       63       86       82       77      219      191
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      678,750
COMMITMENTS
  42,306   42,894   72,680  403,895  395,172  518,882  510,745  159,868  168,004

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     18,078)
 -26,784   -3,124   25,804   27,811  -21,551   26,830    1,129   -8,752   16,949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      6.3     10.7     59.5     58.2     76.4     75.2     23.6     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      24       31       36       82       80      129      124
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED 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:      361,877
COMMITMENTS
  41,813   34,302    2,542  249,818  264,744  294,173  301,588   67,704   60,289

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -17,054)
   2,471      338  -10,864   -8,533   -8,228  -16,926  -18,754     -128    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      9.5      0.7     69.0     73.2     81.3     83.3     18.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        6        5       33       39       42       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      312,833
COMMITMENTS
  74,839   11,353   91,768   96,618  184,454  263,225  287,575   49,608   25,258

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      2,506)
  -6,744     -596    2,458    7,136    2,219    2,850    4,081     -344   -1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      3.6     29.3     30.9     59.0     84.1     91.9     15.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      84       33       71       81       77      201      163
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,628
COMMITMENTS
   2,793    5,816      571    8,081    6,589   11,444   12,976    3,183    1,651

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -147)
     -30      -47     -128     -183       -1     -341     -176      193       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     39.8      3.9     55.2     45.0     78.2     88.7     21.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16       24        8       26       11       47       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:    1,043,803
COMMITMENTS
 287,193  186,176   80,117  548,782  700,754  916,093  967,047  127,710   76,756

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:    -43,795)
  -6,417  -18,072   -9,761  -32,409  -13,365  -48,587  -41,198    4,792   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     17.8      7.7     52.6     67.1     87.8     92.6     12.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      47       34       26       97       93      155      142
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,019,648
COMMITMENTS
 272,582  173,203  241,553  1196019  1295711  1710154  1710467  309,494  309,181

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     74,588)
  -1,992    8,562   25,467   62,695   35,068   86,170   69,098  -11,582    5,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      8.6     12.0     59.2     64.2     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      39       60       67      140      146      226      226
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,410,330
COMMITMENTS
 279,439  123,868   65,105  805,099  980,539  1149644  1169512  260,686  240,818

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     42,265)
 -24,336   -4,034  -13,563   62,521   56,523   24,622   38,926   17,643    3,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      8.8      4.6     57.1     69.5     81.5     82.9     18.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      40       28       32       84       96      135      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      453,132
COMMITMENTS
  16,520   45,156   80,055  326,583  288,562  423,158  413,772   29,975   39,360

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      4,281)
   3,027   -6,837   -1,761    1,240    9,946    2,506    1,347    1,776    2,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6     10.0     17.7     72.1     63.7     93.4     91.3      6.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       16       25       42       41       69       71
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED 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:       77,763
COMMITMENTS
  26,086    6,060    1,957   40,024   62,622   68,067   70,639    9,696    7,124

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     13,269)
   3,771      116      808    8,628   11,367   13,208   12,291       61      978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.8      2.5     51.5     80.5     87.5     90.8     12.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       13       10       47       35       86       53
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      155,525
COMMITMENTS
  52,171   12,120    3,914   80,049  125,244  136,134  141,277   19,391   14,248

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     26,538)
   7,542      231    1,617   17,257   22,734   26,415   24,582      123    1,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.8      2.5     51.5     80.5     87.5     90.8     12.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       13       10       47       35       86       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
    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
```

----

Updated September 21, 2012