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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   462,288:   144,207    104,308     75,969    204,465    230,791    424,641    411,068:    37,647     51,220
Old  :   353,793:   122,621    104,349     29,204    171,868    185,448    323,693    319,001:    30,100     34,792
Other:   108,495:    41,798     20,171     26,553     32,597     45,343    100,948     92,067:     7,547     16,428
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     8,548:    -5,387        956      3,278     10,547      2,042      8,438      6,276:       110      2,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       22.6       16.4       44.2       49.9       91.9       88.9:       8.1       11.1
Old  :     100.0:      34.7       29.5        8.3       48.6       52.4       91.5       90.2:       8.5        9.8
Other:     100.0:      38.5       18.6       24.5       30.0       41.8       93.0       84.9:       7.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       138        114        124         90        115        297        296:
Old  :       380:       136        112         93         69        107        255        268:
Other:       228:        46         64         45         57         97        137        183:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       16.7       29.0       25.4       16.6       13.8       27.3       20.7
Old  :                 21.5       19.2       35.0       28.1       20.7       18.6       32.9       27.2
Other:                 32.6       22.2       47.3       33.7       24.1       10.1       33.8       16.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,252,825:   422,857     95,804    160,652    525,387    767,934  1,108,896  1,024,390:   143,929    228,435
Old  : 1,129,469:   388,533    113,437    127,972    480,961    686,521    997,466    927,930:   132,003    201,539
Other:   123,356:    66,397     14,440        607     44,426     81,413    111,430     96,460:    11,926     26,896
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    50,978:    13,922      3,735     10,112     24,232     31,483     48,266     45,330:     2,712      5,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.6       12.8       41.9       61.3       88.5       81.8:      11.5       18.2
Old  :     100.0:      34.4       10.0       11.3       42.6       60.8       88.3       82.2:      11.7       17.8
Other:     100.0:      53.8       11.7        0.5       36.0       66.0       90.3       78.2:       9.7       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       212        138        180        226        360        526        613:
Old  :       773:       200        151        166        216        353        504        599:
Other:       437:        60         66         14         70        264        137        341:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       10.1       22.5       17.0       10.6        9.0       18.4       13.8
Old  :                 13.8        9.8       23.5       16.4       13.4        9.5       21.9       14.6
Other:                 44.0       31.8       54.3       38.3       44.0       31.8       54.3       38.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,691:     3,139        690         70      6,177      9,892      9,386     10,652:     2,305      1,039
Old  :    11,639:     3,142        690         65      6,139      9,857      9,346     10,612:     2,293      1,027
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       579:       906        -32         11       -531        442        386        421:       193        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.9        0.6       52.8       84.6       80.3       91.1:      19.7        8.9
Old  :     100.0:      27.0        5.9        0.6       52.7       84.7       80.3       91.2:      19.7        8.8
Other:     100.0:       3.8        9.6        0.0       73.1       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16          7          3         15         10         33         19:
Old  :        41:        17          7          3         14         10         32         19:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       72.5       56.5       85.4       33.1       64.4       49.9       74.6
Old  :                 35.7       72.8       56.6       85.5       33.2       64.8       50.0       74.7
Other:                 73.1       76.9       76.9       76.9       63.5       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   715,100:   258,808     54,657     98,946    291,893    478,539    649,647    632,142:    65,453     82,958
Old  :   664,356:   241,559     53,566     86,903    274,710    448,096    603,172    588,565:    61,184     75,791
Other:    50,744:    28,805     12,647        487     17,183     30,443     46,475     43,577:     4,269      7,167
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -3,406:    -2,544      1,140      6,961     -4,270    -14,392        147     -6,291:    -3,553      2,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2        7.6       13.8       40.8       66.9       90.8       88.4:       9.2       11.6
Old  :     100.0:      36.4        8.1       13.1       41.3       67.4       90.8       88.6:       9.2       11.4
Other:     100.0:      56.8       24.9        1.0       33.9       60.0       91.6       85.9:       8.4       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       204        132        195        160        190        460        453:
Old  :       579:       216        128        181        155        189        448        443:
Other:       248:        34         77         10         35        111         77        195:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       17.5       24.6       27.0       12.4       15.4       20.0       22.2
Old  :                 16.8       18.4       25.0       27.2       16.0       16.5       24.0       23.7
Other:                 55.4       49.9       67.7       57.5       55.4       49.9       67.7       57.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   335,376:    56,390     67,771     71,722    173,378    158,350    301,490    297,843:    33,886     37,533
Old  :   320,378:    57,978     68,320     66,468    164,921    148,806    289,367    283,594:    31,011     36,784
Other:    14,998:     1,290      2,329      2,376      8,457      9,544     12,123     14,249:     2,875        749
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    18,964:    -3,693      8,782     12,190      9,158     -1,819     17,655     19,153:     1,309       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.2       21.4       51.7       47.2       89.9       88.8:      10.1       11.2
Old  :     100.0:      18.1       21.3       20.7       51.5       46.4       90.3       88.5:       9.7       11.5
Other:     100.0:       8.6       15.5       15.8       56.4       63.6       80.8       95.0:      19.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        70         83        119         84         76        235        240:
Old  :       299:        72         85        119         84         74        235        238:
Other:        55:        11          9         12         23         13         41         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       20.7       22.0       28.5       11.7       15.8       20.0       22.3
Old  :                 12.8       20.7       22.4       28.6       12.1       15.9       20.7       22.7
Other:                 34.6       52.4       50.5       71.8       30.8       52.4       43.6       69.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   569,927:    60,429     57,210      2,596    371,222    374,411    434,247    434,217:   135,680    135,710
Old  :   569,927:    60,429     57,210      2,596    371,222    374,411    434,247    434,217:   135,680    135,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -7,797:    -4,105     -8,152     -2,057     -2,786     -3,630     -8,948    -13,839:     1,151      6,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       10.0        0.5       65.1       65.7       76.2       76.2:      23.8       23.8
Old  :     100.0:      10.6       10.0        0.5       65.1       65.7       76.2       76.2:      23.8       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        25         36          9         67         80        100        117:
Old  :       169:        25         36          9         67         80        100        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       15.0       31.7       26.9       17.9       14.3       26.2       25.2
Old  :                 22.9       15.0       31.7       26.9       17.9       14.3       26.2       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   371,187:    38,402     32,379      8,775    251,327    274,288    298,504    315,442:    72,683     55,745
Old  :   371,187:    38,402     32,379      8,775    251,327    274,288    298,504    315,442:    72,683     55,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       569:     2,028      2,885      1,541     -2,445     -1,656      1,124      2,770:      -555     -2,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.7        2.4       67.7       73.9       80.4       85.0:      19.6       15.0
Old  :     100.0:      10.3        8.7        2.4       67.7       73.9       80.4       85.0:      19.6       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         7          6          5         29         37         39         45:
Old  :        61:         7          6          5         29         37         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       36.9       50.7       48.3       32.4       36.5       44.1       46.6
Old  :                 34.9       36.9       50.7       48.3       32.4       36.5       44.1       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,281:     3,299        282      1,715      4,724      8,027      9,738     10,024:       543        257
Old  :    10,281:     3,299        282      1,715      4,724      8,027      9,738     10,024:       543        257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -178:       -19       -160         38       -247        -42       -228       -164:        50        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        2.7       16.7       45.9       78.1       94.7       97.5:       5.3        2.5
Old  :     100.0:      32.1        2.7       16.7       45.9       78.1       94.7       97.5:       5.3        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         9          4          5         22         23         35         30:
Old  :        40:         9          4          5         22         23         35         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       44.3       69.5       73.0       29.7       24.4       36.3       34.3
Old  :                 56.0       44.3       69.5       73.0       29.7       24.4       36.3       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   208,969:    67,650     11,348     25,452     75,909    151,583    169,011    188,383:    39,958     20,586
Old  :   196,647:    64,123     11,728     21,821     72,077    143,261    158,021    176,810:    38,626     19,837
Other:    12,322:     4,904        997      2,254      3,832      8,322     10,990     11,573:     1,332        749
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     2,776:     5,386       -664     -2,630     -1,112      8,074      1,644      4,780:     1,132     -2,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        5.4       12.2       36.3       72.5       80.9       90.1:      19.1        9.9
Old  :     100.0:      32.6        6.0       11.1       36.7       72.9       80.4       89.9:      19.6       10.1
Other:     100.0:      39.8        8.1       18.3       31.1       67.5       89.2       93.9:      10.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        67         25         46         78         72        169        128:
Old  :       197:        68         28         45         77         72        168        127:
Other:        52:        13          7          6         28          9         43         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       36.0       19.2       45.7        8.6       31.4       15.0       39.8
Old  :                 11.0       35.2       19.8       45.4        9.1       30.5       15.7       39.2
Other:                 50.3       60.7       65.3       78.4       41.2       52.5       50.9       64.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,390:     3,089      5,391        797      8,219      7,379     12,105     13,567:     3,285      1,823
Old  :    15,385:     3,090      5,389        796      8,218      7,379     12,104     13,564:     3,281      1,821
Other:         5:         0          3          0          1          0          1          3:         4          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :        -2:      -425       -125         70        212        -50       -143       -105:       141        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       35.0        5.2       53.4       47.9       78.7       88.2:      21.3       11.8
Old  :     100.0:      20.1       35.0        5.2       53.4       48.0       78.7       88.2:      21.3       11.8
Other:     100.0:       0.0       60.0        0.0       20.0        0.0       20.0       60.0:      80.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        21         19          9         26         10         49         36:
Old  :        70:        21         19          9         25         10         48         36:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       43.7       47.8       58.1       33.2       42.9       46.0       56.5
Old  :                 33.2       43.7       47.8       58.1       33.2       43.0       46.0       56.5
Other:                 20.0       60.0       20.0       60.0       20.0       60.0       20.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   952,587:   292,106    245,936     13,453    510,489    613,737    816,048    873,126:   136,539     79,461
Old  :   952,587:   292,106    245,936     13,453    510,489    613,737    816,048    873,126:   136,539     79,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    24,352:   -10,211     25,555         20     36,902        780     26,711     26,355:    -2,359     -2,003
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       25.8        1.4       53.6       64.4       85.7       91.7:      14.3        8.3
Old  :     100.0:      30.7       25.8        1.4       53.6       64.4       85.7       91.7:      14.3        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        51         39         13         97         89        153        136:
Old  :       224:        51         39         13         97         89        153        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       33.4       27.3       44.3       16.8       32.7       24.8       43.4
Old  :                 17.7       33.4       27.3       44.3       16.8       32.7       24.8       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,680,993:   327,263    191,298     36,584  1,033,241  1,163,836  1,397,088  1,391,718:   283,905    289,275
Old  : 1,680,993:   327,263    191,298     36,584  1,033,241  1,163,836  1,397,088  1,391,718:   283,905    289,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     9,515:    30,395     12,720     -1,433      1,493    -11,838     30,455       -551:   -20,940     10,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       11.4        2.2       61.5       69.2       83.1       82.8:      16.9       17.2
Old  :     100.0:      19.5       11.4        2.2       61.5       69.2       83.1       82.8:      16.9       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        46         56         30        116        127        183        192:
Old  :       274:        46         56         30        116        127        183        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       28.1       32.2       35.0       20.6       23.3       30.5       29.7
Old  :                 20.8       28.1       32.2       35.0       20.6       23.3       30.5       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,412,528:   275,291    171,575      9,957    894,785    994,966  1,180,033  1,176,498:   232,495    236,030
Old  : 1,412,528:   275,291    171,575      9,957    894,785    994,966  1,180,033  1,176,498:   232,495    236,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :   -13,606:   -32,031      4,967     -1,741     29,043    -21,012     -4,729    -17,786:    -8,877      4,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       12.1        0.7       63.3       70.4       83.5       83.3:      16.5       16.7
Old  :     100.0:      19.5       12.1        0.7       63.3       70.4       83.5       83.3:      16.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        36         39         11         74         91        116        135:
Old  :       198:        36         39         11         74         91        116        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       27.6       32.6       38.5       19.9       27.4       31.1       37.5
Old  :                 20.2       27.6       32.6       38.5       19.9       27.4       31.1       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   379,837:     7,821     46,452     50,757    291,938    243,884    350,516    341,093:    29,321     38,744
Old  :   379,837:     7,821     46,452     50,757    291,938    243,884    350,516    341,093:    29,321     38,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     5,544:      -264      2,421     -1,999      8,214      5,820      5,951      6,242:      -407       -698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       12.2       13.4       76.9       64.2       92.3       89.8:       7.7       10.2
Old  :     100.0:       2.1       12.2       13.4       76.9       64.2       92.3       89.8:       7.7       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        11         15         18         38         39         58         64:
Old  :        71:        11         15         18         38         39         58         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       29.5       53.6       48.9       34.5       23.3       40.4       34.8
Old  :                 45.0       29.5       53.6       48.9       34.5       23.3       40.4       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,449:    25,678      6,472          6     26,580     48,347     52,263     54,825:     8,186      5,625
Old  :    60,449:    25,678      6,472          6     26,580     48,347     52,263     54,825:     8,186      5,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     2,643:     2,455        249       -231       -265      2,312      1,959      2,329:       684        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       10.7        0.0       44.0       80.0       86.5       90.7:      13.5        9.3
Old  :     100.0:      42.5       10.7        0.0       44.0       80.0       86.5       90.7:      13.5        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        39         12          3         29         31         70         44:
Old  :       105:        39         12          3         29         31         70         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       40.1       41.1       58.6       26.4       40.1       40.9       58.6
Old  :                 26.4       40.1       41.1       58.6       26.4       40.1       40.9       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   120,898:    51,355     12,944         12     53,159     96,693    104,526    109,649:    16,372     11,249
Old  :   120,898:    51,355     12,944         12     53,159     96,693    104,526    109,649:    16,372     11,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     5,285:     4,909        497       -462       -529      4,623      3,918      4,658:     1,367        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5       10.7        0.0       44.0       80.0       86.5       90.7:      13.5        9.3
Old  :     100.0:      42.5       10.7        0.0       44.0       80.0       86.5       90.7:      13.5        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        39         12          3         29         31         70         44:
Old  :       105:        39         12          3         29         31         70         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       40.1       41.1       58.6       26.4       40.1       40.9       58.6
Old  :                 26.4       40.1       41.1       58.6       26.4       40.1       40.9       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,419:     6,116      6,945      1,042      1,134        431      8,292      8,418:       127          1
Old  :     8,419:     6,116      6,945      1,042      1,134        431      8,292      8,418:       127          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       -64:       147        -19        -20       -193        -25        -66        -64:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6       82.5       12.4       13.5        5.1       98.5      100.0:       1.5        0.0
Old  :     100.0:      72.6       82.5       12.4       13.5        5.1       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        12          9          3          1          2         15         12:
Old  :        24:        12          9          3          1          2         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       80.8       89.6       97.5       66.8       73.7       81.7       86.1
Old  :                 66.8       80.8       89.6       97.5       66.8       73.7       81.7       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,506:     2,069      5,013          1      9,257      6,432     11,327     11,446:       179         60
Old  :    11,506:     2,069      5,013          1      9,257      6,432     11,327     11,446:       179         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -500:       914       -877          0     -1,430        366       -516       -511:        16         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       43.6        0.0       80.5       55.9       98.4       99.5:       1.6        0.5
Old  :     100.0:      18.0       43.6        0.0       80.5       55.9       98.4       99.5:       1.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         7          6          1          5         10         13         16:
Old  :        28:         7          6          1          5         10         13         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.0       85.6       96.1       94.7       87.0       85.6       96.1       94.7
Old  :                 87.0       85.6       96.1       94.7       87.0       85.6       96.1       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,631:     1,683      1,493          0     11,676     12,101     13,359     13,594:       272         37
Old  :    13,631:     1,683      1,493          0     11,676     12,101     13,359     13,594:       272         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -330:      -561       -436          0        213        107       -348       -329:        18         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       11.0        0.0       85.7       88.8       98.0       99.7:       2.0        0.3
Old  :     100.0:      12.3       11.0        0.0       85.7       88.8       98.0       99.7:       2.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          7          0          4         15         10         22:
Old  :        31:         6          7          0          4         15         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.4       68.6       97.3       84.7       94.4       68.6       97.3       84.7
Old  :                 94.4       68.6       97.3       84.7       94.4       68.6       97.3       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 29, 2007