```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,734
COMMITMENTS
 153,074  103,942   75,125  199,540  236,757  427,739  415,824   36,995   48,910

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      2,446)
   8,867     -366     -844   -4,925    5,966    3,098    4,756     -652   -2,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     22.4     16.2     42.9     50.9     92.0     89.5      8.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     148      109      123       92      118      308      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,278,961
COMMITMENTS
 433,003   99,344  176,780  522,345  772,869  1132128  1048993  146,833  229,968

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     26,136)
  10,146    3,540   16,128   -3,042    4,935   23,232   24,603    2,904    1,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      7.8     13.8     40.8     60.4     88.5     82.0     11.5     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      786)
     221      139      190      226      366      537      627
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,325
COMMITMENTS
   3,602      555       64    6,204   10,428    9,870   11,047    2,455    1,278

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        634)
     463     -135       -6       27      536      484      395      150      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      4.5      0.5     50.3     84.6     80.1     89.6     19.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        8        7       15       10       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      706,473
COMMITMENTS
 258,999   54,375   97,792  279,882  472,666  636,673  624,833   69,800   81,640

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -8,627)
     191     -282   -1,154  -12,011   -5,873  -12,974   -7,309    4,347   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      7.7     13.8     39.6     66.9     90.1     88.4      9.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     211      133      194      157      185      468      442
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      330,249
COMMITMENTS
  54,854   69,419   69,844  172,639  154,804  297,337  294,067   32,912   36,182

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -5,127)
  -1,536    1,648   -1,878     -739   -3,546   -4,153   -3,776     -974   -1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     21.0     21.1     52.3     46.9     90.0     89.0     10.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      69       83      122       81       69      232      238
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      543,502
COMMITMENTS
  36,421   60,256    5,129  368,238  347,218  409,788  412,603  133,714  130,899

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -26,425)
 -24,008    3,046    2,533   -2,984  -27,193  -24,459  -21,614   -1,966   -4,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     11.1      0.9     67.8     63.9     75.4     75.9     24.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      23       35       13       69       71      103      108
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      368,002
COMMITMENTS
  37,077   30,621    6,570  255,771  275,256  299,418  312,447   68,584   55,555

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -3,185)
  -1,325   -1,758   -2,205    4,444      968      914   -2,995   -4,099     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      8.3      1.8     69.5     74.8     81.4     84.9     18.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        6        5       30       37       39       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,187
COMMITMENTS
   3,553      500    1,804    4,316    7,649    9,673    9,953      514      234

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        -94)
     254      218       89     -408     -378      -65      -71      -29      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      4.9     17.7     42.4     75.1     95.0     97.7      5.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        6       21       21       34       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      211,274
COMMITMENTS
  67,593   15,199   21,757   79,512  153,717  168,862  190,673   42,412   20,601

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      2,305)
     -57    3,851   -3,695    3,603    2,134     -149    2,290    2,454       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      7.2     10.3     37.6     72.8     79.9     90.2     20.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      68       24       44       83       72      172      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,976
COMMITMENTS
   2,828    5,337      471    8,372    7,433   11,671   13,241    3,305    1,735

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:       -414)
    -261      -54     -326      153       54     -434     -326       20      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     35.6      3.1     55.9     49.6     77.9     88.4     22.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       18       10       26       10       49       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      981,147
COMMITMENTS
 251,027  256,573   12,971  566,263  584,924  830,261  854,468  150,886  126,679

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     28,560)
 -41,079   10,637     -482   55,774  -28,813   14,213  -18,658   14,347   47,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     26.2      1.3     57.7     59.6     84.6     87.1     15.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      45       42       17       99       88      153      138
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,694,133
COMMITMENTS
 267,418  188,122   38,092  1110852  1173844  1416362  1400058  277,771  294,075

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     13,140)
 -59,845   -3,176    1,508   77,611   10,008   19,274    8,340   -6,134    4,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     11.1      2.2     65.6     69.3     83.6     82.6     16.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      49       51       38      121      124      194      189
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,358,525
COMMITMENTS
 228,379  145,153   16,833  895,871  942,314  1141083  1104300  217,442  254,225

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -54,003)
 -46,912  -26,422    6,876    1,086  -52,652  -38,950  -72,198  -15,053   18,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     10.7      1.2     65.9     69.4     84.0     81.3     16.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      36       34       16       80       92      125      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      387,775
COMMITMENTS
  10,685   48,059   54,196  299,934  247,665  364,815  349,920   22,960   37,855

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:      7,938)
   2,864    1,607    3,439    7,996    3,781   14,299    8,827   -6,361     -889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     12.4     14.0     77.3     63.9     94.1     90.2      5.9      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       14       19       37       37       58       62
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,166
COMMITMENTS
  18,722    7,940      519   27,633   42,646   46,873   51,104    8,293    4,062

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:     -5,284)
  -6,956    1,468      513    1,053   -5,701   -5,391   -3,721      107   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     14.4      0.9     50.1     77.3     85.0     92.6     15.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       14        4       33       23       71       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      110,331
COMMITMENTS
  37,443   15,879    1,037   55,265   85,292   93,745  102,208   16,586    8,123

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:    -10,567)
 -13,912    2,935    1,025    2,106  -11,401  -10,781   -7,441      214   -3,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     14.4      0.9     50.1     77.3     85.0     92.6     15.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      36       14        4       33       23       71       39
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,449
COMMITMENTS
   6,116    7,076    1,052    1,134      316    8,302    8,444      147        5

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         30)
       0      131       10        0     -115       10       26       20        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.4     83.7     12.5     13.4      3.7     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        9        3        1        2       15       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,630
COMMITMENTS
   2,020    5,075        1    9,433    6,493   11,454   11,569      176       61

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:        124)
     -49       62        0      176       61      127      123       -3        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     43.6      0.0     81.1     55.8     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       7        6        1        5       10       13       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 10/23/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,694
COMMITMENTS
   1,655    1,588        0   11,758   12,075   13,413   13,663      281       31

CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST:         63)
     -28       95        0       82      -26       54       69        9       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     11.6      0.0     85.9     88.2     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        5        0        4       14       10       19
```

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Updated October 26, 2012