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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 18, 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  :   440,870:   111,271    121,373     71,009    225,556    196,451    407,836    388,833:    33,034     52,037
Old  :   301,451:    82,629    112,386     23,653    171,142    133,387    277,424    269,426:    24,027     32,025
Other:   139,419:    52,087     32,432     23,911     54,414     63,064    130,412    119,407:     9,007     20,012
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :         6:    -2,935     14,205     -8,314     15,598     -4,809      4,349      1,082:    -4,343     -1,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       27.5       16.1       51.2       44.6       92.5       88.2:       7.5       11.8
Old  :     100.0:      27.4       37.3        7.8       56.8       44.2       92.0       89.4:       8.0       10.6
Other:     100.0:      37.4       23.3       17.2       39.0       45.2       93.5       85.6:       6.5       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       114        112        105         88        107        259        276:
Old  :       340:       110        106         58         68         87        207        224:
Other:       236:        52         65         41         60         99        143        184:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       19.8       31.3       27.8       17.5       16.3       29.9       23.0
Old  :                 22.8       27.6       39.1       37.9       22.8       27.4       39.0       37.6
Other:                 25.1       15.3       39.5       24.8       23.6       13.4       34.0       20.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 18, 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  : 1,153,532:   387,121    102,754    144,426    485,210    703,692  1,016,757    950,872:   136,775    202,660
Old  :   945,971:   343,763    107,720     76,495    405,794    601,780    826,052    785,995:   119,919    159,976
Other:   207,561:   108,649     60,325      2,640     79,416    101,912    190,705    164,877:    16,856     42,684
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -39,913:   -16,570     21,673    -10,290    -14,834    -51,373    -41,694    -39,990:     1,781         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.9       12.5       42.1       61.0       88.1       82.4:      11.9       17.6
Old  :     100.0:      36.3       11.4        8.1       42.9       63.6       87.3       83.1:      12.7       16.9
Other:     100.0:      52.3       29.1        1.3       38.3       49.1       91.9       79.4:       8.1       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       709:       184        123        158        202        342        462        564:
Old  :       694:       193        107        125        187        329        429        523:
Other:       495:        49        115         25         84        278        151        403:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.5       13.1       22.5       20.4       11.2       10.4       20.2       16.0
Old  :                 14.4       12.8       25.2       19.9       12.9       12.2       23.1       19.0
Other:                 39.3       25.3       56.3       32.8       39.0       25.2       56.0       32.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,051:     3,448      1,288         84      5,274      8,722      8,806     10,094:     2,245        957
Old  :    10,847:     3,451      1,288         80      5,096      8,549      8,627      9,917:     2,220        930
Other:       204:         0          3          1        178        173        179        177:        25         27
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :       139:        79        110         31        162         23        272        164:      -133        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       11.7        0.8       47.7       78.9       79.7       91.3:      20.3        8.7
Old  :     100.0:      31.8       11.9        0.7       47.0       78.8       79.5       91.4:      20.5        8.6
Other:     100.0:       0.0        1.5        0.5       87.3       84.8       87.7       86.8:      12.3       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        21          9          3         15         13         37         25:
Old  :        52:        21          9          3         15         12         37         24:
Other:        12:         0          1          1          7          7          8          8:
     :----------------------------------------------------------------------------------------------------
     :             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       57.1       49.3       77.7       34.1       56.2       49.1       74.9
Old  :                 33.9       57.7       49.1       77.7       33.9       56.9       49.0       75.2
Other:                 81.9       80.4       87.7       86.8       80.9       78.9       84.3       83.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 18, 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  :   611,685:   197,452     59,989     89,181    257,079    392,692    543,712    541,862:    67,973     69,823
Old  :   541,822:   182,637     56,092     66,076    231,506    363,480    480,219    485,648:    61,603     56,174
Other:    69,863:    36,709     25,791      1,211     25,573     29,212     63,493     56,214:     6,370     13,649
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    12,353:     7,706      1,714     -4,359      4,858     12,585      8,205      9,940:     4,148      2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.8       14.6       42.0       64.2       88.9       88.6:      11.1       11.4
Old  :     100.0:      33.7       10.4       12.2       42.7       67.1       88.6       89.6:      11.4       10.4
Other:     100.0:      52.5       36.9        1.7       36.6       41.8       90.9       80.5:       9.1       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       457:       160        107        178        129        149        378        371:
Old  :       451:       169        101        154        126        138        363        342:
Other:       219:        42         68         12         38         87         90        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       18.2       26.1       28.6       15.6       17.6       24.2       26.6
Old  :                 18.4       20.3       28.0       30.3       18.2       19.6       27.8       28.6
Other:                 45.1       24.0       61.4       35.8       45.1       23.9       61.4       35.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 18, 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  :   318,356:    65,623     93,542     55,556    165,589    134,449    286,768    283,547:    31,588     34,809
Old  :   293,485:    66,102     95,285     46,325    154,368    118,229    266,795    259,839:    26,690     33,646
Other:    24,871:     4,543      3,279      4,209     11,221     16,220     19,973     23,708:     4,898      1,163
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :     7,348:     1,574      5,212      4,084      3,261        548      8,919      9,844:    -1,571     -2,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       29.4       17.5       52.0       42.2       90.1       89.1:       9.9       10.9
Old  :     100.0:      22.5       32.5       15.8       52.6       40.3       90.9       88.5:       9.1       11.5
Other:     100.0:      18.3       13.2       16.9       45.1       65.2       80.3       95.3:      19.7        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        69         89         94         70         61        197        211:
Old  :       269:        66         98         91         70         60        194        208:
Other:        82:        22         11         16         32         20         63         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       18.8       22.9       27.1       12.2       15.3       20.9       22.8
Old  :                 13.7       19.1       23.8       27.7       13.3       15.7       22.5       24.0
Other:                 28.1       47.1       43.2       66.7       22.5       38.7       32.2       55.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 18, 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  :   576,277:    83,591     71,426      5,359    352,748    354,776    441,698    431,561:   134,579    144,716
Old  :   576,277:    83,591     71,426      5,359    352,748    354,776    441,698    431,561:   134,579    144,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -26,693:    -3,879     16,386     -6,928     -1,492    -38,078    -12,299    -28,620:   -14,394      1,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       12.4        0.9       61.2       61.6       76.6       74.9:      23.4       25.1
Old  :     100.0:      14.5       12.4        0.9       61.2       61.6       76.6       74.9:      23.4       25.1
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  :       170:        38         29         12         68         75        115        107:
Old  :       170:        38         29         12         68         75        115        107:
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  :                 24.0       15.9       32.1       27.0       21.1       14.6       28.8       24.1
Old  :                 24.0       15.9       32.1       27.0       21.1       14.6       28.8       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, December 18, 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  :   365,279:    21,827     50,574      2,891    276,737    252,627    301,455    306,092:    63,824     59,187
Old  :   365,279:    21,827     50,574      2,891    276,737    252,627    301,455    306,092:    63,824     59,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -5,211:    -4,610       -146        257      2,751     -6,764     -1,602     -6,653:    -3,609      1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       13.8        0.8       75.8       69.2       82.5       83.8:      17.5       16.2
Old  :     100.0:       6.0       13.8        0.8       75.8       69.2       82.5       83.8:      17.5       16.2
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  :        63:         8          6          4         30         37         41         44:
Old  :        63:         8          6          4         30         37         41         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       41.1       50.9       52.7       33.0       39.2       44.6       49.9
Old  :                 35.1       41.1       50.9       52.7       33.0       39.2       44.6       49.9
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, December 18, 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  :     8,780:       710        558      1,190      5,981      6,555      7,881      8,303:       899        477
Old  :     8,780:       710        558      1,190      5,981      6,555      7,881      8,303:       899        477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :      -958:      -517       -282       -538       -121       -247     -1,176     -1,067:       218        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        6.4       13.6       68.1       74.7       89.8       94.6:      10.2        5.4
Old  :     100.0:       8.1        6.4       13.6       68.1       74.7       89.8       94.6:      10.2        5.4
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  :        36:         4          4          6         19         20         29         27:
Old  :        36:         4          4          6         19         20         29         27:
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  :                 43.0       43.7       61.9       68.8       20.2       26.0       30.3       36.2
Old  :                 43.0       43.7       61.9       68.8       20.2       26.0       30.3       36.2
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, December 18, 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  :   237,209:    76,030     21,084     26,860     88,794    167,053    191,684    214,997:    45,525     22,212
Old  :   215,627:    71,474     21,401     22,478     79,315    151,112    173,267    194,991:    42,360     20,636
Other:    21,582:     7,151      2,278      1,787      9,479     15,941     18,417     20,006:     3,165      1,576
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    14,349:     5,187       -612      5,883      3,011     10,548     14,081     15,819:       268     -1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.9       11.3       37.4       70.4       80.8       90.6:      19.2        9.4
Old  :     100.0:      33.1        9.9       10.4       36.8       70.1       80.4       90.4:      19.6        9.6
Other:     100.0:      33.1       10.6        8.3       43.9       73.9       85.3       92.7:      14.7        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        71         34         49         70         70        168        135:
Old  :       199:        72         34         46         67         70        163        132:
Other:        63:        12         12          7         33         13         47         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       40.5       18.7       50.2        8.3       33.4       14.7       40.4
Old  :                 11.2       38.9       19.4       49.3        8.3       32.4       14.9       39.3
Other:                 36.2       56.1       58.5       70.5       34.3       49.7       52.0       61.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,150:     3,475      4,130        594      8,171      8,386     12,240     13,110:     2,910      2,040
Old  :    15,107:     3,479      4,126        590      8,171      8,351     12,240     13,067:     2,867      2,040
Other:        43:         0          8          0          0         35          0         43:        43          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :       212:       -22       -380        -29        428        311        377        -98:      -165        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       27.3        3.9       53.9       55.4       80.8       86.5:      19.2       13.5
Old  :     100.0:      23.0       27.3        3.9       54.1       55.3       81.0       86.5:      19.0       13.5
Other:     100.0:       0.0       18.6        0.0        0.0       81.4        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        21         13          6         27         16         50         34:
Old  :        68:        21         13          6         27         16         50         34:
Other:         5:         0          2          0          0          3          0          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       45.6       46.8       60.0       34.1       45.1       46.7       59.5
Old  :                 34.2       45.6       46.9       60.0       34.2       45.1       46.8       59.5
Other:                  0.0       95.3        0.0      100.0        0.0       95.3        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,057,716:   365,711    197,089     21,160    541,324    760,734    928,195    978,983:   129,521     78,733
Old  : 1,057,716:   365,711    197,089     21,160    541,324    760,734    928,195    978,983:   129,521     78,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    72,922:    90,815    -17,416     -3,618    -10,890     99,284     76,307     78,250:    -3,385     -5,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       18.6        2.0       51.2       71.9       87.8       92.6:      12.2        7.4
Old  :     100.0:      34.6       18.6        2.0       51.2       71.9       87.8       92.6:      12.2        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  :       222:        52         34         14         98         88        156        130:
Old  :       222:        52         34         14         98         88        156        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       39.4       27.2       50.8       16.5       38.4       26.4       49.5
Old  :                 17.2       39.4       27.2       50.8       16.5       38.4       26.4       49.5
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, December 18, 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  : 1,698,628:   327,897    260,755     40,062  1,047,722  1,086,201  1,415,681  1,387,018:   282,947    311,610
Old  : 1,698,628:   327,897    260,755     40,062  1,047,722  1,086,201  1,415,681  1,387,018:   282,947    311,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -29,361:   -27,452     42,385     -6,515     31,398    -71,258     -2,569    -35,388:   -26,792      6,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       15.4        2.4       61.7       63.9       83.3       81.7:      16.7       18.3
Old  :     100.0:      19.3       15.4        2.4       61.7       63.9       83.3       81.7:      16.7       18.3
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  :       262:        45         54         25        102        128        162        192:
Old  :       262:        45         54         25        102        128        162        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       22.9       32.9       30.8       20.1       18.1       31.5       25.8
Old  :                 20.6       22.9       32.9       30.8       20.1       18.1       31.5       25.8
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, December 18, 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  : 1,461,674:   238,337    172,330     18,998    971,492  1,023,527  1,228,827  1,214,855:   232,847    246,819
Old  : 1,461,674:   238,337    172,330     18,998    971,492  1,023,527  1,228,827  1,214,855:   232,847    246,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -22,675:   -45,474       -206     -1,125     36,847    -33,062     -9,752    -34,393:   -12,923     11,718
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.8        1.3       66.5       70.0       84.1       83.1:      15.9       16.9
Old  :     100.0:      16.3       11.8        1.3       66.5       70.0       84.1       83.1:      15.9       16.9
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  :       192:        36         31         13         81         95        123        133:
Old  :       192:        36         31         13         81         95        123        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  :                 21.2       19.7       32.9       31.4       20.9       17.6       32.7       27.0
Old  :                 21.2       19.7       32.9       31.4       20.9       17.6       32.7       27.0
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, December 18, 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  :   432,669:    69,798     52,594     56,835    285,928    293,778    412,561    403,207:    20,108     29,462
Old  :   432,669:    69,798     52,594     56,835    285,928    293,778    412,561    403,207:    20,108     29,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    88,656:    49,971      6,348      6,211     35,279     82,992     91,461     95,551:    -2,805     -6,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.2       13.1       66.1       67.9       95.4       93.2:       4.6        6.8
Old  :     100.0:      16.1       12.2       13.1       66.1       67.9       95.4       93.2:       4.6        6.8
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  :        81:        22         12         26         39         39         68         71:
Old  :        81:        22         12         26         39         39         68         71:
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  :                 35.6       40.5       47.1       55.4       30.4       38.8       38.0       44.7
Old  :                 35.6       40.5       47.1       55.4       30.4       38.8       38.0       44.7
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, December 18, 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  :    77,875:    14,859      1,962      6,610     46,613     63,046     68,081     71,617:     9,794      6,258
Old  :    77,875:    14,859      1,962      6,610     46,613     63,046     68,081     71,617:     9,794      6,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    27,210:     1,912     -5,753      6,462     16,851     26,322     25,225     27,031:     1,986        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        2.5        8.5       59.9       81.0       87.4       92.0:      12.6        8.0
Old  :     100.0:      19.1        2.5        8.5       59.9       81.0       87.4       92.0:      12.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        34          6         12         44         33         81         50:
Old  :        95:        34          6         12         44         33         81         50:
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  :                 18.7       34.4       30.2       53.5       16.0       29.3       26.1       44.4
Old  :                 18.7       34.4       30.2       53.5       16.0       29.3       26.1       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, December 18, 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  :    16,318:     7,192         79        323      7,696     14,745     15,211     15,147:     1,107      1,171
Old  :    16,318:     7,192         79        323      7,696     14,745     15,211     15,147:     1,107      1,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        0.5        2.0       47.2       90.4       93.2       92.8:       6.8        7.2
Old  :     100.0:      44.1        0.5        2.0       47.2       90.4       93.2       92.8:       6.8        7.2
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  :        23:         7          1          3          7         11         15         14:
Old  :        23:         7          1          3          7         11         15         14:
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  :                 51.5       57.0       79.4       82.9       51.5       55.0       74.3       75.1
Old  :                 51.5       57.0       79.4       82.9       51.5       55.0       74.3       75.1
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, December 18, 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  :   123,113:    26,318     14,750      1,589     77,833     96,601    105,740    112,940:    17,373     10,173
Old  :   123,113:    26,318     14,750      1,589     77,833     96,601    105,740    112,940:    17,373     10,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    21,784:       424       -679      1,293     18,310     23,153     20,027     23,767:     1,757     -1,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       12.0        1.3       63.2       78.5       85.9       91.7:      14.1        8.3
Old  :     100.0:      21.4       12.0        1.3       63.2       78.5       85.9       91.7:      14.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        29         11          9         41         31         73         48:
Old  :        92:        29         11          9         41         31         73         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       30.6       33.0       51.8       19.5       27.6       32.6       46.0
Old  :                 19.9       30.6       33.0       51.8       19.5       27.6       32.6       46.0
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, December 18, 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  :     8,770:       812      4,774          0      7,823      3,944      8,635      8,718:       135         52
Old  :     8,770:       812      4,774          0      7,823      3,944      8,635      8,718:       135         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -4,583:    -1,591       -125       -311     -2,580     -4,103     -4,482     -4,539:      -101        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       54.4        0.0       89.2       45.0       98.5       99.4:       1.5        0.6
Old  :     100.0:       9.3       54.4        0.0       89.2       45.0       98.5       99.4:       1.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         7          7          0          3         10         10         17:
Old  :        27:         7          7          0          3         10         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.4       74.5       97.7       89.7       95.4       74.5       97.7       89.7
Old  :                 95.4       74.5       97.7       89.7       95.4       74.5       97.7       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, December 18, 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  :     8,209:     1,026      1,306          0      6,999      6,874      8,025      8,180:       184         29
Old  :     8,209:     1,026      1,306          0      6,999      6,874      8,025      8,180:       184         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -4,486:       130        -71       -593     -4,023     -3,780     -4,486     -4,444:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       15.9        0.0       85.3       83.7       97.8       99.6:       2.2        0.4
Old  :     100.0:      12.5       15.9        0.0       85.3       83.7       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          0          4         12          9         16:
Old  :        24:         5          4          0          4         12          9         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  :                 94.3       63.1       97.4       87.0       94.3       63.1       97.3       87.0
Old  :                 94.3       63.1       97.4       87.0       94.3       63.1       97.3       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 21, 2012