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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   636,334:   143,346    103,875    188,306    263,586    286,605    595,238    578,787:    41,097     57,548
Old  :   490,554:   115,058     96,988    132,461    211,099    222,653    458,618    452,102:    31,936     38,453
Other:   145,780:    46,465     25,066     37,667     52,488     63,952    136,620    126,685:     9,160     19,095
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    28,522:     6,496      5,702     12,133     15,369      6,836     33,997     24,670:    -5,475      3,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       16.3       29.6       41.4       45.0       93.5       91.0:       6.5        9.0
Old  :     100.0:      23.5       19.8       27.0       43.0       45.4       93.5       92.2:       6.5        7.8
Other:     100.0:      31.9       17.2       25.8       36.0       43.9       93.7       86.9:       6.3       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       458:       163        143        179        111        132        365        375:
Old  :       443:       151        146        154         97        128        334        351:
Other:       264:        66         74         67         70        104        174        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       14.2       24.4       22.1       12.4       10.6       20.7       15.8
Old  :                 16.7       16.3       26.9       24.6       15.1       14.8       22.7       21.5
Other:                 27.6       17.4       40.2       27.1       22.4       11.0       30.7       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  : 1,903,443:   341,659     92,331    646,584    732,650    892,805  1,720,893  1,631,720:   182,550    271,723
Old  : 1,698,531:   297,685    101,076    577,939    656,097    790,235  1,531,722  1,469,250:   166,809    229,280
Other:   204,912:    91,575     38,857     21,043     76,553    102,569    189,171    162,469:    15,741     42,442
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    16,016:   -26,558     15,327     14,193     27,420    -12,800     15,056     16,720:       960       -704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        4.9       34.0       38.5       46.9       90.4       85.7:       9.6       14.3
Old  :     100.0:      17.5        6.0       34.0       38.6       46.5       90.2       86.5:       9.8       13.5
Other:     100.0:      44.7       19.0       10.3       37.4       50.1       92.3       79.3:       7.7       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       227        186        303        307        391        677        749:
Old  :       840:       235        178        289        297        387        657        735:
Other:       500:        68        106         54        101        282        197        416:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5        9.9       17.9       16.4        6.7        5.6       12.1        8.6
Old  :                 11.2        9.1       18.6       15.6        8.3        5.9       14.1        9.0
Other:                 36.9       23.1       49.9       31.6       36.4       22.1       49.1       29.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :    12,661:     2,061        317        729      7,204      9,932      9,994     10,978:     2,667      1,683
Old  :    12,606:     2,063        319        725      7,165      9,893      9,953     10,937:     2,653      1,669
Other:        55:         2          2          0         39         39         41         41:        14         14
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :      -213:      -112        -70         -0       -156       -421       -268       -491:        55        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        2.5        5.8       56.9       78.4       78.9       86.7:      21.1       13.3
Old  :     100.0:      16.4        2.5        5.8       56.8       78.5       79.0       86.8:      21.0       13.2
Other:     100.0:       3.6        3.7        0.0       70.9       70.9       74.5       74.6:      25.5       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16          5         12         15         12         36         25:
Old  :        41:        16          5         12         15         12         36         25:
Other:         8:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       68.1       51.5       77.3       29.3       53.9       43.5       62.4
Old  :                 35.2       68.1       51.5       77.3       29.2       53.9       43.5       62.5
Other:                 70.9       74.6       74.5       74.6       63.6       67.3       67.2       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   860,728:   188,059     43,938    294,149    308,563    447,069    790,771    785,156:    69,957     75,572
Old  :   786,450:   169,775     35,315    268,810    282,869    417,435    721,455    721,560:    64,995     64,890
Other:    74,278:    30,969     21,308     12,654     25,694     29,634     69,316     63,596:     4,962     10,682
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    23,422:   -27,514      9,385     34,864     17,407    -21,397     24,757     22,852:    -1,335        570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        5.1       34.2       35.8       51.9       91.9       91.2:       8.1        8.8
Old  :     100.0:      21.6        4.5       34.2       36.0       53.1       91.7       91.7:       8.3        8.3
Other:     100.0:      41.7       28.7       17.0       34.6       39.9       93.3       85.6:       6.7       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       524:       191        126        215        151        183        435        443:
Old  :       519:       205        114        204        148        183        424        435:
Other:       241:        43         71         41         45        108        114        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       14.1       22.3       22.3        9.4       10.7       15.4       15.8
Old  :                 15.0       14.1       22.8       22.4       11.5       11.5       17.9       17.3
Other:                 39.2       25.8       53.3       37.1       39.2       24.7       51.7       34.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   447,855:    48,881     98,476    132,344    232,966    175,182    414,191    406,001:    33,665     41,854
Old  :   430,525:    51,016    100,365    124,636    224,979    164,570    400,631    389,571:    29,894     40,954
Other:    17,330:     2,723      2,968      2,850      7,987     10,612     13,560     16,430:     3,771        900
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    11,904:       246      5,226      9,547      3,761     -6,909     13,554      7,865:    -1,650      4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.0       29.6       52.0       39.1       92.5       90.7:       7.5        9.3
Old  :     100.0:      11.8       23.3       28.9       52.3       38.2       93.1       90.5:       6.9        9.5
Other:     100.0:      15.7       17.1       16.4       46.1       61.2       78.2       94.8:      21.8        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        60        109        135         85         78        246        266:
Old  :       311:        67        113        132         85         78        245        264:
Other:        71:        15         16         16         31         14         55         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  :                 15.2       19.1       23.7       26.0       10.6       10.7       16.9       16.6
Old  :                 15.1       18.6       23.9       25.8       11.0       10.4       17.4       16.4
Other:                 30.8       47.2       44.3       70.1       18.6       47.1       30.0       62.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   735,574:    70,790     44,982     64,955    438,563    458,359    574,308    568,296:   161,266    167,278
Old  :   735,574:    70,790     44,982     64,955    438,563    458,359    574,308    568,296:   161,266    167,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    83,013:    31,272     -9,848     16,795     22,999     64,653     71,066     71,600:    11,947     11,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        6.1        8.8       59.6       62.3       78.1       77.3:      21.9       22.7
Old  :     100.0:       9.6        6.1        8.8       59.6       62.3       78.1       77.3:      21.9       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        31         36         45         83         89        143        141:
Old  :       174:        31         36         45         83         89        143        141:
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  :                 18.9       14.7       26.6       23.7       15.9       13.4       22.7       22.4
Old  :                 18.9       14.7       26.6       23.7       15.9       13.4       22.7       22.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :   358,123:    23,868     52,029      1,792    262,099    249,488    287,759    303,309:    70,364     54,814
Old  :   358,123:    23,868     52,029      1,792    262,099    249,488    287,759    303,309:    70,364     54,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    11,717:     5,176     13,522       -405      6,205     -3,442     10,976      9,675:       741      2,042
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       14.5        0.5       73.2       69.7       80.4       84.7:      19.6       15.3
Old  :     100.0:       6.7       14.5        0.5       73.2       69.7       80.4       84.7:      19.6       15.3
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  :        64:         8          6          4         33         36         44         43:
Old  :        64:         8          6          4         33         36         44         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       39.6       49.0       51.8       31.7       39.6       42.9       50.5
Old  :                 34.0       39.6       49.0       51.8       31.7       39.6       42.9       50.5
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, November 13, 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  :    11,480:     3,955        461      1,936      5,040      8,794     10,931     11,191:       549        289
Old  :    11,480:     3,955        461      1,936      5,040      8,794     10,931     11,191:       549        289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :       422:        -1         38         53        432        427        484        518:       -62        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        4.0       16.9       43.9       76.6       95.2       97.5:       4.8        2.5
Old  :     100.0:      34.5        4.0       16.9       43.9       76.6       95.2       97.5:       4.8        2.5
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  :        34:         7          4          4         15         21         25         27:
Old  :        34:         7          4          4         15         21         25         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  :                 67.5       42.5       79.1       69.3       36.8       23.5       41.2       34.8
Old  :                 67.5       42.5       79.1       69.3       36.8       23.5       41.2       34.8
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, November 13, 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  :   281,994:    59,384     22,175     74,948     98,087    155,470    232,419    252,593:    49,576     29,401
Old  :   265,471:    55,002     22,642     70,844     92,212    144,100    218,058    237,586:    47,413     27,886
Other:    16,523:     5,935      1,086      2,550      5,875     11,371     14,360     15,007:     2,163      1,515
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    -8,463:    -8,870      6,116     -4,035      4,830    -16,015     -8,076    -13,934:      -388      5,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        7.9       26.6       34.8       55.1       82.4       89.6:      17.6       10.4
Old  :     100.0:      20.7        8.5       26.7       34.7       54.3       82.1       89.5:      17.9       10.5
Other:     100.0:      35.9        6.6       15.4       35.6       68.8       86.9       90.8:      13.1        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        55         40         62         82         75        173        150:
Old  :       191:        56         40         61         82         75        172        149:
Other:        54:         9         11         10         31         11         45         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       30.7       20.2       42.9        7.0       24.1       11.9       30.5
Old  :                 12.8       29.9       19.9       42.0        6.6       23.0       11.6       29.6
Other:                 44.9       53.2       61.9       71.1       38.2       50.5       49.2       62.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  :    14,840:     2,633      5,266        510      8,427      7,108     11,570     12,884:     3,270      1,956
Old  :    14,821:     2,634      5,266        510      8,427      7,092     11,570     12,867:     3,251      1,954
Other:        19:         0          1          0          0         16          0         17:        19          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :       600:       -83        289        226        405         21        547        536:        53         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       35.5        3.4       56.8       47.9       78.0       86.8:      22.0       13.2
Old  :     100.0:      17.8       35.5        3.4       56.9       47.9       78.1       86.8:      21.9       13.2
Other:     100.0:       0.0        5.3        0.0        0.0       84.2        0.0       89.5:     100.0       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        16         22          5         26         12         45         36:
Old  :        67:        17         21          5         26         11         45         35:
Other:         5:         0          1          0          0          4          0          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       45.4       50.0       61.1       35.5       43.9       49.9       59.7
Old  :                 35.5       45.4       50.1       61.2       35.5       43.9       50.0       59.7
Other:                  0.0       84.2        0.0       89.5        0.0       84.2        0.0       89.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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  : 1,166,575:   256,070    290,498    103,090    674,549    688,363  1,033,709  1,081,951:   132,866     84,624
Old  : 1,166,575:   256,070    290,498    103,090    674,549    688,363  1,033,709  1,081,951:   132,866     84,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    85,230:    38,006     32,894      6,568     31,448     56,991     76,022     96,454:     9,208    -11,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       24.9        8.8       57.8       59.0       88.6       92.7:      11.4        7.3
Old  :     100.0:      22.0       24.9        8.8       57.8       59.0       88.6       92.7:      11.4        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  :       223:        43         45         35        102         96        166        155:
Old  :       223:        43         45         35        102         96        166        155:
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  :                 16.4       29.8       25.5       40.9       14.0       28.4       22.6       37.4
Old  :                 16.4       29.8       25.5       40.9       14.0       28.4       22.6       37.4
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, November 13, 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  : 2,162,772:   365,868    168,819    261,424  1,217,439  1,370,969  1,844,731  1,801,213:   318,041    361,559
Old  : 2,162,772:   365,868    168,819    261,424  1,217,439  1,370,969  1,844,731  1,801,213:   318,041    361,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    45,521:    35,144    -13,850      9,245    -30,431     36,489     13,958     31,884:    31,563     13,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        7.8       12.1       56.3       63.4       85.3       83.3:      14.7       16.7
Old  :     100.0:      16.9        7.8       12.1       56.3       63.4       85.3       83.3:      14.7       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        56         52         75        148        154        242        243:
Old  :       291:        56         52         75        148        154        242        243:
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  :                 16.6       17.7       26.3       24.5       16.0       13.2       24.4       19.2
Old  :                 16.6       17.7       26.3       24.5       16.0       13.2       24.4       19.2
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, November 13, 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  : 1,702,434:   286,420    148,434    207,006    962,330  1,084,001  1,455,756  1,439,441:   246,677    262,993
Old  : 1,702,434:   286,420    148,434    207,006    962,330  1,084,001  1,455,756  1,439,441:   246,677    262,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :   135,995:    62,875      5,208     66,323    -10,792     77,679    118,405    149,210:    17,590    -13,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        8.7       12.2       56.5       63.7       85.5       84.6:      14.5       15.4
Old  :     100.0:      16.8        8.7       12.2       56.5       63.7       85.5       84.6:      14.5       15.4
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  :       212:        41         32         36         97        119        151        174:
Old  :       212:        41         32         36         97        119        151        174:
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  :                 16.9       18.3       28.1       28.3       15.5       18.1       24.9       26.6
Old  :                 16.9       18.3       28.1       28.3       15.5       18.1       24.9       26.6
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, November 13, 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  :   385,399:    14,351     48,620     66,393    281,107    236,994    361,851    352,006:    23,548     33,392
Old  :   385,399:    14,351     48,620     66,393    281,107    236,994    361,851    352,006:    23,548     33,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :    12,387:     1,496        144      2,580      6,193     10,371     10,268     13,095:     2,119       -708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.6       17.2       72.9       61.5       93.9       91.3:       6.1        8.7
Old  :     100.0:       3.7       12.6       17.2       72.9       61.5       93.9       91.3:       6.1        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        11         18         24         39         38         64         67:
Old  :        74:        11         18         24         39         38         64         67:
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  :                 40.1       27.6       49.9       47.6       31.8       26.2       38.1       36.0
Old  :                 40.1       27.6       49.9       47.6       31.8       26.2       38.1       36.0
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, November 13, 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  :    52,274:    12,584      8,722      3,333     26,329     36,184     42,246     48,239:    10,028      4,035
Old  :    52,274:    12,584      8,722      3,333     26,329     36,184     42,246     48,239:    10,028      4,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :       -76:    -2,423      2,482      1,082       -978     -3,230     -2,319        334:     2,242       -410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       16.7        6.4       50.4       69.2       80.8       92.3:      19.2        7.7
Old  :     100.0:      24.1       16.7        6.4       50.4       69.2       80.8       92.3:      19.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        27         20         10         38         26         69         52:
Old  :       101:        27         20         10         38         26         69         52:
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  :                 18.0       36.2       33.0       58.2       16.1       35.2       30.0       55.7
Old  :                 18.0       36.2       33.0       58.2       16.1       35.2       30.0       55.7
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, November 13, 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  :   104,548:    25,168     17,445      6,666     52,657     72,367     84,491     96,478:    20,057      8,070
Old  :   104,548:    25,168     17,445      6,666     52,657     72,367     84,491     96,478:    20,057      8,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :      -153:    -4,845      4,965      2,163     -1,955     -6,461     -4,637        667:     4,485       -820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       16.7        6.4       50.4       69.2       80.8       92.3:      19.2        7.7
Old  :     100.0:      24.1       16.7        6.4       50.4       69.2       80.8       92.3:      19.2        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        27         20         10         38         26         69         52:
Old  :       101:        27         20         10         38         26         69         52:
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  :                 18.0       36.2       33.0       58.2       16.1       35.2       30.0       55.7
Old  :                 18.0       36.2       33.0       58.2       16.1       35.2       30.0       55.7
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, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,106:     5,879      7,117        953      1,149         27      7,981      8,097:       125          9
Old  :     8,106:     5,879      7,117        953      1,149         27      7,981      8,097:       125          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :       956:       992        979        -41          6         27        957        965:        -1         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       87.8       11.8       14.2        0.3       98.5       99.9:       1.5        0.1
Old  :     100.0:      72.5       87.8       11.8       14.2        0.3       98.5       99.9:       1.5        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          2          1         15          9:
Old  :        21:        11          7          3          2          1         15          9:
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  :                 61.8       86.1       88.5       99.6       61.8       77.0       80.2       88.1
Old  :                 61.8       86.1       88.5       99.6       61.8       77.0       80.2       88.1
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, November 13, 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  :    11,747:     1,088      4,339          1     10,427      7,344     11,516     11,684:       231         63
Old  :    11,747:     1,088      4,339          1     10,427      7,344     11,516     11,684:       231         63
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :       218:      -166        116          0        372         79        206        195:        12         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       36.9        0.0       88.8       62.5       98.0       99.5:       2.0        0.5
Old  :     100.0:       9.3       36.9        0.0       88.8       62.5       98.0       99.5:       2.0        0.5
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  :        31:         7          7          1          5         12         13         19:
Old  :        31:         7          7          1          5         12         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.4       79.9       96.4       90.0       89.4       79.8       96.4       90.0
Old  :                 89.4       79.9       96.4       90.0       89.4       79.8       96.4       90.0
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, November 13, 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  :    14,047:     1,412      2,334          0     12,337     11,674     13,749     14,008:       298         39
Old  :    14,047:     1,412      2,334          0     12,337     11,674     13,749     14,008:       298         39
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 6, 2012                     :
     :        27:       -38         58          0          6        -16        -32         42:        59        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       16.6        0.0       87.8       83.1       97.9       99.7:       2.1        0.3
Old  :     100.0:      10.1       16.6        0.0       87.8       83.1       97.9       99.7:       2.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7          6          0          4         15         11         21:
Old  :        31:         7          6          0          4         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  :                 94.2       56.6       97.0       77.1       94.2       56.6       97.0       77.1
Old  :                 94.2       56.6       97.0       77.1       94.2       56.6       97.0       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 16, 2012