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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   589,518:   149,742     96,902    162,952    238,193    276,252    550,887    536,106:    38,630     53,412
Old  :   495,698:   124,891     91,892    126,332    212,343    238,363    463,566    456,587:    32,131     39,111
Other:    93,820:    37,771     17,929     23,701     25,849     37,889     87,321     79,519:     6,499     14,301
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     4,522:     1,070      3,421      3,855         77     -1,497      5,002      5,778:      -481     -1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.4       27.6       40.4       46.9       93.4       90.9:       6.6        9.1
Old  :     100.0:      25.2       18.5       25.5       42.8       48.1       93.5       92.1:       6.5        7.9
Other:     100.0:      40.3       19.1       25.3       27.6       40.4       93.1       84.8:       6.9       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       427:       151        125        162         99        138        330        352:
Old  :       417:       149        124        146         89        133        307        338:
Other:       220:        54         50         40         51        100        126        177:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       15.3       25.2       23.4       13.2       11.1       22.2       17.5
Old  :                 16.1       15.5       28.5       23.9       15.2       13.2       25.1       19.8
Other:                 37.6       24.7       52.3       35.5       26.2        9.7       35.9       16.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  : 1,800,348:   397,235     60,393    587,074    639,865    889,018  1,624,173  1,536,485:   176,175    263,863
Old  : 1,680,242:   364,756     78,839    549,468    601,170    814,013  1,515,394  1,442,320:   164,848    237,922
Other:   120,106:    58,237      7,312     11,848     38,695     75,005    108,780     94,165:    11,326     25,941
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -3,999:   -23,957      6,316     16,979      4,753    -27,902     -2,226     -4,608:    -1,774        609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        3.4       32.6       35.5       49.4       90.2       85.3:       9.8       14.7
Old  :     100.0:      21.7        4.7       32.7       35.8       48.4       90.2       85.8:       9.8       14.2
Other:     100.0:      48.5        6.1        9.9       32.2       62.4       90.6       78.4:       9.4       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       868:       267        146        272        276        404        638        737:
Old  :       865:       261        151        267        271        402        627        734:
Other:       416:        58         58         40         72        270        149        351:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.1       17.9       17.0        7.6        6.6       13.2       10.5
Old  :                 10.2        9.2       18.1       16.1        7.9        6.8       13.7       10.8
Other:                 38.8       27.8       50.2       34.6       38.7       27.1       47.7       32.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,612:     4,228        744        594      5,195     10,452     10,017     11,789:     2,594        822
Old  :    12,592:     4,233        744        589      5,178     10,442     10,000     11,774:     2,592        818
Other:        19:         0          5          0         17         10         17         15:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :        21:      -212        150        -22        190       -103        -43         25:        64         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        5.9        4.7       41.2       82.9       79.4       93.5:      20.6        6.5
Old  :     100.0:      33.6        5.9        4.7       41.1       82.9       79.4       93.5:      20.6        6.5
Other:     100.0:       0.0       26.4        0.0       89.4       52.6       89.4       79.0:      10.6       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        24          4          9         15         13         40         25:
Old  :        47:        24          4          9         15         13         40         25:
Other:         4:         0          1          0          2          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       65.7       50.7       80.1       28.6       57.7       44.0       71.8
Old  :                 30.4       65.8       50.8       80.2       28.7       57.9       44.1       72.0
Other:                 89.4       79.0       89.4       79.0       78.8       68.5       78.8       68.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  : 1,168,390:   286,566     52,764    438,637    355,244    588,841  1,080,447  1,080,241:    87,943     88,149
Old  : 1,127,711:   275,422     54,786    426,874    341,641    562,547  1,043,936  1,044,207:    83,775     83,504
Other:    40,680:    17,215      4,048      5,693     13,603     26,294     36,511     36,035:     4,169      4,645
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -29,383:   -16,570     -3,658     -7,379     -1,462    -15,331    -25,410    -26,368:    -3,973     -3,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5        4.5       37.5       30.4       50.4       92.5       92.5:       7.5        7.5
Old  :     100.0:      24.4        4.9       37.9       30.3       49.9       92.6       92.6:       7.4        7.4
Other:     100.0:      42.3       10.0       14.0       33.4       64.6       89.8       88.6:      10.2       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       680:       283        152        277        175        229        558        564:
Old  :       679:       274        162        272        174        225        551        560:
Other:       247:        53         50         25         40        126        105        189:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       15.0       19.7       23.9        6.0       10.5       10.4       14.7
Old  :                 13.0       14.2       20.0       23.3        7.2       10.9       11.8       15.1
Other:                 33.4       48.2       44.6       58.2       30.4       47.2       39.9       54.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   381,152:    89,367     42,574     76,897    172,060    237,019    338,323    356,489:    42,829     24,663
Old  :   370,215:    91,025     44,813     71,139    167,306    230,605    329,469    346,556:    40,746     23,659
Other:    10,937:     2,467      1,886      1,633      4,754      6,414      8,854      9,933:     2,083      1,004
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -19,631:    -3,403      2,142    -10,226     -2,916    -10,360    -16,545    -18,445:    -3,087     -1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       11.2       20.2       45.1       62.2       88.8       93.5:      11.2        6.5
Old  :     100.0:      24.6       12.1       19.2       45.2       62.3       89.0       93.6:      11.0        6.4
Other:     100.0:      22.6       17.2       14.9       43.5       58.6       81.0       90.8:      19.0        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        98         64         91         83         76        234        195:
Old  :       278:        99         69         89         83         76        232        195:
Other:        37:        12          4          9         16         10         30         22:
     :----------------------------------------------------------------------------------------------------
     :             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       28.5       21.5       39.7        9.3       21.9       16.4       30.6
Old  :                 12.6       28.7       21.8       39.9        9.5       22.3       16.6       31.0
Other:                 34.1       50.2       51.5       72.0       32.5       50.2       47.0       64.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  :   660,672:    69,091     46,018     46,876    376,085    416,723    492,051    509,617:   168,620    151,055
Old  :   660,672:    69,091     46,018     46,876    376,085    416,723    492,051    509,617:   168,620    151,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -34,629:     4,696      1,161     -3,312    -38,238    -24,686    -36,854    -26,838:     2,226     -7,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.0        7.1       56.9       63.1       74.5       77.1:      25.5       22.9
Old  :     100.0:      10.5        7.0        7.1       56.9       63.1       74.5       77.1:      25.5       22.9
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  :       147:        28         21         26         75         82        115        117:
Old  :       147:        28         21         26         75         82        115        117:
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       14.1       26.8       24.7       14.4       11.7       21.0       20.7
Old  :                 18.7       14.1       26.8       24.7       14.4       11.7       21.0       20.7
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :   378,932:    39,342     33,964     13,406    258,351    272,972    311,099    320,342:    67,832     58,589
Old  :   378,932:    39,342     33,964     13,406    258,351    272,972    311,099    320,342:    67,832     58,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -4,718:    -4,307        877      3,854     -4,915     -9,246     -5,368     -4,515:       650       -203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        9.0        3.5       68.2       72.0       82.1       84.5:      17.9       15.5
Old  :     100.0:      10.4        9.0        3.5       68.2       72.0       82.1       84.5:      17.9       15.5
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  :        67:         7          7          5         36         41         46         50:
Old  :        67:         7          7          5         36         41         46         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  :                 33.5       41.6       49.9       51.7       31.4       39.1       43.7       48.6
Old  :                 33.5       41.6       49.9       51.7       31.4       39.1       43.7       48.6
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :    11,929:     2,757        129      2,663      5,868      8,855     11,288     11,647:       641        282
Old  :    11,929:     2,757        129      2,663      5,868      8,855     11,288     11,647:       641        282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       683:       774        -61         18       -131        716        661        673:        22         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        1.1       22.3       49.2       74.2       94.6       97.6:       5.4        2.4
Old  :     100.0:      23.1        1.1       22.3       49.2       74.2       94.6       97.6:       5.4        2.4
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  :        44:        12          3          7         23         23         38         31:
Old  :        44:        12          3          7         23         23         38         31:
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  :                 54.9       53.5       70.9       76.0       18.5       21.9       24.0       28.4
Old  :                 54.9       53.5       70.9       76.0       18.5       21.9       24.0       28.4
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :   310,327:    81,583     11,949     89,309     89,483    182,236    260,375    283,494:    49,952     26,833
Old  :   300,556:    78,882     11,596     86,875     85,947    176,241    251,704    274,712:    48,853     25,844
Other:     9,770:     2,988        640      2,147      3,536      5,995      8,671      8,782:     1,099        989
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -13,034:    -4,898      2,105     -5,811         78     -9,929    -10,631    -13,635:    -2,403        601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        3.9       28.8       28.8       58.7       83.9       91.4:      16.1        8.6
Old  :     100.0:      26.2        3.9       28.9       28.6       58.6       83.7       91.4:      16.3        8.6
Other:     100.0:      30.6        6.5       22.0       36.2       61.4       88.7       89.9:      11.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:       101         20         76         79         77        207        164:
Old  :       234:       101         21         75         79         77        205        164:
Other:        41:         9          5          4         25         11         36         18:
     :----------------------------------------------------------------------------------------------------
     :             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       31.2       19.9       43.6        7.0       23.1       12.0       31.6
Old  :                 12.7       30.4       20.0       43.1        7.2       22.7       12.4       31.5
Other:                 47.8       56.9       64.8       77.2       34.9       39.4       47.7       53.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,775:     2,823      5,863        698      8,264      6,590     11,785     13,152:     2,990      1,623
Old  :    14,770:     2,826      5,863        695      8,261      6,590     11,782     13,149:     2,988      1,621
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       961:      -132        736        152        816       -220        836        668:       126        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       39.7        4.7       55.9       44.6       79.8       89.0:      20.2       11.0
Old  :     100.0:      19.1       39.7        4.7       55.9       44.6       79.8       89.0:      20.2       11.0
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        22         21          8         26         10         49         38:
Old  :        69:        22         21          8         26         10         49         38:
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  :                 36.6       42.5       50.8       57.1       36.6       41.1       50.7       55.7
Old  :                 36.6       42.5       50.8       57.1       36.6       41.1       50.8       55.7
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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  : 1,087,598:   293,611    204,248     89,878    581,191    714,119    964,680  1,008,245:   122,918     79,352
Old  : 1,087,598:   293,611    204,248     89,878    581,191    714,119    964,680  1,008,245:   122,918     79,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :   -30,720:   -15,810     20,067      5,400     -7,915    -61,100    -18,325    -35,634:   -12,395      4,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.8        8.3       53.4       65.7       88.7       92.7:      11.3        7.3
Old  :     100.0:      27.0       18.8        8.3       53.4       65.7       88.7       92.7:      11.3        7.3
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  :       214:        45         34         28        105         95        161        146:
Old  :       214:        45         34         28        105         95        161        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       29.8       25.9       41.1       14.9       27.4       25.2       35.4
Old  :                 14.9       29.8       25.9       41.1       14.9       27.4       25.2       35.4
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 with Delta-adjusted Options and Futures Combined, September 11, 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  : 1,945,060:   274,573    164,641    216,086  1,133,324  1,260,643  1,623,984  1,641,370:   321,076    303,690
Old  : 1,945,060:   274,573    164,641    216,086  1,133,324  1,260,643  1,623,984  1,641,370:   321,076    303,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    36,847:    -5,048     -1,300     19,400     28,921     16,920     43,274     35,020:    -6,427      1,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        8.5       11.1       58.3       64.8       83.5       84.4:      16.5       15.6
Old  :     100.0:      14.1        8.5       11.1       58.3       64.8       83.5       84.4:      16.5       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  :       260:        46         52         65        130        145        213        225:
Old  :       260:        46         52         65        130        145        213        225:
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  :                 19.7       23.1       28.5       29.7       18.3       17.5       24.9       23.8
Old  :                 19.7       23.1       28.5       29.7       18.3       17.5       24.9       23.8
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 with Delta-adjusted Options and Futures Combined, September 11, 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  : 1,368,065:   303,775    127,902     78,668    742,578    924,016  1,125,022  1,130,586:   243,043    237,479
Old  : 1,368,065:   303,775    127,902     78,668    742,578    924,016  1,125,022  1,130,586:   243,043    237,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    -1,922:    32,176     -8,599      1,628    -21,669     21,267     12,136     14,297:   -14,058    -16,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        9.3        5.8       54.3       67.5       82.2       82.6:      17.8       17.4
Old  :     100.0:      22.2        9.3        5.8       54.3       67.5       82.2       82.6:      17.8       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        44         32         32         86         94        143        145:
Old  :       195:        44         32         32         86         94        143        145:
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       24.6       29.0       34.9       16.1       23.9       26.7       33.0
Old  :                 16.8       24.6       29.0       34.9       16.1       23.9       26.7       33.0
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :   448,851:    13,493     51,993     81,816    325,343    278,616    420,652    412,425:    28,199     36,426
Old  :   448,851:    13,493     51,993     81,816    325,343    278,616    420,652    412,425:    28,199     36,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    10,973:     3,774     -1,431       -710      4,165     11,190      7,229      9,049:     3,744      1,924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       11.6       18.2       72.5       62.1       93.7       91.9:       6.3        8.1
Old  :     100.0:       3.0       11.6       18.2       72.5       62.1       93.7       91.9:       6.3        8.1
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  :        84:        15         19         27         44         41         73         74:
Old  :        84:        15         19         27         44         41         73         74:
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  :                 39.9       29.1       48.4       48.1       30.5       24.0       35.5       34.1
Old  :                 39.9       29.1       48.4       48.1       30.5       24.0       35.5       34.1
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :    64,494:    22,315      5,944      1,148     31,396     51,255     54,859     58,348:     9,634      6,146
Old  :    64,494:    22,315      5,944      1,148     31,396     51,255     54,859     58,348:     9,634      6,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     6,929:     2,939       -113        196      2,827      5,936      5,962      6,019:       967        910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        9.2        1.8       48.7       79.5       85.1       90.5:      14.9        9.5
Old  :     100.0:      34.6        9.2        1.8       48.7       79.5       85.1       90.5:      14.9        9.5
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  :        99:        35         14          8         34         28         73         46:
Old  :        99:        35         14          8         34         28         73         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  :                 23.5       46.1       37.3       61.5       22.3       46.0       35.3       59.6
Old  :                 23.5       46.1       37.3       61.5       22.3       46.0       35.3       59.6
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :   128,987:    44,630     11,889      2,297     62,792    102,510    109,719    116,695:    19,268     12,292
Old  :   128,987:    44,630     11,889      2,297     62,792    102,510    109,719    116,695:    19,268     12,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :    13,858:     5,877       -227        393      5,655     11,872     11,925     12,039:     1,933      1,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        9.2        1.8       48.7       79.5       85.1       90.5:      14.9        9.5
Old  :     100.0:      34.6        9.2        1.8       48.7       79.5       85.1       90.5:      14.9        9.5
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  :        99:        35         14          8         34         28         73         46:
Old  :        99:        35         14          8         34         28         73         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  :                 23.5       46.1       37.3       61.5       22.3       46.0       35.3       59.6
Old  :                 23.5       46.1       37.3       61.5       22.3       46.0       35.3       59.6
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :     9,157:     6,734      6,367      1,013      1,293      1,771      9,040      9,151:       117          6
Old  :     9,157:     6,734      6,367      1,013      1,293      1,771      9,040      9,151:       117          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :       543:       512       -247         59          0        730        571        542:       -28          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5       69.5       11.1       14.1       19.3       98.7       99.9:       1.3        0.1
Old  :     100.0:      73.5       69.5       11.1       14.1       19.3       98.7       99.9:       1.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          7          3          1          2         14         10:
Old  :        21:        11          7          3          1          2         14         10:
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  :                 71.1       78.8       90.8       98.0       69.9       72.5       83.8       88.5
Old  :                 71.1       78.8       90.8       98.0       69.9       72.5       83.8       88.5
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :    12,926:     1,154      5,057        995     10,560      6,793     12,709     12,845:       217         81
Old  :    12,926:     1,154      5,057        995     10,560      6,793     12,709     12,845:       217         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,190:       -71        216        962        328         -3      1,219      1,175:       -29         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       39.1        7.7       81.7       52.6       98.3       99.4:       1.7        0.6
Old  :     100.0:       8.9       39.1        7.7       81.7       52.6       98.3       99.4:       1.7        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:         6          8          4          6          8         16         16:
Old  :        27:         6          8          4          6          8         16         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  :                 83.9       83.0       94.2       91.8       80.5       76.2       88.8       84.9
Old  :                 83.9       83.0       94.2       91.8       80.5       76.2       88.8       84.9
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 with Delta-adjusted Options and Futures Combined, September 11, 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  :    16,022:     1,697      1,552      1,736     12,387     12,695     15,820     15,983:       202         39
Old  :    16,022:     1,697      1,552      1,736     12,387     12,695     15,820     15,983:       202         39
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 4, 2012                    :
     :     1,377:       -95     -1,266      1,413         51      1,215      1,369      1,362:         8         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.7       10.8       77.3       79.2       98.7       99.8:       1.3        0.2
Old  :     100.0:      10.6        9.7       10.8       77.3       79.2       98.7       99.8:       1.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          6          1          5         15         11         21:
Old  :        30:         5          6          1          5         15         11         21:
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       75.8       97.6       89.5       82.3       64.9       87.3       78.7
Old  :                 87.5       75.8       97.6       89.5       82.3       64.9       87.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 14, 2012