```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      456,334
COMMITMENTS
 106,391  129,844   72,762  244,994  203,148  424,147  405,754   32,187   50,580

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      7,784)
      39    3,933   -2,109    8,534    5,527    6,464    7,351    1,320      433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     28.5     15.9     53.7     44.5     92.9     88.9      7.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
     111      114       96       94      115      254      283
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,128,183
COMMITMENTS
 340,847  106,001  161,193  497,035  656,037  999,075  923,231  129,108  204,952

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -9,401)
 -12,592   -3,786    8,421   -4,985  -10,592   -9,156   -5,957     -245   -3,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.4     14.3     44.1     58.1     88.6     81.8     11.4     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      696)
     169      129      155      221      332      466      556
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,721
COMMITMENTS
   1,558    1,261      197    5,955    7,221    7,710    8,679    2,011    1,042

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -319)
    -297       -1       14      260     -506      -23     -493     -296      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     13.0      2.0     61.3     74.3     79.3     89.3     20.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        9        4       16       11       31       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,275
COMMITMENTS
 173,043   63,815   73,574  243,848  352,299  490,465  489,688   55,810   56,587

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -23,694)
  -5,878     -493   -3,958  -10,997  -13,191  -20,833  -17,642   -2,861   -6,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     11.7     13.5     44.6     64.5     89.8     89.6     10.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
     137      101      144      118      136      331      327
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      305,525
COMMITMENTS
  65,595  101,727   47,299  162,719  123,504  275,613  272,530   29,912   32,995

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -8,712)
     383   -2,852   -3,283   -6,052   -2,387   -8,952   -8,522      240     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     33.3     15.5     53.3     40.4     90.2     89.2      9.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      65       94       85       65       56      186      196
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      542,695
COMMITMENTS
  52,077   51,642    3,280  359,692  345,961  415,049  400,883  127,646  141,812

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        842)
  -3,044    1,226   -1,710    9,989   12,659    5,235   12,175   -4,393  -11,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      9.5      0.6     66.3     63.7     76.5     73.9     23.5     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      26       29       11       59       76       92      109
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      348,555
COMMITMENTS
  21,680   44,622    2,863  258,692  248,160  283,235  295,645   65,320   52,910

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -6,980)
       2   -1,927      -48   -8,345   -4,524   -8,391   -6,499    1,411     -481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     12.8      0.8     74.2     71.2     81.3     84.8     18.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        5        2       28       38       37       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,582
COMMITMENTS
   1,097      604      724    6,165    6,943    7,986    8,271      596      311

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -42)
    -100       52     -196      597      468      301      324     -343     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.0      8.4     71.8     80.9     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        6       20       21       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      212,318
COMMITMENTS
  63,708   21,523   24,678   84,581  144,420  172,967  190,621   39,351   21,697

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -4,805)
  -2,662      854    2,624   -2,041  -10,123   -2,079   -6,645   -2,726    1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     10.1     11.6     39.8     68.0     81.5     89.8     18.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      57       37       43       69       64      155      124
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,260
COMMITMENTS
   2,992    4,897      304    8,201    7,293   11,497   12,494    2,763    1,766

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,051)
    -155      560     -247     -388   -1,331     -790   -1,018     -261      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     34.3      2.1     57.5     51.1     80.6     87.6     19.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       13        5       25       14       48       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,034,323
COMMITMENTS
 337,820  174,275   22,425  547,583  762,902  907,828  959,602  126,495   74,721

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -8,532)
  10,117    2,856     -149  -14,112   -5,196   -4,144   -2,489   -4,388   -6,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     16.8      2.2     52.9     73.8     87.8     92.8     12.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      53       33       13       93       89      151      130
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,617,683
COMMITMENTS
 320,599  241,672   36,511  991,357  1027210  1348467  1305393  269,216  312,290

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     12,940)
  11,134    6,358     -267    4,396    6,708   15,263   12,799   -2,323      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     14.9      2.3     61.3     63.5     83.4     80.7     16.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      36       52       21      100      121      149      181
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,527,859
COMMITMENTS
 185,874  184,328   19,293  1114770  1080477  1319937  1284098  207,922  243,761

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -12,554)
 -13,937   -6,154   -4,539    1,047    8,791  -17,429   -1,902    4,875  -10,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     12.1      1.3     73.0     70.7     86.4     84.0     13.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      29       37       13       76      102      112      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      447,169
COMMITMENTS
  67,654   43,499   60,423  302,279  311,102  430,356  415,024   16,813   32,145

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      7,872)
  -3,852   -8,210    3,562    7,838   11,377    7,548    6,729      324    1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      9.7     13.5     67.6     69.6     96.2     92.8      3.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16       16       25       39       39       66       71
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,805
COMMITMENTS
  13,650    4,785      158   25,656   38,623   39,464   43,566    7,342    3,240

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,248)
     277    1,512      106   -1,119   -2,298     -736     -680     -512     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     10.2      0.3     54.8     82.5     84.3     93.1     15.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       13        1       34       23       65       37
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       93,610
COMMITMENTS
  27,300    9,569      316   51,311   77,246   78,927   87,131   14,683    6,479

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,496)
     553    3,023      212   -2,237   -4,595   -1,472   -1,360   -1,024   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     10.2      0.3     54.8     82.5     84.3     93.1     15.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      31       13        1       34       23       65       37
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,990
COMMITMENTS
     969    4,936        0    7,900    3,981    8,869    8,917      121       73

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -14)
     -21       22        0        9      -38      -12      -16       -2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     54.9      0.0     87.9     44.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        0        3       10        8       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/31/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,804
COMMITMENTS
     356    1,339        0    7,298    6,438    7,654    7,777      150       27

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -388)
    -331       63        0      -27     -444     -358     -381      -30       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     17.2      0.0     93.5     82.5     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        6        0        3       12        5       18
```

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Updated January 4, 2013