```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   602,585:   138,127    100,229    177,731    243,842    272,205    559,701    550,164:    42,884     52,420
Old  :   476,232:   114,017     97,191    124,583    202,583    218,323    441,183    440,097:    35,049     36,135
Other:   126,352:    43,154     22,081     34,104     41,260     53,882    118,518    110,067:     7,834     16,285
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -4,166:    -2,588      3,918       -542     -3,192     -7,186     -6,323     -3,811:     2,157       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       16.6       29.5       40.5       45.2       92.9       91.3:       7.1        8.7
Old  :     100.0:      23.9       20.4       26.2       42.5       45.8       92.6       92.4:       7.4        7.6
Other:     100.0:      34.2       17.5       27.0       32.7       42.6       93.8       87.1:       6.2       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       440:       147        136        179        109        133        353        367:
Old  :       424:       145        135        157         90        128        317        346:
Other:       251:        58         68         66         65        104        166        205:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       14.0       24.5       21.8       12.6       10.6       21.0       15.7
Old  :                 17.0       15.7       27.5       23.6       15.3       14.1       24.0       20.7
Other:                 31.5       19.8       44.0       30.4       23.9       10.0       32.4       16.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  : 1,874,753:   367,174     77,341    636,967    688,105    886,764  1,692,246  1,601,072:   182,507    273,681
Old  : 1,711,383:   331,225     96,168    584,780    627,567    793,353  1,543,573  1,474,301:   167,810    237,082
Other:   163,370:    71,761     16,986     16,374     60,538     93,412    148,673    126,771:    14,697     36,598
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -60,441:   -29,493     16,772    -35,039      3,726    -40,607    -60,806    -58,874:       365     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        4.1       34.0       36.7       47.3       90.3       85.4:       9.7       14.6
Old  :     100.0:      19.4        5.6       34.2       36.7       46.4       90.2       86.1:       9.8       13.9
Other:     100.0:      43.9       10.4       10.0       37.1       57.2       91.0       77.6:       9.0       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       831:       233        169        289        298        382        661        726:
Old  :       828:       224        181        279        290        380        647        717:
Other:       465:        77         79         50         92        270        189        381:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6        9.6       17.1       16.5        7.0        5.8       12.3        9.1
Old  :                 10.2        9.3       17.5       15.6        8.1        6.0       13.6        9.3
Other:                 35.3       25.6       45.5       31.9       35.1       24.8       44.5       30.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    13,684:     3,603        311        609      6,646     11,287     10,858     12,207:     2,826      1,477
Old  :    13,630:     3,605        310        605      6,608     11,252     10,818     12,167:     2,812      1,463
Other:        54:         2          5          0         38         35         40         40:        14         14
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       370:        27          3        -55         83        310         55        258:       316        112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        2.3        4.4       48.6       82.5       79.3       89.2:      20.7       10.8
Old  :     100.0:      26.4        2.3        4.4       48.5       82.6       79.4       89.3:      20.6       10.7
Other:     100.0:       3.7        9.3        0.0       70.3       64.8       74.0       74.1:      26.0       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        15         10         10         15         13         38         25:
Old  :        44:        16          9         10         15         13         38         25:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       65.5       53.1       79.7       29.3       55.7       46.1       68.3
Old  :                 31.3       65.5       53.1       79.8       29.3       56.0       46.1       68.5
Other:                 70.3       74.1       74.0       74.1       61.1       64.8       64.8       64.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   841,602:   219,034     31,664    249,862    299,714    478,777    768,610    760,303:    72,992     81,299
Old  :   772,942:   204,276     28,259    223,714    276,452    448,999    704,442    700,972:    68,500     71,970
Other:    68,660:    30,646     19,294     10,259     23,263     29,778     64,168     59,331:     4,492      9,329
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :  -261,733:    -2,834     -3,561   -173,438    -78,382    -75,156   -254,655   -252,155:    -7,078     -9,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        3.8       29.7       35.6       56.9       91.3       90.3:       8.7        9.7
Old  :     100.0:      26.4        3.7       28.9       35.8       58.1       91.1       90.7:       8.9        9.3
Other:     100.0:      44.6       28.1       14.9       33.9       43.4       93.5       86.4:       6.5       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       538:       194        124        219        160        187        460        446:
Old  :       534:       211        112        205        157        187        449        437:
Other:       244:        44         70         33         43        112        107        199:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       15.5       21.9       24.1        8.8       12.3       15.3       18.0
Old  :                 14.6       14.9       22.4       23.8       11.4       13.3       18.4       19.7
Other:                 43.3       33.3       57.2       43.9       43.3       33.0       54.7       42.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   387,813:    50,761     78,383     97,439    204,185    175,053    352,385    350,875:    35,428     36,938
Old  :   372,080:    52,585     78,549     91,938    195,315    165,287    339,838    335,774:    32,242     36,306
Other:    15,733:     1,022      2,680      2,655      8,871      9,766     12,547     15,101:     3,186        632
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -5,619:     1,539      8,970    -12,774      4,426     -1,735     -6,810     -5,540:     1,190        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       20.2       25.1       52.7       45.1       90.9       90.5:       9.1        9.5
Old  :     100.0:      14.1       21.1       24.7       52.5       44.4       91.3       90.2:       8.7        9.8
Other:     100.0:       6.5       17.0       16.9       56.4       62.1       79.8       96.0:      20.2        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        56         95        122         90         82        236        247:
Old  :       292:        59         98        120         90         81        235        244:
Other:        59:        11          8         15         27         14         48         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       20.2       21.1       28.2        9.8       12.7       16.9       19.0
Old  :                 12.3       20.4       21.5       28.4       10.0       13.2       17.4       19.7
Other:                 32.5       55.0       47.2       75.3       29.9       55.0       41.9       72.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :   634,542:    36,072     47,060     45,916    397,870    385,757    479,858    478,732:   154,684    155,810
Old  :   634,542:    36,072     47,060     45,916    397,870    385,757    479,858    478,732:   154,684    155,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -29,364:     1,676     -6,129    -19,910    -17,084     -9,447    -35,318    -35,486:     5,954      6,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        7.4        7.2       62.7       60.8       75.6       75.4:      24.4       24.6
Old  :     100.0:       5.7        7.4        7.2       62.7       60.8       75.6       75.4:      24.4       24.6
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  :       160:        23         36         41         81         81        132        130:
Old  :       160:        23         36         41         81         81        132        130:
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  :                 20.8       13.3       28.7       23.1       15.7       11.8       23.2       20.2
Old  :                 20.8       13.3       28.7       23.1       15.7       11.8       23.2       20.2
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, October 30, 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  :   354,146:    23,098     31,170      7,135    254,915    263,125    285,148    301,430:    68,999     52,717
Old  :   354,146:    23,098     31,170      7,135    254,915    263,125    285,148    301,430:    68,999     52,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -14,216:   -13,979        527        563       -856    -12,131    -14,272    -11,041:        56     -3,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        8.8        2.0       72.0       74.3       80.5       85.1:      19.5       14.9
Old  :     100.0:       6.5        8.8        2.0       72.0       74.3       80.5       85.1:      19.5       14.9
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  :        62:         7          6          5         32         38         42         46:
Old  :        62:         7          6          5         32         38         42         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       37.0       49.4       49.0       32.4       36.9       43.3       47.9
Old  :                 34.1       37.0       49.4       49.0       32.4       36.9       43.3       47.9
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, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,970:     3,960        628      1,898      4,576      8,220     10,434     10,746:       536        224
Old  :    10,970:     3,960        628      1,898      4,576      8,220     10,434     10,746:       536        224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       783:       407        128         94        260        571        761        793:        22        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        5.7       17.3       41.7       74.9       95.1       98.0:       4.9        2.0
Old  :     100.0:      36.1        5.7       17.3       41.7       74.9       95.1       98.0:       4.9        2.0
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  :        36:         7          4          6         18         22         30         29:
Old  :        36:         7          4          6         18         22         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       42.0       77.4       70.0       35.7       25.4       39.7       36.5
Old  :                 64.4       42.0       77.4       70.0       35.7       25.4       39.7       36.5
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, October 30, 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  :   289,384:    71,568     15,650     72,549     97,834    178,444    241,951    266,642:    47,432     22,741
Old  :   273,882:    67,292     16,142     68,187     92,621    167,870    228,100    252,199:    45,782     21,683
Other:    15,502:     5,656        888      2,982      5,213     10,573     13,852     14,443:     1,650      1,058
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     8,252:     6,809        957        120       -257      7,145      6,673      8,223:     1,579         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        5.4       25.1       33.8       61.7       83.6       92.1:      16.4        7.9
Old  :     100.0:      24.6        5.9       24.9       33.8       61.3       83.3       92.1:      16.7        7.9
Other:     100.0:      36.5        5.7       19.2       33.6       68.2       89.4       93.2:      10.6        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        68         31         50         84         80        178        144:
Old  :       204:        68         35         49         84         80        178        143:
Other:        56:        13          8         11         30         13         47         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       32.2       19.4       44.6        6.7       25.5       11.7       32.0
Old  :                 12.1       31.1       19.6       43.9        6.6       24.8       11.6       31.7
Other:                 47.1       52.3       63.0       71.0       37.8       45.2       46.1       58.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  :    14,918:     2,519      4,943        574      8,453      7,456     11,545     12,973:     3,372      1,945
Old  :    14,901:     2,519      4,943        574      8,453      7,441     11,545     12,958:     3,355      1,943
Other:        17:         0          0          0          0         15          0         15:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :      -792:      -157       -391       -349       -265       -210       -771       -949:       -21        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       33.1        3.8       56.7       50.0       77.4       87.0:      22.6       13.0
Old  :     100.0:      16.9       33.2        3.8       56.7       49.9       77.5       87.0:      22.5       13.0
Other:     100.0:       0.0        0.0        0.0        0.0       88.2        0.0       88.2:     100.0       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        17         18          6         27         14         46         36:
Old  :        65:        17         18          6         27         13         46         35:
Other:         3:         0          0          0          0          3          0          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       42.7       48.2       58.4       34.7       41.5       48.1       55.7
Old  :                 34.8       42.7       48.3       58.4       34.7       41.6       48.2       55.7
Other:                  0.0       88.2        0.0       88.2        0.0       88.2        0.0       88.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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  : 1,056,008:   208,361    254,955     82,372    647,283    619,171    938,016    956,498:   117,993     99,510
Old  : 1,056,008:   208,361    254,955     82,372    647,283    619,171    938,016    956,498:   117,993     99,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -27,487:        12      1,774     -7,520     14,326      7,268      6,819      1,522:   -34,306    -29,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       24.1        7.8       61.3       58.6       88.8       90.6:      11.2        9.4
Old  :     100.0:      19.7       24.1        7.8       61.3       58.6       88.8       90.6:      11.2        9.4
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  :       220:        33         49         29        109         93        160        153:
Old  :       220:        33         49         29        109         93        160        153:
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  :                 17.8       28.7       27.7       38.7       16.7       26.7       25.5       35.7
Old  :                 17.8       28.7       27.7       38.7       16.7       26.7       25.5       35.7
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, October 30, 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  : 2,067,802:   370,870    171,280    216,100  1,192,982  1,341,790  1,779,952  1,729,170:   287,851    338,633
Old  : 2,067,802:   370,870    171,280    216,100  1,192,982  1,341,790  1,779,952  1,729,170:   287,851    338,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -30,420:   109,000    -19,454     13,918   -139,493    -43,701    -16,575    -49,238:   -13,845     18,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        8.3       10.5       57.7       64.9       86.1       83.6:      13.9       16.4
Old  :     100.0:      17.9        8.3       10.5       57.7       64.9       86.1       83.6:      13.9       16.4
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  :       282:        56         50         68        143        149        232        234:
Old  :       282:        56         50         68        143        149        232        234:
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  :                 17.1       22.4       26.5       29.1       16.5       17.9       24.5       24.1
Old  :                 17.1       22.4       26.5       29.1       16.5       17.9       24.5       24.1
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, October 30, 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  : 1,524,879:   219,136    155,659    118,847    947,816    987,675  1,285,799  1,262,181:   239,080    262,697
Old  : 1,524,879:   219,136    155,659    118,847    947,816    987,675  1,285,799  1,262,181:   239,080    262,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -49,432:   -12,128     10,119    -20,800    -23,502    -33,959    -56,431    -44,641:     6,998     -4,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       10.2        7.8       62.2       64.8       84.3       82.8:      15.7       17.2
Old  :     100.0:      14.4       10.2        7.8       62.2       64.8       84.3       82.8:      15.7       17.2
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  :       197:        32         39         38         90        102        139        162:
Old  :       197:        32         39         38         90        102        139        162:
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       23.1       29.0       32.0       14.6       22.5       24.2       30.4
Old  :                 18.0       23.1       29.0       32.0       14.6       22.5       24.2       30.4
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, October 30, 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  :   434,333:    30,882     46,747     69,968    312,846    284,493    413,696    401,208:    20,637     33,125
Old  :   434,333:    30,882     46,747     69,968    312,846    284,493    413,696    401,208:    20,637     33,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    30,285:    22,756       -762      1,593      8,585     34,399     32,934     35,230:    -2,649     -4,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       10.8       16.1       72.0       65.5       95.2       92.4:       4.8        7.6
Old  :     100.0:       7.1       10.8       16.1       72.0       65.5       95.2       92.4:       4.8        7.6
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  :        79:        17         16         28         40         38         69         71:
Old  :        79:        17         16         28         40         38         69         71:
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  :                 41.0       30.0       49.1       49.8       31.8       27.0       38.2       38.8
Old  :                 41.0       30.0       49.1       49.8       31.8       27.0       38.2       38.8
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, October 30, 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  :    55,001:    16,646      8,433      1,538     28,124     40,839     46,308     50,809:     8,693      4,192
Old  :    55,001:    16,646      8,433      1,538     28,124     40,839     46,308     50,809:     8,693      4,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -1,283:    -2,232        772        559        247     -2,641     -1,426     -1,310:       143         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       15.3        2.8       51.1       74.3       84.2       92.4:      15.8        7.6
Old  :     100.0:      30.3       15.3        2.8       51.1       74.3       84.2       92.4:      15.8        7.6
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  :        98:        34         14         11         35         23         74         43:
Old  :        98:        34         14         11         35         23         74         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  :                 19.8       40.0       34.8       61.1       19.4       40.0       34.3       60.9
Old  :                 19.8       40.0       34.8       61.1       19.4       40.0       34.3       60.9
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, October 30, 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  :   110,002:    33,293     16,866      3,075     56,248     81,677     92,617    101,619:    17,386      8,384
Old  :   110,002:    33,293     16,866      3,075     56,248     81,677     92,617    101,619:    17,386      8,384
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -2,565:    -4,463      1,545      1,118        494     -5,283     -2,852     -2,620:       286         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       15.3        2.8       51.1       74.3       84.2       92.4:      15.8        7.6
Old  :     100.0:      30.3       15.3        2.8       51.1       74.3       84.2       92.4:      15.8        7.6
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  :        98:        34         14         11         35         23         74         43:
Old  :        98:        34         14         11         35         23         74         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  :                 19.8       40.0       34.8       61.1       19.4       40.0       34.3       60.9
Old  :                 19.8       40.0       34.8       61.1       19.4       40.0       34.3       60.9
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, October 30, 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  :     6,756:     4,306      5,721      1,031      1,262          0      6,599      6,752:       157          4
Old  :     6,756:     4,306      5,721      1,031      1,262          0      6,599      6,752:       157          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -1,693:    -1,810     -1,355        -21        128       -316     -1,703     -1,692:        10         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.7       84.7       15.3       18.7        0.0       97.7       99.9:       2.3        0.1
Old  :     100.0:      63.7       84.7       15.3       18.7        0.0       97.7       99.9:       2.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          8          3          2          0         16          9:
Old  :        22:        12          8          3          2          0         16          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  :                 68.9       83.4       87.9       99.5       67.2       74.6       76.6       84.7
Old  :                 68.9       83.4       87.9       99.5       67.2       74.6       76.6       84.7
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, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,000:     2,207      5,166          1      9,612      6,789     11,820     11,956:       180         44
Old  :    12,000:     2,207      5,166          1      9,612      6,789     11,820     11,956:       180         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       370:       187         91          0        179        296        366        387:         4        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       43.1        0.0       80.1       56.6       98.5       99.6:       1.5        0.4
Old  :     100.0:      18.4       43.1        0.0       80.1       56.6       98.5       99.6:       1.5        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  :        27:         7          6          1          5          9         13         15:
Old  :        27:         7          6          1          5          9         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.8       84.8       95.9       94.7       87.8       84.8       95.9       94.7
Old  :                 87.8       84.8       95.9       94.7       87.8       84.8       95.9       94.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,969:     1,781      1,802          0     11,900     12,112     13,681     13,914:       288         55
Old  :    13,969:     1,781      1,802          0     11,900     12,112     13,681     13,914:       288         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       275:       126        214          0        142         37        268        251:         7         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       12.9        0.0       85.2       86.7       97.9       99.6:       2.1        0.4
Old  :     100.0:      12.7       12.9        0.0       85.2       86.7       97.9       99.6:       2.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          5          0          4         14         11         19:
Old  :        29:         7          5          0          4         14         11         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.0       67.9       96.6       86.8       93.0       67.9       96.6       86.8
Old  :                 93.0       67.9       96.6       86.8       93.0       67.9       96.6       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 2, 2012