```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 9, 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  :   453,740:   149,594    103,352     72,691    193,918    228,749    416,203    404,792:    37,537     48,948
Old  :   350,916:   127,369    102,796     27,932    163,835    185,500    319,136    316,228:    31,780     34,688
Other:   102,824:    40,986     19,317     25,998     30,083     43,249     97,067     88,564:     5,757     14,260
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -2,458:    -8,615       -712      1,863      2,955     -2,241     -3,797     -1,090:     1,339     -1,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       22.8       16.0       42.7       50.4       91.7       89.2:       8.3       10.8
Old  :     100.0:      36.3       29.3        8.0       46.7       52.9       90.9       90.1:       9.1        9.9
Other:     100.0:      39.9       18.8       25.3       29.3       42.1       94.4       86.1:       5.6       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       141        106        119         93        121        297        291:
Old  :       376:       136        104         90         75        111        259        262:
Other:       228:        47         61         43         53        100        130        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  :                 17.3       17.2       29.1       26.4       16.4       14.7       27.8       22.0
Old  :                 20.9       19.2       34.8       28.6       20.7       18.5       33.0       27.2
Other:                 34.3       23.5       49.9       35.2       25.7       10.5       37.2       16.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 9, 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  : 1,201,847:   408,935     92,069    150,540    501,155    736,451  1,060,630    979,060:   141,217    222,787
Old  : 1,086,495:   378,442    109,836    119,444    458,666    659,819    956,552    889,099:   129,943    197,396
Other:   115,352:    60,224     11,964      1,365     42,489     76,632    104,078     89,961:    11,274     25,391
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -4,242:    -3,886     -2,213      4,682     -8,852     -6,783     -8,056     -4,314:     3,814         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0        7.7       12.5       41.7       61.3       88.3       81.5:      11.7       18.5
Old  :     100.0:      34.8       10.1       11.0       42.2       60.7       88.0       81.8:      12.0       18.2
Other:     100.0:      52.2       10.4        1.2       36.8       66.4       90.2       78.0:       9.8       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       208        141        172        217        360        518        601:
Old  :       773:       201        149        160        203        356        497        589:
Other:       424:        57         67         12         67        256        129        332:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2        9.9       22.2       16.5       11.2        9.3       19.3       13.9
Old  :                 12.9        9.8       23.2       16.0       12.5        9.8       21.7       15.0
Other:                 43.3       30.9       53.7       37.4       43.3       30.9       53.7       37.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 9, 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  :    11,112:     2,233        722         59      6,708      9,450      9,000     10,231:     2,112        881
Old  :    11,060:     2,236        722         54      6,670      9,415      8,960     10,191:     2,100        869
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :        68:       -42        -76         38        305        -19        301        -57:      -233        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        6.5        0.5       60.4       85.0       81.0       92.1:      19.0        7.9
Old  :     100.0:      20.2        6.5        0.5       60.3       85.1       81.0       92.1:      19.0        7.9
Other:     100.0:       3.8        9.6        0.0       73.1       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        17          7          3         14          9         32         18:
Old  :        40:        17          7          3         13          9         31         18:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       74.6       56.3       86.6       33.2       65.1       46.5       74.1
Old  :                 38.6       74.9       56.4       86.7       33.1       65.5       46.6       74.5
Other:                 73.1       76.9       76.9       76.9       63.5       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 9, 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  :   718,506:   261,352     53,517     91,985    296,163    492,931    649,500    638,433:    69,006     80,073
Old  :   669,410:   243,480     52,896     81,744    279,436    461,678    604,660    596,318:    64,750     73,092
Other:    49,096:    27,735     10,484        378     16,727     31,253     44,840     42,115:     4,256      6,981
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -2,616:    -5,585         67       -495        138     -2,517     -5,942     -2,945:     3,326        329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4        7.4       12.8       41.2       68.6       90.4       88.9:       9.6       11.1
Old  :     100.0:      36.4        7.9       12.2       41.7       69.0       90.3       89.1:       9.7       10.9
Other:     100.0:      56.5       21.4        0.8       34.1       63.7       91.3       85.8:       8.7       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       594:       213        125        187        170        199        472        451:
Old  :       590:       221        127        174        165        197        461        440:
Other:       257:        40         71         10         37        122         84        199:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       20.1       24.5       29.3       11.5       16.7       18.9       23.6
Old  :                 16.7       19.9       24.6       28.8       15.2       17.8       22.9       25.3
Other:                 51.3       52.9       62.8       58.7       51.3       52.9       62.8       58.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 9, 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  :   316,412:    60,083     58,989     59,532    164,220    160,169    283,835    278,690:    32,577     37,722
Old  :   302,085:    61,916     59,771     53,928    156,454    151,318    272,298    265,017:    29,787     37,068
Other:    14,327:     1,426      2,477      2,345      7,766      8,851     11,537     13,673:     2,790        654
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    19,699:     3,259      5,334     12,213      3,987     -3,059     19,459     14,488:       240      5,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       18.6       18.8       51.9       50.6       89.7       88.1:      10.3       11.9
Old  :     100.0:      20.5       19.8       17.9       51.8       50.1       90.1       87.7:       9.9       12.3
Other:     100.0:      10.0       17.3       16.4       54.2       61.8       80.5       95.4:      19.5        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        76         74        107         82         70        231        217:
Old  :       285:        78         78        106         82         69        230        216:
Other:        57:        12          8         12         25         13         43         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       22.9       23.2       30.4       12.2       15.6       21.2       22.7
Old  :                 13.8       23.2       23.9       30.7       12.6       16.6       21.8       23.8
Other:                 34.4       53.1       49.8       70.1       31.0       53.1       42.8       69.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 9, 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  :   577,724:    64,534     65,362      4,653    374,008    378,041    443,195    448,056:   134,529    129,668
Old  :   577,724:    64,534     65,362      4,653    374,008    378,041    443,195    448,056:   134,529    129,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     3,119:    11,334      5,542     -1,347        345      4,266     10,332      8,461:    -7,213     -5,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       11.3        0.8       64.7       65.4       76.7       77.6:      23.3       22.4
Old  :     100.0:      11.2       11.3        0.8       64.7       65.4       76.7       77.6:      23.3       22.4
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  :       166:        20         39          9         66         79         94        119:
Old  :       166:        20         39          9         66         79         94        119:
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  :                 22.6       15.7       32.1       26.8       17.4       15.3       26.4       24.4
Old  :                 22.6       15.7       32.1       26.8       17.4       15.3       26.4       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, October 9, 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  :   370,618:    36,374     29,494      7,234    253,772    275,944    297,380    312,672:    73,238     57,946
Old  :   370,618:    36,374     29,494      7,234    253,772    275,944    297,380    312,672:    73,238     57,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       293:    -6,460       -959      4,615     -6,712     -4,186     -8,557       -530:     8,850        823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        8.0        2.0       68.5       74.5       80.2       84.4:      19.8       15.6
Old  :     100.0:       9.8        8.0        2.0       68.5       74.5       80.2       84.4:      19.8       15.6
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  :        64:         6          6          4         32         39         40         47:
Old  :        64:         6          6          4         32         39         40         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       36.3       50.6       48.1       32.5       36.3       44.1       46.7
Old  :                 34.8       36.3       50.6       48.1       32.5       36.3       44.1       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,459:     3,318        442      1,677      4,971      8,069      9,966     10,188:       493        271
Old  :    10,459:     3,318        442      1,677      4,971      8,069      9,966     10,188:       493        271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :      -240:       316        -17        -88       -455        -48       -227       -153:       -13        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        4.2       16.0       47.5       77.1       95.3       97.4:       4.7        2.6
Old  :     100.0:      31.7        4.2       16.0       47.5       77.1       95.3       97.4:       4.7        2.6
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  :        39:         8          4          5         22         22         34         29:
Old  :        39:         8          4          5         22         22         34         29:
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  :                 55.8       45.9       70.7       72.1       29.5       23.7       35.7       33.9
Old  :                 55.8       45.9       70.7       72.1       29.5       23.7       35.7       33.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 9, 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  :   206,193:    62,264     12,012     28,082     77,021    143,509    167,367    183,603:    38,826     22,590
Old  :   194,239:    59,348     11,218     24,520     72,754    136,680    156,622    172,418:    37,617     21,821
Other:    11,954:     4,075      1,953      2,403      4,267      6,829     10,745     11,185:     1,209        769
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -3,400:     1,638     -1,260        250     -6,301     -4,065     -4,413     -5,075:     1,013      1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        5.8       13.6       37.4       69.6       81.2       89.0:      18.8       11.0
Old  :     100.0:      30.6        5.8       12.6       37.5       70.4       80.6       88.8:      19.4       11.2
Other:     100.0:      34.1       16.3       20.1       35.7       57.1       89.9       93.6:      10.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        60         33         46         81         68        169        128:
Old  :       200:        63         34         46         80         68        168        128:
Other:        50:        11          9          3         28          8         40         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       34.0       19.3       44.1        9.0       28.6       15.6       37.6
Old  :                 11.4       33.8       20.0       44.4        9.5       28.5       16.4       37.8
Other:                 48.3       61.1       67.1       79.9       41.9       47.4       53.4       63.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 9, 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  :    15,392:     3,514      5,516        727      8,007      7,429     12,248     13,672:     3,144      1,720
Old  :    15,387:     3,515      5,514        726      8,006      7,429     12,247     13,669:     3,140      1,718
Other:         5:         0          3          0          1          0          1          3:         4          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       225:       177        -78         55         32        260        264        237:       -39        -12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       35.8        4.7       52.0       48.3       79.6       88.8:      20.4       11.2
Old  :     100.0:      22.8       35.8        4.7       52.0       48.3       79.6       88.8:      20.4       11.2
Other:     100.0:       0.0       60.0        0.0       20.0        0.0       20.0       60.0:      80.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        24         21          8         25          9         52         35:
Old  :        73:        24         21          8         25          9         52         35:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       44.7       46.7       58.5       33.3       44.0       45.4       57.5
Old  :                 33.3       44.7       46.7       58.6       33.3       44.0       45.4       57.5
Other:                 20.0       60.0       20.0       60.0       20.0       60.0       20.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 9, 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  :   928,235:   302,317    220,381     13,433    473,587    612,957    789,337    846,771:   138,898     81,464
Old  :   928,235:   302,317    220,381     13,433    473,587    612,957    789,337    846,771:   138,898     81,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     6,419:   -12,246      6,183       -914     17,667     -1,638      4,507      3,631:     1,912      2,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       23.7        1.4       51.0       66.0       85.0       91.2:      15.0        8.8
Old  :     100.0:      32.6       23.7        1.4       51.0       66.0       85.0       91.2:      15.0        8.8
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  :       214:        50         33         13         90         90        145        131:
Old  :       214:        50         33         13         90         90        145        131:
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  :                 16.8       33.2       27.4       44.7       15.9       32.6       25.5       43.8
Old  :                 16.8       33.2       27.4       44.7       15.9       32.6       25.5       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 9, 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  : 1,671,478:   296,868    178,578     38,017  1,031,748  1,175,674  1,366,633  1,392,269:   304,845    279,209
Old  : 1,671,478:   296,868    178,578     38,017  1,031,748  1,175,674  1,366,633  1,392,269:   304,845    279,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :   -23,441:   -38,043      5,457      5,753      8,966    -27,106    -23,324    -15,896:      -117     -7,545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       10.7        2.3       61.7       70.3       81.8       83.3:      18.2       16.7
Old  :     100.0:      17.8       10.7        2.3       61.7       70.3       81.8       83.3:      18.2       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        52         50         29        106        132        175        194:
Old  :       272:        52         50         29        106        132        175        194:
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  :                 21.6       29.7       32.4       37.4       21.4       24.8       30.8       32.0
Old  :                 21.6       29.7       32.4       37.4       21.4       24.8       30.8       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 9, 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  : 1,426,134:   307,322    166,608     11,698    865,742  1,015,978  1,184,762  1,194,284:   241,372    231,850
Old  : 1,426,134:   307,322    166,608     11,698    865,742  1,015,978  1,184,762  1,194,284:   241,372    231,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :   -19,212:    -1,315     -7,800      2,819    -19,951    -22,649    -18,447    -27,630:      -765      8,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       11.7        0.8       60.7       71.2       83.1       83.7:      16.9       16.3
Old  :     100.0:      21.5       11.7        0.8       60.7       71.2       83.1       83.7:      16.9       16.3
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  :       195:        38         31         13         74         95        119        132:
Old  :       195:        38         31         13         74         95        119        132:
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  :                 19.5       28.4       31.4       39.0       19.0       28.2       29.7       38.1
Old  :                 19.5       28.4       31.4       39.0       19.0       28.2       29.7       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 9, 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  :   374,293:     8,085     44,031     52,756    283,724    238,064    344,565    334,851:    29,728     39,442
Old  :   374,293:     8,085     44,031     52,756    283,724    238,064    344,565    334,851:    29,728     39,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     4,403:     1,647        592     -4,636         54      6,106     -2,935      2,062:     7,338      2,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       11.8       14.1       75.8       63.6       92.1       89.5:       7.9       10.5
Old  :     100.0:       2.2       11.8       14.1       75.8       63.6       92.1       89.5:       7.9       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        12         12         18         37         39         57         62:
Old  :        69:        12         12         18         37         39         57         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       29.2       53.5       46.9       35.3       23.2       40.6       32.2
Old  :                 45.2       29.2       53.5       46.9       35.3       23.2       40.6       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, October 9, 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  :    57,807:    23,223      6,224        237     26,844     46,035     50,304     52,496:     7,503      5,311
Old  :    57,807:    23,223      6,224        237     26,844     46,035     50,304     52,496:     7,503      5,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -4,235:    -3,994        602       -443        478     -5,640     -3,959     -5,481:      -276      1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       10.8        0.4       46.4       79.6       87.0       90.8:      13.0        9.2
Old  :     100.0:      40.2       10.8        0.4       46.4       79.6       87.0       90.8:      13.0        9.2
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  :       103:        33         17          3         31         29         67         46:
Old  :       103:        33         17          3         31         29         67         46:
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  :                 27.7       43.8       42.8       62.6       27.7       43.8       42.5       62.6
Old  :                 27.7       43.8       42.8       62.6       27.7       43.8       42.5       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 9, 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  :   115,613:    46,446     12,447        474     53,688     92,070    100,608    104,991:    15,005     10,622
Old  :   115,613:    46,446     12,447        474     53,688     92,070    100,608    104,991:    15,005     10,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -8,470:    -7,988      1,203       -885        955    -11,280     -7,918    -10,962:      -552      2,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       10.8        0.4       46.4       79.6       87.0       90.8:      13.0        9.2
Old  :     100.0:      40.2       10.8        0.4       46.4       79.6       87.0       90.8:      13.0        9.2
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  :       103:        33         17          3         31         29         67         46:
Old  :       103:        33         17          3         31         29         67         46:
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  :                 27.7       43.8       42.8       62.6       27.7       43.8       42.5       62.6
Old  :                 27.7       43.8       42.8       62.6       27.7       43.8       42.5       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,483:     5,969      6,964      1,062      1,327        456      8,358      8,482:       125          1
Old  :     8,483:     5,969      6,964      1,062      1,327        456      8,358      8,482:       125          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       214:       200        265         14          0        -64        214        215:         0         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       82.1       12.5       15.6        5.4       98.5      100.0:       1.5        0.0
Old  :     100.0:      70.4       82.1       12.5       15.6        5.4       98.5      100.0:       1.5        0.0
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  :        24:        12          9          3          1          2         15         12:
Old  :        24:        12          9          3          1          2         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       79.6       90.5       97.3       68.0       72.7       82.0       85.9
Old  :                 68.0       79.6       90.5       97.3       68.0       72.7       82.0       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,006:     1,155      5,890          1     10,687      6,066     11,843     11,957:       163         49
Old  :    12,006:     1,155      5,890          1     10,687      6,066     11,843     11,957:       163         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       325:       -10        252         -4        341         73        327        321:        -2          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       49.1        0.0       89.0       50.5       98.6       99.6:       1.4        0.4
Old  :     100.0:       9.6       49.1        0.0       89.0       50.5       98.6       99.6:       1.4        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  :        29:         6          7          1          6         10         13         17:
Old  :        29:         6          7          1          6         10         13         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  :                 87.5       79.0       96.4       92.7       87.5       79.0       96.4       92.7
Old  :                 87.5       79.0       96.4       92.7       87.5       79.0       96.4       92.7
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, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,961:     2,244      1,929          0     11,463     11,994     13,707     13,923:       254         38
Old  :    13,961:     2,244      1,929          0     11,463     11,994     13,707     13,923:       254         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       401:       459        558          0        -27       -155        432        403:       -31         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.8        0.0       82.1       85.9       98.2       99.7:       1.8        0.3
Old  :     100.0:      16.1       13.8        0.0       82.1       85.9       98.2       99.7:       1.8        0.3
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  :        29:         7          4          0          4         15         11         19:
Old  :        29:         7          4          0          4         15         11         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.9       67.7       96.8       87.3       90.9       67.7       96.8       87.3
Old  :                 90.9       67.7       96.8       87.3       90.9       67.7       96.8       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 12, 2012