```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      440,870
COMMITMENTS
 111,271  121,373   71,009  225,556  196,451  407,836  388,833   33,034   52,037

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          6)
  -2,935   14,205   -8,314   15,598   -4,809    4,349    1,082   -4,343   -1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     27.5     16.1     51.2     44.6     92.5     88.2      7.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     114      112      105       88      107      259      276
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,153,532
COMMITMENTS
 387,121  102,754  144,426  485,210  703,692  1016757  950,872  136,775  202,660

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -39,913)
 -16,570   21,673  -10,290  -14,834  -51,373  -41,694  -39,990    1,781       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.9     12.5     42.1     61.0     88.1     82.4     11.9     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      709)
     184      123      158      202      342      462      564
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,051
COMMITMENTS
   3,448    1,288       84    5,274    8,722    8,806   10,094    2,245      957

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        139)
      79      110       31      162       23      272      164     -133      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2     11.7      0.8     47.7     78.9     79.7     91.3     20.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        9        3       15       13       37       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      611,685
COMMITMENTS
 197,452   59,989   89,181  257,079  392,692  543,712  541,862   67,973   69,823

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     12,353)
   7,706    1,714   -4,359    4,858   12,585    8,205    9,940    4,148    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      9.8     14.6     42.0     64.2     88.9     88.6     11.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      457)
     160      107      178      129      149      378      371
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,356
COMMITMENTS
  65,623   93,542   55,556  165,589  134,449  286,768  283,547   31,588   34,809

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      7,348)
   1,574    5,212    4,084    3,261      548    8,919    9,844   -1,571   -2,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     29.4     17.5     52.0     42.2     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      69       89       94       70       61      197      211
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      576,277
COMMITMENTS
  83,591   71,426    5,359  352,748  354,776  441,698  431,561  134,579  144,716

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -26,693)
  -3,879   16,386   -6,928   -1,492  -38,078  -12,299  -28,620  -14,394    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     12.4      0.9     61.2     61.6     76.6     74.9     23.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      38       29       12       68       75      115      107
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      365,279
COMMITMENTS
  21,827   50,574    2,891  276,737  252,627  301,455  306,092   63,824   59,187

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -5,211)
  -4,610     -146      257    2,751   -6,764   -1,602   -6,653   -3,609    1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     13.8      0.8     75.8     69.2     82.5     83.8     17.5     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        4       30       37       41       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,780
COMMITMENTS
     710      558    1,190    5,981    6,555    7,881    8,303      899      477

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -958)
    -517     -282     -538     -121     -247   -1,176   -1,067      218      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.4     13.6     68.1     74.7     89.8     94.6     10.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        6       19       20       29       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      237,209
COMMITMENTS
  76,030   21,084   26,860   88,794  167,053  191,684  214,997   45,525   22,212

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     14,349)
   5,187     -612    5,883    3,011   10,548   14,081   15,819      268   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      8.9     11.3     37.4     70.4     80.8     90.6     19.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      71       34       49       70       70      168      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,150
COMMITMENTS
   3,475    4,130      594    8,171    8,386   12,240   13,110    2,910    2,040

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        212)
     -22     -380      -29      428      311      377      -98     -165      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     27.3      3.9     53.9     55.4     80.8     86.5     19.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      21       13        6       27       16       50       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,057,716
COMMITMENTS
 365,711  197,089   21,160  541,324  760,734  928,195  978,983  129,521   78,733

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     72,922)
  90,815  -17,416   -3,618  -10,890   99,284   76,307   78,250   -3,385   -5,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     18.6      2.0     51.2     71.9     87.8     92.6     12.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      52       34       14       98       88      156      130
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,698,628
COMMITMENTS
 327,897  260,755   40,062  1047722  1086201  1415681  1387018  282,947  311,610

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -29,361)
 -27,452   42,385   -6,515   31,398  -71,258   -2,569  -35,388  -26,792    6,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     15.4      2.4     61.7     63.9     83.3     81.7     16.7     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      45       54       25      102      128      162      192
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,461,674
COMMITMENTS
 238,337  172,330   18,998  971,492  1023527  1228827  1214855  232,847  246,819

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -22,675)
 -45,474     -206   -1,125   36,847  -33,062   -9,752  -34,393  -12,923   11,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.8      1.3     66.5     70.0     84.1     83.1     15.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      36       31       13       81       95      123      133
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      432,669
COMMITMENTS
  69,798   52,594   56,835  285,928  293,778  412,561  403,207   20,108   29,462

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     88,656)
  49,971    6,348    6,211   35,279   82,992   91,461   95,551   -2,805   -6,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     12.2     13.1     66.1     67.9     95.4     93.2      4.6      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       12       26       39       39       68       71
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,875
COMMITMENTS
  14,859    1,962    6,610   46,613   63,046   68,081   71,617    9,794    6,258

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     27,210)
   1,912   -5,753    6,462   16,851   26,322   25,225   27,031    1,986      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      2.5      8.5     59.9     81.0     87.4     92.0     12.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34        6       12       44       33       81       50
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,318
COMMITMENTS
   7,192       79      323    7,696   14,745   15,211   15,147    1,107    1,171

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      0.5      2.0     47.2     90.4     93.2     92.8      6.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        1        3        7       11       15       14
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,113
COMMITMENTS
  26,318   14,750    1,589   77,833   96,601  105,740  112,940   17,373   10,173

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     21,784)
     424     -679    1,293   18,310   23,153   20,027   23,767    1,757   -1,983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     12.0      1.3     63.2     78.5     85.9     91.7     14.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      29       11        9       41       31       73       48
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,770
COMMITMENTS
     812    4,774        0    7,823    3,944    8,635    8,718      135       52

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -4,583)
  -1,591     -125     -311   -2,580   -4,103   -4,482   -4,539     -101      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     54.4      0.0     89.2     45.0     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        7        0        3       10       10       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/18/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,209
COMMITMENTS
   1,026    1,306        0    6,999    6,874    8,025    8,180      184       29

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -4,486)
     130      -71     -593   -4,023   -3,780   -4,486   -4,444        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     15.9      0.0     85.3     83.7     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        0        4       12        9       16
```

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Updated December 21, 2012