```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 20, 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  :   494,374:   141,105    107,930     89,934    225,198    245,223    456,237    443,087:    38,137     51,287
Old  :   357,561:   116,087    101,158     38,054    174,555    186,072    328,696    325,284:    28,865     32,277
Other:   136,813:    46,680     28,434     30,218     50,643     59,151    127,541    117,803:     9,272     19,010
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     1,297:   -18,257     -1,752      4,793     13,377        886        -87      3,927:     1,384     -2,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       21.8       18.2       45.6       49.6       92.3       89.6:       7.7       10.4
Old  :     100.0:      32.5       28.3       10.6       48.8       52.0       91.9       91.0:       8.1        9.0
Other:     100.0:      34.1       20.8       22.1       37.0       43.2       93.2       86.1:       6.8       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       150        113        148         96        117        319        318:
Old  :       387:       146        111        117         77        107        280        284:
Other:       264:        60         81         47         65        102        156        206:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       18.0       28.5       26.7       16.1       14.6       26.0       21.6
Old  :                 20.9       22.2       33.9       32.1       20.1       22.2       31.7       31.5
Other:                 28.6       18.4       42.1       28.9       23.1       11.4       32.3       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 20, 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  : 1,301,506:   408,558     94,549    189,415    552,079    787,976  1,150,052  1,071,940:   151,454    229,566
Old  : 1,127,947:   367,028     96,480    143,048    480,399    694,426    990,475    933,954:   137,472    193,993
Other:   173,559:    86,924     43,463        973     71,680     93,550    159,577    137,986:    13,982     35,573
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     6,932:    14,435    -23,415      3,858    -11,313     30,067      6,980     10,510:       -48     -3,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        7.3       14.6       42.4       60.5       88.4       82.4:      11.6       17.6
Old  :     100.0:      32.5        8.6       12.7       42.6       61.6       87.8       82.8:      12.2       17.2
Other:     100.0:      50.1       25.0        0.6       41.3       53.9       91.9       79.5:       8.1       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       798:       204        160        220        260        365        588        651:
Old  :       791:       218        147        202        248        360        567        630:
Other:       488:        51        107         16         79        275        139        394:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       10.2       21.1       17.7        9.6        8.4       17.4       13.2
Old  :                 13.1       10.0       22.5       16.8       12.0        9.3       20.4       14.2
Other:                 42.3       26.1       58.2       35.0       42.3       26.1       58.2       35.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 20, 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  :    11,445:     2,239        326        238      6,617      9,384      9,094      9,948:     2,351      1,497
Old  :    11,338:     2,240        326        236      6,531      9,301      9,007      9,863:     2,331      1,475
Other:       107:         1          2          0         86         83         87         85:        20         22
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -297:        59        -81         41       -134       -145        -34       -185:      -263       -112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.8        2.1       57.8       82.0       79.5       86.9:      20.5       13.1
Old  :     100.0:      19.8        2.9        2.1       57.6       82.0       79.4       87.0:      20.6       13.0
Other:     100.0:       0.9        1.9        0.0       80.4       77.6       81.3       79.4:      18.7       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          6          8         17         10         37         22:
Old  :        42:        18          6          8         17         10         37         22:
Other:        12:         1          1          0          6          5          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       71.0       51.3       81.0       31.0       58.3       46.7       66.7
Old  :                 33.1       71.3       51.3       81.1       30.7       58.6       46.6       67.1
Other:                 76.6       72.9       81.3       79.4       71.0       72.0       75.7       73.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 20, 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  :   603,691:   192,367     59,672     90,397    261,307    387,676    544,071    537,745:    59,620     65,946
Old  :   542,872:   180,801     55,728     69,833    238,117    362,478    488,751    488,039:    54,121     54,833
Other:    60,819:    31,532     23,910        598     23,190     25,198     55,320     49,706:     5,499     11,113
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -471:    -9,102      6,991      3,114      7,206     -7,833      1,218      2,272:    -1,689     -2,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        9.9       15.0       43.3       64.2       90.1       89.1:       9.9       10.9
Old  :     100.0:      33.3       10.3       12.9       43.9       66.8       90.0       89.9:      10.0       10.1
Other:     100.0:      51.8       39.3        1.0       38.1       41.4       91.0       81.7:       9.0       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       473:       163        105        145        133        167        356        374:
Old  :       468:       172        101        122        129        163        344        350:
Other:       221:        31         66          6         34         99         71        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       16.6       27.8       25.5       15.0       15.6       23.9       23.0
Old  :                 19.2       18.3       28.7       27.7       18.1       17.1       27.6       25.5
Other:                 47.9       27.2       64.8       39.9       47.9       27.2       64.8       39.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 20, 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  :   344,913:    60,982    101,583     63,967    186,840    141,677    311,789    307,227:    33,124     37,686
Old  :   327,360:    62,958    103,188     56,130    178,817    131,278    297,905    290,596:    29,455     36,764
Other:    17,553:     2,577      2,948      3,284      8,023     10,399     13,884     16,631:     3,669        922
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :   -19,879:     1,664      4,644    -17,140     -5,048     -4,581    -20,524    -17,077:       645     -2,802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       29.5       18.5       54.2       41.1       90.4       89.1:       9.6       10.9
Old  :     100.0:      19.2       31.5       17.1       54.6       40.1       91.0       88.8:       9.0       11.2
Other:     100.0:      14.7       16.8       18.7       45.7       59.2       79.1       94.7:      20.9        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        64         91        109         86         68        222        234:
Old  :       291:        70         96        106         86         68        222        231:
Other:        65:        11         14         14         29         15         49         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       18.8       24.2       27.0       13.4       15.6       21.5       23.2
Old  :                 15.0       18.7       24.5       27.3       14.1       15.5       22.5       23.4
Other:                 35.1       46.1       49.1       66.4       21.5       40.2       33.9       56.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 20, 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  :   633,185:    82,668     52,897      7,419    384,947    423,284    475,034    483,600:   158,151    149,585
Old  :   633,185:    82,668     52,897      7,419    384,947    423,284    475,034    483,600:   158,151    149,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    18,123:    12,568       -291       -342     -5,337      9,872      6,889      9,239:    11,234      8,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1        8.4        1.2       60.8       66.8       75.0       76.4:      25.0       23.6
Old  :     100.0:      13.1        8.4        1.2       60.8       66.8       75.0       76.4:      25.0       23.6
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  :       173:        28         35         20         71         85        112        127:
Old  :       173:        28         35         20         71         85        112        127:
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  :                 20.6       17.1       28.9       27.9       17.2       15.6       24.2       26.1
Old  :                 20.6       17.1       28.9       27.9       17.2       15.6       24.2       26.1
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, November 20, 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  :   356,716:    24,352     52,580      1,868    259,427    244,979    285,647    299,427:    71,069     57,289
Old  :   356,716:    24,352     52,580      1,868    259,427    244,979    285,647    299,427:    71,069     57,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -728:       484        552         83     -2,672     -4,509     -2,105     -3,874:     1,377      3,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       14.7        0.5       72.7       68.7       80.1       83.9:      19.9       16.1
Old  :     100.0:       6.8       14.7        0.5       72.7       68.7       80.1       83.9:      19.9       16.1
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  :        63:         8          6          4         32         36         43         43:
Old  :        63:         8          6          4         32         36         43         43:
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  :                 34.1       39.6       49.2       50.7       31.9       39.5       43.1       49.5
Old  :                 34.1       39.6       49.2       50.7       31.9       39.5       43.1       49.5
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, November 20, 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  :    11,408:     2,617        247      2,584      5,574      8,380     10,775     11,211:       633        197
Old  :    11,408:     2,617        247      2,584      5,574      8,380     10,775     11,211:       633        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       -72:    -1,338       -214        648        534       -414       -156         20:        84        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        2.2       22.7       48.9       73.5       94.5       98.3:       5.5        1.7
Old  :     100.0:      22.9        2.2       22.7       48.9       73.5       94.5       98.3:       5.5        1.7
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  :        33:         6          4          6         15         19         25         28:
Old  :        33:         6          4          6         15         19         25         28:
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  :                 61.2       49.2       77.0       72.0       22.4       23.9       29.6       30.0
Old  :                 61.2       49.2       77.0       72.0       22.4       23.9       29.6       30.0
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, November 20, 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  :   217,998:    64,695     20,597     23,150     85,072    146,259    172,917    190,006:    45,081     27,992
Old  :   202,398:    59,022     20,679     20,935     80,011    134,893    159,968    176,507:    42,430     25,891
Other:    15,600:     6,584        829      1,304      5,061     11,366     12,949     13,499:     2,651      2,101
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     1,448:      -765     -1,650     -3,205      6,396      5,707      2,426        852:      -978        596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        9.4       10.6       39.0       67.1       79.3       87.2:      20.7       12.8
Old  :     100.0:      29.2       10.2       10.3       39.5       66.6       79.0       87.2:      21.0       12.8
Other:     100.0:      42.2        5.3        8.4       32.4       72.9       83.0       86.5:      17.0       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        59         30         46         81         68        161        129:
Old  :       185:        59         32         45         78         68        157        128:
Other:        49:        12          6          4         29         10         41         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       36.4       20.5       45.8        9.4       30.5       16.6       39.2
Old  :                 11.7       35.0       20.1       45.0        9.2       29.9       16.3       38.2
Other:                 47.2       57.3       61.8       73.9       45.4       54.3       55.6       67.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 20, 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  :    14,277:     2,822      5,421        142      8,082      6,737     11,046     12,300:     3,231      1,977
Old  :    14,258:     2,823      5,421        141      8,082      6,721     11,046     12,283:     3,212      1,975
Other:        19:         0          1          0          0         16          0         17:        19          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       147:       -30        174         60        128       -166        158         68:       -11         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       38.0        1.0       56.6       47.2       77.4       86.2:      22.6       13.8
Old  :     100.0:      19.8       38.0        1.0       56.7       47.1       77.5       86.1:      22.5       13.9
Other:     100.0:       0.0        5.3        0.0        0.0       84.2        0.0       89.5:     100.0       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        18         19          3         25          9         43         31:
Old  :        66:        18         19          3         25          8         43         30:
Other:         5:         0          1          0          0          4          0          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.3       46.3       51.6       62.6       37.3       45.5       51.6       61.8
Old  :                 37.4       46.3       51.7       62.6       37.4       45.5       51.7       61.9
Other:                  0.0       84.2        0.0       89.5        0.0       84.2        0.0       89.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 20, 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  : 1,093,732:   336,453    253,943     30,978    582,371    731,591    949,802  1,016,512:   143,930     77,220
Old  : 1,093,732:   336,453    253,943     30,978    582,371    731,591    949,802  1,016,512:   143,930     77,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    56,270:    56,444    -21,191      9,592    -22,669     74,265     43,367     62,666:    12,903     -6,396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       23.2        2.8       53.2       66.9       86.8       92.9:      13.2        7.1
Old  :     100.0:      30.8       23.2        2.8       53.2       66.9       86.8       92.9:      13.2        7.1
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  :       230:        53         33         26        108         97        173        145:
Old  :       230:        53         33         26        108         97        173        145:
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  :                 13.9       35.4       23.2       47.3       12.4       34.3       21.4       45.8
Old  :                 13.9       35.4       23.2       47.3       12.4       34.3       21.4       45.8
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, November 20, 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  : 1,857,000:   417,644    256,231     53,692  1,092,701  1,205,639  1,564,037  1,515,562:   292,963    341,438
Old  : 1,857,000:   417,644    256,231     53,692  1,092,701  1,205,639  1,564,037  1,515,562:   292,963    341,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    92,400:    46,914     44,020      4,566     38,423     37,685     89,903     86,271:     2,497      6,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       13.8        2.9       58.8       64.9       84.2       81.6:      15.8       18.4
Old  :     100.0:      22.5       13.8        2.9       58.8       64.9       84.2       81.6:      15.8       18.4
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  :       289:        48         62         37        111        143        183        218:
Old  :       289:        48         62         37        111        143        183        218:
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  :                 19.7       20.4       31.1       27.9       18.8       16.1       29.0       23.0
Old  :                 19.7       20.4       31.1       27.9       18.8       16.1       29.0       23.0
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, November 20, 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  : 1,512,595:   329,726    201,689     20,676    903,025  1,031,148  1,253,427  1,253,513:   259,168    259,082
Old  : 1,512,595:   329,726    201,689     20,676    903,025  1,031,148  1,253,427  1,253,513:   259,168    259,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    69,800:    33,825     24,625     -4,131     18,546     44,896     48,240     65,390:    21,560      4,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       13.3        1.4       59.7       68.2       82.9       82.9:      17.1       17.1
Old  :     100.0:      21.8       13.3        1.4       59.7       68.2       82.9       82.9:      17.1       17.1
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  :       206:        34         42         18         82        105        128        153:
Old  :       206:        34         42         18         82        105        128        153:
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       21.8       32.1       32.7       20.8       21.6       32.1       31.4
Old  :                 20.8       21.8       32.1       32.7       20.8       21.6       32.1       31.4
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, November 20, 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  :   381,820:    18,574     47,183     55,778    280,701    246,376    355,053    349,337:    26,767     32,483
Old  :   381,820:    18,574     47,183     55,778    280,701    246,376    355,053    349,337:    26,767     32,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     9,722:     1,832     -2,083      1,144      2,956     11,098      5,932     10,159:     3,790       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       12.4       14.6       73.5       64.5       93.0       91.5:       7.0        8.5
Old  :     100.0:       4.9       12.4       14.6       73.5       64.5       93.0       91.5:       7.0        8.5
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  :        73:        12         16         21         38         39         60         67:
Old  :        73:        12         16         21         38         39         60         67:
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  :                 41.2       30.1       51.4       49.8       32.6       28.9       38.9       38.2
Old  :                 41.2       30.1       51.4       49.8       32.6       28.9       38.9       38.2
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, November 20, 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  :    48,149:     9,387     11,227      2,525     27,627     29,519     39,539     43,270:     8,610      4,879
Old  :    48,149:     9,387     11,227      2,525     27,627     29,519     39,539     43,270:     8,610      4,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    -2,487:    -3,096      2,312       -291      1,816     -5,511     -1,572     -3,490:      -915      1,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.3        5.2       57.4       61.3       82.1       89.9:      17.9       10.1
Old  :     100.0:      19.5       23.3        5.2       57.4       61.3       82.1       89.9:      17.9       10.1
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  :        92:        23         19          5         34         23         60         44:
Old  :        92:        23         19          5         34         23         60         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  :                 20.8       36.3       36.7       58.6       19.2       32.2       33.7       53.7
Old  :                 20.8       36.3       36.7       58.6       19.2       32.2       33.7       53.7
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, November 20, 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  :    96,297:    18,774     22,453      5,049     55,254     59,038     79,077     86,540:    17,220      9,757
Old  :    96,297:    18,774     22,453      5,049     55,254     59,038     79,077     86,540:    17,220      9,757
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    -4,973:    -6,192      4,624       -582      3,631    -11,022     -3,143     -6,980:    -1,830      2,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       23.3        5.2       57.4       61.3       82.1       89.9:      17.9       10.1
Old  :     100.0:      19.5       23.3        5.2       57.4       61.3       82.1       89.9:      17.9       10.1
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  :        92:        23         19          5         34         23         60         44:
Old  :        92:        23         19          5         34         23         60         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  :                 20.8       36.3       36.7       58.6       19.2       32.2       33.7       53.7
Old  :                 20.8       36.3       36.7       58.6       19.2       32.2       33.7       53.7
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, November 20, 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  :     7,153:     4,921      5,764        986      1,121        394      7,028      7,144:       125          9
Old  :     7,153:     4,921      5,764        986      1,121        394      7,028      7,144:       125          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -953:      -958     -1,353         33        -28        367       -953       -953:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       80.6       13.8       15.7        5.5       98.3       99.9:       1.7        0.1
Old  :     100.0:      68.8       80.6       13.8       15.7        5.5       98.3       99.9:       1.7        0.1
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  :        20:         9          8          3          2          1         13         10:
Old  :        20:         9          8          3          2          1         13         10:
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  :                 70.6       79.9       90.9       97.1       70.6       68.4       80.3       85.7
Old  :                 70.6       79.9       90.9       97.1       70.6       68.4       80.3       85.7
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, November 20, 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  :    12,356:       950      4,119          1     11,188      8,159     12,139     12,279:       217         77
Old  :    12,356:       950      4,119          1     11,188      8,159     12,139     12,279:       217         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       609:      -138       -220          0        761        815        623        595:       -14         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       33.3        0.0       90.5       66.0       98.2       99.4:       1.8        0.6
Old  :     100.0:       7.7       33.3        0.0       90.5       66.0       98.2       99.4:       1.8        0.6
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:         7          7          1          5         12         13         19:
Old  :        31:         7          7          1          5         12         13         19:
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  :                 91.0       80.4       96.3       90.5       91.0       80.4       96.3       90.5
Old  :                 91.0       80.4       96.3       90.5       91.0       80.4       96.3       90.5
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, November 20, 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  :    13,606:     1,111      2,102          0     12,239     11,455     13,350     13,557:       256         49
Old  :    13,606:     1,111      2,102          0     12,239     11,455     13,350     13,557:       256         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -441:      -301       -232          0        -98       -219       -399       -451:       -42         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       15.4        0.0       90.0       84.2       98.1       99.6:       1.9        0.4
Old  :     100.0:       8.2       15.4        0.0       90.0       84.2       98.1       99.6:       1.9        0.4
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  :        30:         6          6          0          4         15         10         21:
Old  :        30:         6          6          0          4         15         10         21:
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  :                 95.0       56.0       97.6       77.7       95.0       56.0       97.6       77.7
Old  :                 95.0       56.0       97.6       77.7       95.0       56.0       97.6       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 26, 2012