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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   532,424:   103,874    119,025    134,025    259,616    225,632    497,514    478,681:    34,910     53,743
Old  :   366,131:    73,037    113,335     70,542    197,507    148,704    341,085    332,582:    25,046     33,550
Other:   166,293:    51,017     25,869     43,303     62,109     76,928    156,429    146,100:     9,864     20,193
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     3,895:    -2,829      2,102        197      9,205      3,655      6,573      5,954:    -2,678     -2,059
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       22.4       25.2       48.8       42.4       93.4       89.9:       6.6       10.1
Old  :     100.0:      19.9       31.0       19.3       53.9       40.6       93.2       90.8:       6.8        9.2
Other:     100.0:      30.7       15.6       26.0       37.3       46.3       94.1       87.9:       5.9       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       121        132        141        106        124        298        334:
Old  :       379:       111        129        107         93        109        257        294:
Other:       253:        60         64         60         68        110        163        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       16.8       27.5       24.7       15.0       13.2       26.0       19.2
Old  :                 19.5       23.2       33.4       32.2       19.3       22.2       32.8       30.7
Other:                 21.5       15.1       34.4       24.4       20.0       13.6       29.2       19.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  : 1,519,198:   311,471    124,780    411,356    637,952    742,525  1,360,778  1,278,661:   158,420    240,537
Old  : 1,237,262:   252,772    120,200    310,044    537,941    623,385  1,100,757  1,053,629:   136,505    183,633
Other:   281,937:   108,640     54,522     51,370    100,011    119,140    260,021    225,032:    21,915     56,904
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -14,152:   -22,208     11,243      5,263     11,729    -35,669     -5,216    -19,162:    -8,936      5,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        8.2       27.1       42.0       48.9       89.6       84.2:      10.4       15.8
Old  :     100.0:      20.4        9.7       25.1       43.5       50.4       89.0       85.2:      11.0       14.8
Other:     100.0:      38.5       19.3       18.2       35.5       42.3       92.2       79.8:       7.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       740:       178        156        214        263        363        545        639:
Old  :       726:       188        138        187        249        352        515        605:
Other:       497:        68        102         67        117        283        218        421:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       10.9       19.5       18.2        8.8        6.5       15.6       10.2
Old  :                 11.9       10.4       21.1       17.8       10.3        8.0       18.5       12.6
Other:                 28.4       21.1       44.9       28.9       28.2       17.5       41.5       23.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :    10,887:     1,722      1,367        705      6,095      7,849      8,521      9,920:     2,366        967
Old  :    10,539:     1,722      1,362        688      5,797      7,541      8,207      9,591:     2,332        948
Other:       348:         4          9         13        298        307        314        329:        34         19
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :      -816:    -1,704         73        193        601     -1,052       -910       -786:        94        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       12.6        6.5       56.0       72.1       78.3       91.1:      21.7        8.9
Old  :     100.0:      16.3       12.9        6.5       55.0       71.6       77.9       91.0:      22.1        9.0
Other:     100.0:       1.1        2.6        3.6       85.5       88.2       90.2       94.5:       9.8        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        14          8          8         18         12         36         25:
Old  :        43:        16          6          8         18         12         36         25:
Other:        17:         3          2          3          8          6         12         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.6       56.6       48.5       73.1       31.4       53.3       45.8       65.8
Old  :                 31.3       57.4       47.5       73.6       31.1       54.8       45.6       67.0
Other:                 77.5       76.5       87.0       92.7       55.2       62.1       60.8       65.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   772,684:   173,016     48,697    245,432    288,924    409,371    707,372    703,501:    65,312     69,183
Old  :   679,432:   152,707     42,993    210,374    258,289    372,227    621,370    625,593:    58,063     53,839
Other:    93,252:    37,609     23,005     17,759     30,634     37,144     86,002     77,908:     7,249     15,344
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -102,468:   -17,240      1,532    -60,419    -14,378    -35,555    -92,038    -94,443:   -10,431     -8,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        6.3       31.8       37.4       53.0       91.5       91.0:       8.5        9.0
Old  :     100.0:      22.5        6.3       31.0       38.0       54.8       91.5       92.1:       8.5        7.9
Other:     100.0:      40.3       24.7       19.0       32.9       39.8       92.2       83.5:       7.8       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       463:       164        119        202        134        153        400        391:
Old  :       454:       175        104        188        132        145        385        373:
Other:       231:        52         70         48         48         92        129        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       14.7       23.2       24.0       11.7       12.8       18.3       19.9
Old  :                 16.5       16.4       24.6       25.4       13.7       14.3       21.1       21.1
Other:                 34.5       21.2       48.7       34.6       34.5       20.6       46.8       31.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   353,164:    63,118    100,912     77,027    182,068    141,191    322,212    319,130:    30,952     34,034
Old  :   325,247:    64,543    103,549     65,629    169,196    123,423    299,368    292,602:    25,879     32,646
Other:    27,917:     4,956      3,745      5,016     12,872     17,768     22,844     26,528:     5,073      1,388
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -15,535:     2,678      7,366    -12,615     -3,445     -8,355    -13,381    -13,604:    -2,154     -1,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       28.6       21.8       51.6       40.0       91.2       90.4:       8.8        9.6
Old  :     100.0:      19.8       31.8       20.2       52.0       37.9       92.0       90.0:       8.0       10.0
Other:     100.0:      17.8       13.4       18.0       46.1       63.6       81.8       95.0:      18.2        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        63         95        100         75         70        205        223:
Old  :       272:        64        101         97         75         69        201        220:
Other:        84:        25         10         21         32         21         70         45:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       18.5       24.3       27.2       11.9       13.0       20.6       19.8
Old  :                 14.1       18.9       24.8       26.9       13.5       13.3       22.5       20.7
Other:                 27.4       45.6       43.0       63.1       21.7       38.0       32.1       53.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :   608,715:    52,250     49,857     36,917    376,022    356,083    465,189    442,857:   143,526    165,858
Old  :   608,715:    52,250     49,857     36,917    376,022    356,083    465,189    442,857:   143,526    165,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -83,903:   -18,437    -18,603    -31,426    -20,691    -34,948    -70,554    -84,977:   -13,350      1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        8.2        6.1       61.8       58.5       76.4       72.8:      23.6       27.2
Old  :     100.0:       8.6        8.2        6.1       61.8       58.5       76.4       72.8:      23.6       27.2
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  :       151:        34         23         39         74         78        123        125:
Old  :       151:        34         23         39         74         78        123        125:
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       14.2       30.9       24.8       20.4       12.4       26.9       21.5
Old  :                 23.5       14.2       30.9       24.8       20.4       12.4       26.9       21.5
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, December 24, 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  :   356,089:    21,678     46,472      3,003    267,037    252,684    291,718    302,159:    64,371     53,930
Old  :   356,089:    21,678     46,472      3,003    267,037    252,684    291,718    302,159:    64,371     53,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -10,484:      -149     -4,006        -31     -9,700         57     -9,880     -3,981:      -604     -6,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       13.1        0.8       75.0       71.0       81.9       84.9:      18.1       15.1
Old  :     100.0:       6.1       13.1        0.8       75.0       71.0       81.9       84.9:      18.1       15.1
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  :        64:         8          6          5         28         38         40         45:
Old  :        64:         8          6          5         28         38         40         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       40.6       50.8       53.2       33.7       39.0       44.3       50.7
Old  :                 35.9       40.6       50.8       53.2       33.7       39.0       44.3       50.7
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 with Delta-adjusted Options and Futures Combined, December 24, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,624:     1,197        552        920      5,568      6,475      7,685      7,947:       939        677
Old  :     8,624:     1,197        552        920      5,568      6,475      7,685      7,947:       939        677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :      -156:       487         -6       -270       -413        -80       -196       -356:        40        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        6.4       10.7       64.6       75.1       89.1       92.1:      10.9        7.9
Old  :     100.0:      13.9        6.4       10.7       64.6       75.1       89.1       92.1:      10.9        7.9
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  :        37:         7          4          6         18         19         29         27:
Old  :        37:         7          4          6         18         19         29         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       43.1       60.7       65.1       19.7       23.4       29.2       35.5
Old  :                 40.5       43.1       60.7       65.1       19.7       23.4       29.2       35.5
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, December 24, 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  :   257,334:    63,213     18,577     50,379     99,019    166,964    212,611    235,920:    44,723     21,415
Old  :   231,263:    59,075     18,933     43,708     87,302    148,792    190,085    211,434:    41,178     19,829
Other:    26,072:     6,632      2,138      4,177     11,717     18,171     22,526     24,486:     3,546      1,586
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -28,511:    -6,424     -1,244    -11,666     -6,776    -13,599    -24,866    -26,509:    -3,645     -2,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.2       19.6       38.5       64.9       82.6       91.7:      17.4        8.3
Old  :     100.0:      25.5        8.2       18.9       37.8       64.3       82.2       91.4:      17.8        8.6
Other:     100.0:      25.4        8.2       16.0       44.9       69.7       86.4       93.9:      13.6        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        61         39         49         73         71        164        137:
Old  :       193:        61         41         49         72         71        162        136:
Other:        64:        15         11         14         32         16         51         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       37.7       20.7       49.1        7.5       28.5       13.2       33.6
Old  :                 12.7       37.4       20.0       47.6        7.5       29.0       13.1       34.0
Other:                 39.7       52.0       59.0       67.4       29.1       45.9       45.9       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  :    15,763:     3,176      4,306        766      8,700      8,834     12,643     13,906:     3,120      1,856
Old  :    15,712:     3,181      4,306        761      8,700      8,791     12,643     13,858:     3,069      1,853
Other:        51:         0          5          0          0         43          0         48:        51          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :        12:      -237        201       -183        309        246       -111        263:       123       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       27.3        4.9       55.2       56.0       80.2       88.2:      19.8       11.8
Old  :     100.0:      20.2       27.4        4.8       55.4       56.0       80.5       88.2:      19.5       11.8
Other:     100.0:       0.0        9.8        0.0        0.0       84.3        0.0       94.1:     100.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        23         12          6         29         18         53         36:
Old  :        69:        23         12          6         29         18         53         36:
Other:         4:         0          1          0          0          3          0          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  :                 32.2       43.7       45.2       58.3       32.1       42.7       44.3       56.6
Old  :                 32.3       43.6       45.3       58.3       32.2       42.7       44.5       56.6
Other:                  0.0       94.1        0.0       94.1        0.0       94.1        0.0       94.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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  : 1,099,373:   314,657    176,096     61,074    591,024    780,165    966,754  1,017,335:   132,619     82,037
Old  : 1,099,373:   314,657    176,096     61,074    591,024    780,165    966,754  1,017,335:   132,619     82,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -35,835:   -41,587    -28,061    -15,641     19,949      5,454    -37,278    -38,247:     1,444      2,412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       16.0        5.6       53.8       71.0       87.9       92.5:      12.1        7.5
Old  :     100.0:      28.6       16.0        5.6       53.8       71.0       87.9       92.5:      12.1        7.5
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  :       218:        48         33         23         98         96        154        144:
Old  :       218:        48         33         23         98         96        154        144:
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  :                 16.2       35.7       25.2       46.8       15.4       34.9       24.2       44.7
Old  :                 16.2       35.7       25.2       46.8       15.4       34.9       24.2       44.7
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, December 24, 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  : 1,919,809:   305,716    231,656    178,806  1,139,449  1,171,648  1,623,971  1,582,110:   295,838    337,700
Old  : 1,919,809:   305,716    231,656    178,806  1,139,449  1,171,648  1,623,971  1,582,110:   295,838    337,700
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :  -271,798:   -26,435    -21,472    -88,073   -136,832   -144,950   -251,340   -254,495:   -20,458    -17,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       12.1        9.3       59.4       61.0       84.6       82.4:      15.4       17.6
Old  :     100.0:      15.9       12.1        9.3       59.4       61.0       84.6       82.4:      15.4       17.6
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  :       256:        49         49         60        126        136        204        216:
Old  :       256:        49         49         60        126        136        204        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       20.5       27.6       27.8       16.4       15.8       25.5       22.8
Old  :                 17.2       20.5       27.6       27.8       16.4       15.8       25.5       22.8
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, December 24, 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  : 1,621,589:   206,491    190,759     72,988  1,132,398  1,095,303  1,411,878  1,359,051:   209,712    262,539
Old  : 1,621,589:   206,491    190,759     72,988  1,132,398  1,095,303  1,411,878  1,359,051:   209,712    262,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    35,876:   -38,016     19,183    -26,985    131,201     39,460     66,201     31,658:   -30,325      4,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       11.8        4.5       69.8       67.5       87.1       83.8:      12.9       16.2
Old  :     100.0:      12.7       11.8        4.5       69.8       67.5       87.1       83.8:      12.9       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        27         40         27         85        103        128        154:
Old  :       192:        27         40         27         85        103        128        154:
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  :                 27.6       19.5       39.0       29.9       27.2       18.3       38.5       27.5
Old  :                 27.6       19.5       39.0       29.9       27.2       18.3       38.5       27.5
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, December 24, 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  :   449,671:    69,004     51,256     66,262    297,799    301,048    433,065    418,566:    16,606     31,105
Old  :   449,671:    69,004     51,256     66,262    297,799    301,048    433,065    418,566:    16,606     31,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     6,533:     1,660       -817        -58      8,544      5,873     10,146      4,998:    -3,613      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       11.4       14.7       66.2       66.9       96.3       93.1:       3.7        6.9
Old  :     100.0:      15.3       11.4       14.7       66.2       66.9       96.3       93.1:       3.7        6.9
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  :        83:        19         15         25         41         42         70         73:
Old  :        83:        19         15         25         41         42         70         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       41.6       47.1       55.3       30.0       39.1       38.5       45.5
Old  :                 35.4       41.6       47.1       55.3       30.0       39.1       38.5       45.5
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, December 24, 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  :    49,255:    13,623      2,995        504     27,102     41,801     41,229     45,299:     8,026      3,955
Old  :    49,255:    13,623      2,995        504     27,102     41,801     41,229     45,299:     8,026      3,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -30,691:    -2,040      1,025     -6,371    -20,298    -22,462    -28,709    -27,809:    -1,982     -2,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        6.1        1.0       55.0       84.9       83.7       92.0:      16.3        8.0
Old  :     100.0:      27.7        6.1        1.0       55.0       84.9       83.7       92.0:      16.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        28          9          6         35         26         65         39:
Old  :        89:        28          9          6         35         26         65         39:
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  :                 23.4       53.7       38.3       69.8       23.3       53.7       38.0       69.7
Old  :                 23.4       53.7       38.3       69.8       23.3       53.7       38.0       69.7
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, December 24, 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  :    98,509:    27,247      5,989      1,007     54,204     83,602     82,458     90,599:    16,052      7,911
Old  :    98,509:    27,247      5,989      1,007     54,204     83,602     82,458     90,599:    16,052      7,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -28,670:       895     -7,230     -2,629    -25,203    -15,435    -26,937    -25,294:    -1,733     -3,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        6.1        1.0       55.0       84.9       83.7       92.0:      16.3        8.0
Old  :     100.0:      27.7        6.1        1.0       55.0       84.9       83.7       92.0:      16.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        28          9          6         35         26         65         39:
Old  :        89:        28          9          6         35         26         65         39:
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  :                 23.4       53.7       38.3       69.8       23.3       53.7       38.0       69.7
Old  :                 23.4       53.7       38.3       69.8       23.3       53.7       38.0       69.7
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, December 24, 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  :     9,004:       990      4,914          0      7,891      4,019      8,881      8,933:       123         71
Old  :     9,004:       990      4,914          0      7,891      4,019      8,881      8,933:       123         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       234:       178        140          0         68         75        246        215:       -12         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       54.6        0.0       87.6       44.6       98.6       99.2:       1.4        0.8
Old  :     100.0:      11.0       54.6        0.0       87.6       44.6       98.6       99.2:       1.4        0.8
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  :        25:         5          7          0          3         10          8         17:
Old  :        25:         5          7          0          3         10          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.8       72.5       98.6       87.5       95.8       72.5       98.6       87.5
Old  :                 95.8       72.5       98.6       87.5       95.8       72.5       98.6       87.5
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, December 24, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,192:       687      1,276          0      7,325      6,882      8,012      8,158:       180         34
Old  :     8,192:       687      1,276          0      7,325      6,882      8,012      8,158:       180         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       -17:      -339        -30          0        326          8        -13        -22:        -4          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       15.6        0.0       89.4       84.0       97.8       99.6:       2.2        0.4
Old  :     100.0:       8.4       15.6        0.0       89.4       84.0       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          4          0          4         12          7         16:
Old  :        22:         3          4          0          4         12          7         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  :                 95.5       62.9       97.8       87.1       95.5       62.9       97.3       87.1
Old  :                 95.5       62.9       97.8       87.1       95.5       62.9       97.3       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 28, 2012