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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 23, 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  :   464,734:   153,074    103,942     75,125    199,540    236,757    427,739    415,824:    36,995     48,910
Old  :   352,807:   131,332    102,931     27,436    165,074    190,017    323,842    320,384:    28,965     32,423
Other:   111,927:    41,987     21,256     27,444     34,466     46,740    103,897     95,440:     8,030     16,487
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     2,446:     8,867       -366       -844     -4,925      5,966      3,098      4,756:      -652     -2,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       22.4       16.2       42.9       50.9       92.0       89.5:       8.0       10.5
Old  :     100.0:      37.2       29.2        7.8       46.8       53.9       91.8       90.8:       8.2        9.2
Other:     100.0:      37.5       19.0       24.5       30.8       41.8       92.8       85.3:       7.2       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       148        109        123         92        118        308        295:
Old  :       388:       147        106         94         70        110        266        269:
Other:       234:        47         65         49         58         97        139        189:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       17.9       28.7       26.4       16.4       15.1       27.1       21.7
Old  :                 21.1       20.7       34.4       29.9       20.7       20.4       32.5       29.3
Other:                 31.9       22.0       46.6       33.6       23.6       11.0       34.7       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 23, 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  : 1,278,961:   433,003     99,344    176,780    522,345    772,869  1,132,128  1,048,993:   146,833    229,968
Old  : 1,150,302:   398,259    115,023    141,961    475,166    691,422  1,015,386    948,406:   134,916    201,896
Other:   128,659:    68,875     18,452        688     47,179     81,447    116,742    100,587:    11,917     28,072
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    26,136:    10,146      3,540     16,128     -3,042      4,935     23,232     24,603:     2,904      1,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        7.8       13.8       40.8       60.4       88.5       82.0:      11.5       18.0
Old  :     100.0:      34.6       10.0       12.3       41.3       60.1       88.3       82.4:      11.7       17.6
Other:     100.0:      53.5       14.3        0.5       36.7       63.3       90.7       78.2:       9.3       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       786:       221        139        190        226        366        537        627:
Old  :       781:       212        150        172        214        360        516        607:
Other:       452:        61         77         17         71        266        140        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       10.0       21.0       16.5       10.4        8.5       18.0       13.0
Old  :                 12.8        9.8       21.7       15.8       12.4        9.1       20.7       13.7
Other:                 42.7       30.0       53.9       36.3       42.7       30.0       53.9       36.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 23, 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  :    12,325:     3,602        555         64      6,204     10,428      9,870     11,047:     2,455      1,278
Old  :    12,272:     3,600        550         64      6,166     10,393      9,830     11,007:     2,442      1,265
Other:        53:         2          5          0         38         35         40         40:        13         13
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       634:       463       -135         -6         27        536        484        395:       150        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        4.5        0.5       50.3       84.6       80.1       89.6:      19.9       10.4
Old  :     100.0:      29.3        4.5        0.5       50.2       84.7       80.1       89.7:      19.9       10.3
Other:     100.0:       3.8        9.4        0.0       71.7       66.0       75.5       75.5:      24.5       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          8          7         15         10         37         21:
Old  :        44:        18          8          7         15         10         37         21:
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  :                 32.7       69.8       56.3       83.8       31.9       59.8       50.1       73.3
Old  :                 32.8       70.1       56.3       83.9       31.9       60.2       50.2       73.4
Other:                 71.7       75.5       75.5       75.5       62.3       66.0       66.0       66.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 23, 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  :   706,473:   258,999     54,375     97,792    279,882    472,666    636,673    624,833:    69,800     81,640
Old  :   653,192:   244,214     51,564     82,173    261,377    445,860    587,764    579,597:    65,428     73,595
Other:    53,281:    29,982     18,008        422     18,505     26,806     48,909     45,236:     4,372      8,045
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -8,627:       191       -282     -1,154    -12,011     -5,873    -12,974     -7,309:     4,347     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        7.7       13.8       39.6       66.9       90.1       88.4:       9.9       11.6
Old  :     100.0:      37.4        7.9       12.6       40.0       68.3       90.0       88.7:      10.0       11.3
Other:     100.0:      56.3       33.8        0.8       34.7       50.3       91.8       84.9:       8.2       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       582:       211        133        194        157        185        468        442:
Old  :       578:       225        125        176        155        185        459        428:
Other:       249:        33         83          9         38        105         79        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       17.9       24.2       27.1       12.2       15.7       19.7       23.0
Old  :                 16.3       19.1       24.6       27.9       15.3       16.9       23.3       24.3
Other:                 54.3       39.6       67.2       49.9       54.3       39.6       67.1       49.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 23, 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  :   330,249:    54,854     69,419     69,844    172,639    154,804    297,337    294,067:    32,912     36,182
Old  :   315,390:    56,680     69,884     64,443    164,289    145,723    285,412    280,050:    29,978     35,340
Other:    14,859:     1,237      2,598      2,338      8,350      9,081     11,925     14,017:     2,934        842
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -5,127:    -1,536      1,648     -1,878       -739     -3,546     -4,153     -3,776:      -974     -1,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       21.0       21.1       52.3       46.9       90.0       89.0:      10.0       11.0
Old  :     100.0:      18.0       22.2       20.4       52.1       46.2       90.5       88.8:       9.5       11.2
Other:     100.0:       8.3       17.5       15.7       56.2       61.1       80.3       94.3:      19.7        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        69         83        122         81         69        232        238:
Old  :       297:        72         86        121         81         68        232        236:
Other:        56:        13          8         14         23         11         44         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       20.8       23.2       28.1       11.6       13.8       20.1       20.4
Old  :                 14.0       20.8       23.9       28.4       12.0       13.9       20.7       21.3
Other:                 33.9       54.2       49.1       74.7       30.4       54.2       42.9       72.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 23, 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  :   543,502:    36,421     60,256      5,129    368,238    347,218    409,788    412,603:   133,714    130,899
Old  :   543,502:    36,421     60,256      5,129    368,238    347,218    409,788    412,603:   133,714    130,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -26,425:   -24,008      3,046      2,533     -2,984    -27,193    -24,459    -21,614:    -1,966     -4,811
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       11.1        0.9       67.8       63.9       75.4       75.9:      24.6       24.1
Old  :     100.0:       6.7       11.1        0.9       67.8       63.9       75.4       75.9:      24.6       24.1
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  :       162:        23         35         13         69         71        103        108:
Old  :       162:        23         35         13         69         71        103        108:
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  :                 23.3       15.2       32.3       26.7       17.7       14.4       26.1       24.1
Old  :                 23.3       15.2       32.3       26.7       17.7       14.4       26.1       24.1
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, October 23, 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  :   368,002:    37,077     30,621      6,570    255,771    275,256    299,418    312,447:    68,584     55,555
Old  :   368,002:    37,077     30,621      6,570    255,771    275,256    299,418    312,447:    68,584     55,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -3,185:    -1,325     -1,758     -2,205      4,444        968        914     -2,995:    -4,099       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        8.3        1.8       69.5       74.8       81.4       84.9:      18.6       15.1
Old  :     100.0:      10.1        8.3        1.8       69.5       74.8       81.4       84.9:      18.6       15.1
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  :        60:         6          6          5         30         37         39         45:
Old  :        60:         6          6          5         30         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  :                 35.1       37.2       51.4       49.2       33.0       37.0       44.8       48.4
Old  :                 35.1       37.2       51.4       49.2       33.0       37.0       44.8       48.4
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 23, 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  :    10,187:     3,553        500      1,804      4,316      7,649      9,673      9,953:       514        234
Old  :    10,187:     3,553        500      1,804      4,316      7,649      9,673      9,953:       514        234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       -94:       254        218         89       -408       -378        -65        -71:       -29        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        4.9       17.7       42.4       75.1       95.0       97.7:       5.0        2.3
Old  :     100.0:      34.9        4.9       17.7       42.4       75.1       95.0       97.7:       5.0        2.3
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  :        37:         8          5          6         21         21         34         28:
Old  :        37:         8          5          6         21         21         34         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  :                 60.4       42.1       74.4       71.0       34.1       27.4       39.6       38.6
Old  :                 60.4       42.1       74.4       71.0       34.1       27.4       39.6       38.6
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 23, 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  :   211,274:    67,593     15,199     21,757     79,512    153,717    168,862    190,673:    42,412     20,601
Old  :   197,989:    62,857     15,782     18,374     75,738    144,283    156,969    178,439:    41,020     19,550
Other:    13,285:     6,131        812      1,988      3,774      9,434     11,893     12,234:     1,392      1,051
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     2,305:       -57      3,851     -3,695      3,603      2,134       -149      2,290:     2,454         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        7.2       10.3       37.6       72.8       79.9       90.2:      20.1        9.8
Old  :     100.0:      31.7        8.0        9.3       38.3       72.9       79.3       90.1:      20.7        9.9
Other:     100.0:      46.1        6.1       15.0       28.4       71.0       89.5       92.1:      10.5        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        68         24         44         83         72        172        128:
Old  :       197:        66         29         43         82         72        170        127:
Other:        53:        16          5          5         29         10         45         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  :                 10.4       36.3       18.7       46.6        8.5       31.5       15.0       40.6
Old  :                 11.1       35.2       19.3       46.3        9.0       30.3       15.7       40.0
Other:                 50.6       56.3       64.9       75.0       41.9       50.8       52.3       65.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 23, 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  :    14,976:     2,828      5,337        471      8,372      7,433     11,671     13,241:     3,305      1,735
Old  :    14,960:     2,828      5,337        471      8,372      7,419     11,671     13,227:     3,289      1,733
Other:        16:         0          0          0          0         14          0         14:        16          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :      -414:      -261        -54       -326        153         54       -434       -326:        20        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       35.6        3.1       55.9       49.6       77.9       88.4:      22.1       11.6
Old  :     100.0:      18.9       35.7        3.1       56.0       49.6       78.0       88.4:      22.0       11.6
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        20         18         10         26         10         49         36:
Old  :        69:        20         18         10         26          9         49         35:
Other:         3:         0          0          0          0          3          0          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.2       45.4       48.3       60.1       34.2       44.6       47.4       58.7
Old  :                 34.2       45.4       48.3       60.1       34.2       44.6       47.5       58.8
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 23, 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  :   981,147:   251,027    256,573     12,971    566,263    584,924    830,261    854,468:   150,886    126,679
Old  :   981,147:   251,027    256,573     12,971    566,263    584,924    830,261    854,468:   150,886    126,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    28,560:   -41,079     10,637       -482     55,774    -28,813     14,213    -18,658:    14,347     47,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       26.2        1.3       57.7       59.6       84.6       87.1:      15.4       12.9
Old  :     100.0:      25.6       26.2        1.3       57.7       59.6       84.6       87.1:      15.4       12.9
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  :       222:        45         42         17         99         88        153        138:
Old  :       222:        45         42         17         99         88        153        138:
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  :                 14.4       29.0       24.3       37.0       13.0       28.5       22.8       36.3
Old  :                 14.4       29.0       24.3       37.0       13.0       28.5       22.8       36.3
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 23, 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  : 1,694,133:   267,418    188,122     38,092  1,110,852  1,173,844  1,416,362  1,400,058:   277,771    294,075
Old  : 1,694,133:   267,418    188,122     38,092  1,110,852  1,173,844  1,416,362  1,400,058:   277,771    294,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    13,140:   -59,845     -3,176      1,508     77,611     10,008     19,274      8,340:    -6,134      4,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       11.1        2.2       65.6       69.3       83.6       82.6:      16.4       17.4
Old  :     100.0:      15.8       11.1        2.2       65.6       69.3       83.6       82.6:      16.4       17.4
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  :       273:        49         51         38        121        124        194        189:
Old  :       273:        49         51         38        121        124        194        189:
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  :                 21.2       29.4       32.2       36.6       20.9       24.3       30.6       31.4
Old  :                 21.2       29.4       32.2       36.6       20.9       24.3       30.6       31.4
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 23, 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  : 1,358,525:   228,379    145,153     16,833    895,871    942,314  1,141,083  1,104,300:   217,442    254,225
Old  : 1,358,525:   228,379    145,153     16,833    895,871    942,314  1,141,083  1,104,300:   217,442    254,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -54,003:   -46,912    -26,422      6,876      1,086    -52,652    -38,950    -72,198:   -15,053     18,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       10.7        1.2       65.9       69.4       84.0       81.3:      16.0       18.7
Old  :     100.0:      16.8       10.7        1.2       65.9       69.4       84.0       81.3:      16.0       18.7
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  :       193:        36         34         16         80         92        125        133:
Old  :       193:        36         34         16         80         92        125        133:
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  :                 18.2       27.3       29.9       37.6       17.1       26.7       27.7       35.6
Old  :                 18.2       27.3       29.9       37.6       17.1       26.7       27.7       35.6
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 23, 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  :   387,775:    10,685     48,059     54,196    299,934    247,665    364,815    349,920:    22,960     37,855
Old  :   387,775:    10,685     48,059     54,196    299,934    247,665    364,815    349,920:    22,960     37,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     7,938:     2,864      1,607      3,439      7,996      3,781     14,299      8,827:    -6,361       -889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       12.4       14.0       77.3       63.9       94.1       90.2:       5.9        9.8
Old  :     100.0:       2.8       12.4       14.0       77.3       63.9       94.1       90.2:       5.9        9.8
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  :        70:        13         14         19         37         37         58         62:
Old  :        70:        13         14         19         37         37         58         62:
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  :                 44.8       29.6       53.9       49.0       34.3       23.2       40.8       35.4
Old  :                 44.8       29.6       53.9       49.0       34.3       23.2       40.8       35.4
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 23, 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  :    55,166:    18,722      7,940        519     27,633     42,646     46,873     51,104:     8,293      4,062
Old  :    55,166:    18,722      7,940        519     27,633     42,646     46,873     51,104:     8,293      4,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -5,284:    -6,956      1,468        513      1,053     -5,701     -5,391     -3,721:       107     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       14.4        0.9       50.1       77.3       85.0       92.6:      15.0        7.4
Old  :     100.0:      33.9       14.4        0.9       50.1       77.3       85.0       92.6:      15.0        7.4
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  :        99:        36         14          4         33         23         71         39:
Old  :        99:        36         14          4         33         23         71         39:
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  :                 23.6       43.2       38.9       64.1       23.6       43.2       38.5       64.0
Old  :                 23.6       43.2       38.9       64.1       23.6       43.2       38.5       64.0
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 23, 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  :   110,331:    37,443     15,879      1,037     55,265     85,292     93,745    102,208:    16,586      8,123
Old  :   110,331:    37,443     15,879      1,037     55,265     85,292     93,745    102,208:    16,586      8,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -10,567:   -13,912      2,935      1,025      2,106    -11,401    -10,781     -7,441:       214     -3,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       14.4        0.9       50.1       77.3       85.0       92.6:      15.0        7.4
Old  :     100.0:      33.9       14.4        0.9       50.1       77.3       85.0       92.6:      15.0        7.4
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  :        99:        36         14          4         33         23         71         39:
Old  :        99:        36         14          4         33         23         71         39:
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  :                 23.6       43.2       38.9       64.1       23.6       43.2       38.5       64.0
Old  :                 23.6       43.2       38.9       64.1       23.6       43.2       38.5       64.0
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 23, 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  :     8,449:     6,116      7,076      1,052      1,134        316      8,302      8,444:       147          5
Old  :     8,449:     6,116      7,076      1,052      1,134        316      8,302      8,444:       147          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :        30:         0        131         10          0       -115         10         26:        20          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       83.7       12.5       13.4        3.7       98.3       99.9:       1.7        0.1
Old  :     100.0:      72.4       83.7       12.5       13.4        3.7       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  :        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  :                 67.7       81.1       89.1       96.6       67.7       74.1       81.4       86.0
Old  :                 67.7       81.1       89.1       96.6       67.7       74.1       81.4       86.0
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 23, 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  :    11,630:     2,020      5,075          1      9,433      6,493     11,454     11,569:       176         61
Old  :    11,630:     2,020      5,075          1      9,433      6,493     11,454     11,569:       176         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       124:       -49         62          0        176         61        127        123:        -3          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       43.6        0.0       81.1       55.8       98.5       99.5:       1.5        0.5
Old  :     100.0:      17.4       43.6        0.0       81.1       55.8       98.5       99.5:       1.5        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  :                 87.1       85.1       95.8       94.5       87.1       85.1       95.8       94.5
Old  :                 87.1       85.1       95.8       94.5       87.1       85.1       95.8       94.5
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, October 23, 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  :    13,694:     1,655      1,588          0     11,758     12,075     13,413     13,663:       281         31
Old  :    13,694:     1,655      1,588          0     11,758     12,075     13,413     13,663:       281         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :        63:       -28         95          0         82        -26         54         69:         9         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.6        0.0       85.9       88.2       97.9       99.8:       2.1        0.2
Old  :     100.0:      12.1       11.6        0.0       85.9       88.2       97.9       99.8:       2.1        0.2
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  :        28:         6          5          0          4         14         10         19:
Old  :        28:         6          5          0          4         14         10         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  :                 94.5       69.1       97.4       88.4       94.5       69.1       97.4       88.4
Old  :                 94.5       69.1       97.4       88.4       94.5       69.1       97.4       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 26, 2012