```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,550
COMMITMENTS
 106,352  125,911   74,871  236,460  197,621  417,683  398,403   30,867   50,147

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      7,680)
  -4,919    4,538    3,862   10,904    1,170    9,847    9,570   -2,167   -1,890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     28.1     16.7     52.7     44.1     93.1     88.8      6.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      374)
     108      120      103       95      116      261      291
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,137,584
COMMITMENTS
 353,439  109,787  152,772  502,020  666,629  1008231  929,188  129,353  208,396

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -15,948)
 -33,682    7,033    8,346   16,810  -37,063   -8,526  -21,684   -7,422    5,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      9.7     13.4     44.1     58.6     88.6     81.7     11.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     171      125      155      218      335      464      558
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,040
COMMITMENTS
   1,855    1,262      183    5,695    7,727    7,733    9,172    2,307      868

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -1,011)
  -1,593      -26       99      421     -995   -1,073     -922       62      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     12.6      1.8     56.7     77.0     77.0     91.4     23.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      12        8        4       16       11       31       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      569,969
COMMITMENTS
 178,921   64,308   77,532  254,845  365,490  511,298  507,330   58,671   62,639

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -41,716)
 -18,531    4,319  -11,649   -2,234  -27,202  -32,414  -34,532   -9,302   -7,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     11.3     13.6     44.7     64.1     89.7     89.0     10.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      432)
     137      106      151      126      141      350      341
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      314,237
COMMITMENTS
  65,212  104,579   50,582  168,771  125,891  284,565  281,052   29,672   33,185

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -4,119)
    -411   11,037   -4,974    3,182   -8,558   -2,203   -2,495   -1,916   -1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     33.3     16.1     53.7     40.1     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
      66       91       91       70       61      197      207
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      541,853
COMMITMENTS
  55,121   50,416    4,990  349,703  333,302  409,814  388,708  132,039  153,145

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -34,424)
 -28,470  -21,010     -369   -3,045  -21,474  -31,884  -42,853   -2,540    8,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      9.3      0.9     64.5     61.5     75.6     71.7     24.4     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      29       24       12       59       70       95       99
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      355,535
COMMITMENTS
  21,678   46,549    2,911  267,037  252,684  291,626  302,144   63,909   53,391

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     -9,744)
    -149   -4,025       20   -9,700       57   -9,829   -3,948       85   -5,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     13.1      0.8     75.1     71.1     82.0     85.0     18.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        6        4       28       38       39       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,624
COMMITMENTS
   1,197      552      920    5,568    6,475    7,685    7,947      939      677

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -156)
     487       -6     -270     -413      -80     -196     -356       40      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      6.4     10.7     64.6     75.1     89.1     92.1     10.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        4        6       18       19       29       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      217,123
COMMITMENTS
  66,370   20,669   22,054   86,622  154,543  175,046  197,266   42,077   19,857

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -20,086)
  -9,660     -415   -4,806   -2,172  -12,510  -16,638  -17,731   -3,448   -2,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      9.5     10.2     39.9     71.2     80.6     90.9     19.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      61       38       43       70       66      158      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,311
COMMITMENTS
   3,147    4,337      551    8,589    8,624   12,287   13,512    3,024    1,799

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        161)
    -328      207      -43      418      238       47      402      114     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     28.3      3.6     56.1     56.3     80.2     88.3     19.8     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       13        5       28       16       50       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,042,855
COMMITMENTS
 327,703  171,419   22,574  561,695  768,098  911,972  962,091  130,883   80,764

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -14,861)
 -38,008  -25,670    1,414   20,371    7,364  -16,223  -16,892    1,362    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     16.4      2.2     53.9     73.7     87.4     92.3     12.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      50       30       11       94       90      148      127
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,604,743
COMMITMENTS
 309,465  235,314   36,778  986,961  1020502  1333204  1292594  271,539  312,149

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -93,885)
 -18,432  -25,441   -3,284  -60,761  -65,699  -82,477  -94,424  -11,408      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     14.7      2.3     61.5     63.6     83.1     80.5     16.9     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      41       51       21       99      119      153      178
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,540,413
COMMITMENTS
 199,811  190,482   23,832  1113723  1071686  1337366  1286000  203,047  254,413

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     78,739)
 -38,526   18,152    4,834  142,231   48,159  108,539   71,145  -29,800    7,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     12.4      1.5     72.3     69.6     86.8     83.5     13.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      28       39       12       78       98      112      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      439,297
COMMITMENTS
  71,506   51,709   56,861  294,441  299,725  422,808  408,295   16,489   31,002

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      6,628)
   1,708     -885       26    8,513    5,947   10,247    5,088   -3,619    1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     11.8     12.9     67.0     68.2     96.2     92.9      3.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       12       23       39       39       67       68
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,053
COMMITMENTS
  13,374    3,273       52   26,774   40,921   40,200   44,246    7,854    3,808

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -29,822)
  -1,486    1,311   -6,558  -19,839  -22,125  -27,882  -27,372   -1,940   -2,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.8      0.1     55.7     85.2     83.7     92.1     16.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       10        1       33       24       60       34
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,106
COMMITMENTS
  26,747    6,546      104   53,548   81,841   80,399   88,491   15,707    7,615

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -27,007)
     429   -8,204   -1,485  -24,285  -14,760  -25,341  -24,449   -1,666   -2,558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      6.8      0.1     55.7     85.2     83.7     92.1     16.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      26       10        1       33       24       60       34
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,004
COMMITMENTS
     990    4,914        0    7,891    4,019    8,881    8,933      123       71

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        234)
     178      140        0       68       75      246      215      -12       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     54.6      0.0     87.6     44.6     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        0        3       10        8       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 12/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,192
COMMITMENTS
     687    1,276        0    7,325    6,882    8,012    8,158      180       34

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -17)
    -339      -30        0      326        8      -13      -22       -4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     15.6      0.0     89.4     84.0     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        0        4       12        7       16
```

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Updated December 28, 2012