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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   596,617:   152,334     95,486    167,152    237,885    277,183    557,370    539,821:    39,247     56,796
Old  :   491,289:   124,192     89,312    125,453    209,622    235,194    459,267    449,960:    32,022     41,330
Other:   105,328:    41,787     19,819     28,053     28,263     41,989     98,104     89,862:     7,224     15,466
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -4,097:      -988     -4,159       -298     -2,271       -401     -3,556     -4,858:      -540        761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       16.0       28.0       39.9       46.5       93.4       90.5:       6.6        9.5
Old  :     100.0:      25.3       18.2       25.5       42.7       47.9       93.5       91.6:       6.5        8.4
Other:     100.0:      39.7       18.8       26.6       26.8       39.9       93.1       85.3:       6.9       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       146        125        163        104        135        338        344:
Old  :       411:       139        130        143         91        130        311        326:
Other:       229:        55         58         48         53        103        136        189:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       14.2       24.9       21.9       13.2       10.3       21.9       16.4
Old  :                 16.3       14.4       28.1       22.0       15.4       11.7       24.9       18.1
Other:                 33.8       23.7       49.0       34.6       25.0       10.0       35.3       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,772,923:   382,480     58,462    578,213    642,892    859,769  1,603,584  1,496,443:   169,339    276,480
Old  : 1,645,816:   353,295     82,328    536,021    599,515    780,969  1,488,831  1,399,317:   156,985    246,499
Other:   127,107:    58,655      5,604     12,722     43,377     78,800    114,754     97,126:    12,354     29,981
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -56,811:   -11,746    -11,924    -31,640    -10,224    -16,350    -53,610    -59,913:    -3,201      3,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        3.3       32.6       36.3       48.5       90.4       84.4:       9.6       15.6
Old  :     100.0:      21.5        5.0       32.6       36.4       47.5       90.5       85.0:       9.5       15.0
Other:     100.0:      46.1        4.4       10.0       34.1       62.0       90.3       76.4:       9.7       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       839:       245        154        257        270        399        617        715:
Old  :       836:       234        163        250        259        397        598        712:
Other:       421:        60         56         40         76        275        153        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9        9.4       17.7       16.0        7.7        6.4       13.5        9.9
Old  :                 10.1        8.9       18.0       15.0        7.9        6.6       14.1       10.2
Other:                 37.6       26.2       48.3       32.6       37.5       25.4       45.5       30.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    12,248:     3,489        636        591      5,716     10,223      9,797     11,449:     2,451        799
Old  :    12,196:     3,494        638        584      5,678     10,188      9,757     11,409:     2,439        787
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       -42:      -238        122         27        338       -219        128        -69:      -170         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        5.2        4.8       46.7       83.5       80.0       93.5:      20.0        6.5
Old  :     100.0:      28.7        5.2        4.8       46.6       83.5       80.0       93.5:      20.0        6.5
Other:     100.0:       3.8        9.7        0.0       73.0       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          5          9         14         12         37         23:
Old  :        43:        20          5          9         14         12         37         23:
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  :                 32.5       66.9       51.7       81.5       28.7       59.0       44.8       73.2
Old  :                 32.5       67.2       51.7       81.6       28.7       59.3       44.8       73.6
Other:                 73.0       76.9       76.9       76.9       63.4       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,136,216:   245,647     31,431    428,405    382,333    583,646  1,056,385  1,043,482:    79,831     92,734
Old  : 1,088,420:   231,777     36,668    411,759    370,062    552,728  1,013,598  1,001,155:    74,822     87,265
Other:    47,797:    23,753      4,645      6,764     12,271     30,918     42,788     42,328:     5,009      5,469
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -20,882:   -24,151    -24,058     -5,771     12,683     10,258    -17,239    -19,572:    -3,643     -1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        2.8       37.7       33.6       51.4       93.0       91.8:       7.0        8.2
Old  :     100.0:      21.3        3.4       37.8       34.0       50.8       93.1       92.0:       6.9        8.0
Other:     100.0:      49.7        9.7       14.2       25.7       64.7       89.5       88.6:      10.5       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       654:       255        148        278        181        219        545        550:
Old  :       652:       241        168        271        176        216        533        546:
Other:       257:        61         50         32         47        124        124        192:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       14.7       21.2       23.4        6.9        9.5       11.5       13.9
Old  :                 14.0       13.6       21.5       22.5        8.7        9.8       13.4       14.4
Other:                 32.1       46.9       44.6       56.2       30.2       46.5       40.2       53.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   341,651:    63,351     41,272     69,179    172,587    203,426    305,117    313,878:    36,534     27,773
Old  :   329,729:    65,459     43,248     63,214    166,684    196,311    295,357    302,774:    34,372     26,955
Other:    11,922:     2,241      2,373      1,616      5,903      7,115      9,760     11,104:     2,162        818
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -23,196:   -16,207     -1,121     -2,754      3,730    -18,788    -15,231    -22,663:    -7,965       -532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       12.1       20.2       50.5       59.5       89.3       91.9:      10.7        8.1
Old  :     100.0:      19.9       13.1       19.2       50.6       59.5       89.6       91.8:      10.4        8.2
Other:     100.0:      18.8       19.9       13.6       49.5       59.7       81.9       93.1:      18.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        70         74         97         81         78        219        207:
Old  :       269:        73         78         96         81         78        218        207:
Other:        45:        10          7         12         21         10         38         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       26.5       23.4       36.4       10.8       19.5       19.1       27.1
Old  :                 12.9       27.0       23.7       36.7       11.1       20.3       19.5       27.8
Other:                 31.0       56.2       48.7       74.4       29.1       56.2       44.8       68.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   652,984:    40,703     56,747     49,036    413,213    389,489    502,951    495,272:   150,033    157,712
Old  :   652,984:    40,703     56,747     49,036    413,213    389,489    502,951    495,272:   150,033    157,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -25,766:    -1,603     13,854    -23,644      9,318     -5,682    -15,930    -15,473:    -9,835    -10,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        8.7        7.5       63.3       59.6       77.0       75.8:      23.0       24.2
Old  :     100.0:       6.2        8.7        7.5       63.3       59.6       77.0       75.8:      23.0       24.2
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  :       150:        28         30         37         75         76        125        121:
Old  :       150:        28         30         37         75         76        125        121:
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  :                 19.9       14.6       28.3       24.8       14.2       14.4       21.0       21.2
Old  :                 19.9       14.6       28.3       24.8       14.2       14.4       21.0       21.2
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, September 25, 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  :   359,116:    41,907     30,833      1,710    252,673    267,842    296,290    300,385:    62,826     58,731
Old  :   359,116:    41,907     30,833      1,710    252,673    267,842    296,290    300,385:    62,826     58,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -2,762:        94     -3,469       -832      2,855      3,098      2,117     -1,203:    -4,879     -1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        8.6        0.5       70.4       74.6       82.5       83.6:      17.5       16.4
Old  :     100.0:      11.7        8.6        0.5       70.4       74.6       82.5       83.6:      17.5       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  :        66:         6          6          4         35         38         43         46:
Old  :        66:         6          6          4         35         38         43         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  :                 36.3       39.0       51.7       50.6       35.0       38.3       45.6       48.6
Old  :                 36.3       39.0       51.7       50.6       35.0       38.3       45.6       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    10,522:     2,451        448      2,085      5,622      7,710     10,158     10,243:       364        279
Old  :    10,522:     2,451        448      2,085      5,622      7,710     10,158     10,243:       364        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :      -677:      -138        121        -93       -202       -664       -433       -636:      -244        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        4.3       19.8       53.4       73.3       96.5       97.3:       3.5        2.7
Old  :     100.0:      23.3        4.3       19.8       53.4       73.3       96.5       97.3:       3.5        2.7
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  :        40:         8          5          6         22         23         35         30:
Old  :        40:         8          5          6         22         23         35         30:
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  :                 56.6       52.8       73.7       73.2       22.3       21.4       28.5       28.8
Old  :                 56.6       52.8       73.7       73.2       22.3       21.4       28.5       28.8
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, September 25, 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  :   290,177:    63,145     10,786     82,409    100,778    172,294    246,333    265,488:    43,844     24,688
Old  :   279,512:    60,882     10,375     79,075     96,698    166,020    236,655    255,469:    42,857     24,043
Other:    10,665:     3,059      1,207      2,538      4,080      6,274      9,677     10,019:       988        646
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -22,656:   -11,694       -567     -9,359      4,160    -12,161    -16,893    -22,086:    -5,764       -570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        3.7       28.4       34.7       59.4       84.9       91.5:      15.1        8.5
Old  :     100.0:      21.8        3.7       28.3       34.6       59.4       84.7       91.4:      15.3        8.6
Other:     100.0:      28.7       11.3       23.8       38.3       58.8       90.7       93.9:       9.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        78         30         63         86         80        197        155:
Old  :       222:        80         31         63         86         80        196        155:
Other:        45:        10          7          5         26         11         37         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       31.9       20.8       43.8        7.2       22.8       12.4       30.3
Old  :                 13.2       31.1       20.9       43.3        7.5       22.5       12.8       30.4
Other:                 46.0       59.0       64.0       77.3       33.6       41.5       47.1       55.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    14,910:     2,808      5,998        681      8,185      6,624     11,674     13,303:     3,236      1,607
Old  :    14,905:     2,808      5,995        681      8,182      6,624     11,671     13,300:     3,234      1,605
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       282:        15        182        111        104         35        230        327:        52        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       40.2        4.6       54.9       44.4       78.3       89.2:      21.7       10.8
Old  :     100.0:      18.8       40.2        4.6       54.9       44.4       78.3       89.2:      21.7       10.8
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        19         26          8         24          9         48         38:
Old  :        69:        19         26          8         24          9         48         38:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       43.0       49.6       57.1       35.8       41.7       49.4       55.9
Old  :                 35.8       43.0       49.6       57.2       35.8       41.7       49.4       55.9
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,048,596:   275,903    219,246     76,483    559,406    667,494    911,791    963,223:   136,804     85,373
Old  : 1,048,596:   275,903    219,246     76,483    559,406    667,494    911,791    963,223:   136,804     85,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :     4,793:   -11,291     33,070     -3,634     10,624    -33,260     -4,301     -3,824:     9,094      8,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       20.9        7.3       53.3       63.7       87.0       91.9:      13.0        8.1
Old  :     100.0:      26.3       20.9        7.3       53.3       63.7       87.0       91.9:      13.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        41         41         23         96         94        150        145:
Old  :       214:        41         41         23         96         94        150        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       29.8       29.1       41.3       19.1       28.0       27.0       37.3
Old  :                 19.2       29.8       29.1       41.3       19.1       28.0       27.0       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,917,801:   233,172    160,164    172,949  1,194,479  1,279,277  1,600,600  1,612,390:   317,201    305,411
Old  : 1,917,801:   233,172    160,164    172,949  1,194,479  1,279,277  1,600,600  1,612,390:   317,201    305,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :  -101,847:   -39,410    -13,040    -68,604     -1,540    -16,433   -109,554    -98,077:     7,708     -3,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.4        9.0       62.3       66.7       83.5       84.1:      16.5       15.9
Old  :     100.0:      12.2        8.4        9.0       62.3       66.7       83.5       84.1:      16.5       15.9
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  :       260:        40         56         65        138        142        221        220:
Old  :       260:        40         56         65        138        142        221        220:
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  :                 20.2       25.9       29.5       32.1       19.2       20.5       26.1       25.8
Old  :                 20.2       25.9       29.5       32.1       19.2       20.5       26.1       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  : 1,568,751:   257,944    155,811     92,068    959,720  1,083,178  1,309,731  1,331,056:   259,020    237,695
Old  : 1,568,751:   257,944    155,811     92,068    959,720  1,083,178  1,309,731  1,331,056:   259,020    237,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   158,421:   -21,496     31,943     26,963    154,620    102,639    160,088    161,544:    -1,666     -3,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        9.9        5.9       61.2       69.0       83.5       84.8:      16.5       15.2
Old  :     100.0:      16.4        9.9        5.9       61.2       69.0       83.5       84.8:      16.5       15.2
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  :       186:        34         30         30         79        104        126        151:
Old  :       186:        34         30         30         79        104        126        151:
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  :                 20.4       26.3       32.5       36.6       20.2       26.1       32.0       35.4
Old  :                 20.4       26.3       32.5       36.6       20.2       26.1       32.0       35.4
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, September 25, 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  :   460,357:    20,062     44,795     83,415    330,356    293,072    433,834    421,282:    26,523     39,075
Old  :   460,357:    20,062     44,795     83,415    330,356    293,072    433,834    421,282:    26,523     39,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :     7,224:     3,542       -361      3,361      3,774      4,510     10,676      7,509:    -3,452       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.7       18.1       71.8       63.7       94.2       91.5:       5.8        8.5
Old  :     100.0:       4.4        9.7       18.1       71.8       63.7       94.2       91.5:       5.8        8.5
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  :        83:        16         18         28         42         42         71         75:
Old  :        83:        16         18         28         42         42         71         75:
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  :                 40.2       29.8       49.5       47.1       31.2       25.0       36.9       32.2
Old  :                 40.2       29.8       49.5       47.1       31.2       25.0       36.9       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    61,169:    27,891      6,358        704     24,030     49,437     52,625     56,499:     8,544      4,670
Old  :    61,169:    27,891      6,358        704     24,030     49,437     52,625     56,499:     8,544      4,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -16,594:     1,805        298     -1,253    -15,995    -13,185    -15,442    -14,140:    -1,152     -2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       10.4        1.2       39.3       80.8       86.0       92.4:      14.0        7.6
Old  :     100.0:      45.6       10.4        1.2       39.3       80.8       86.0       92.4:      14.0        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  :       100:        34         13          8         36         28         73         46:
Old  :       100:        34         13          8         36         28         73         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.8       40.4       59.8       24.8       42.8       39.5       59.8
Old  :                 25.3       42.8       40.4       59.8       24.8       42.8       39.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :   122,337:    55,782     12,716      1,408     48,060     98,873    105,250    112,998:    17,088      9,340
Old  :   122,337:    55,782     12,716      1,408     48,060     98,873    105,250    112,998:    17,088      9,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :   -33,188:     3,611        597     -2,506    -31,989    -26,371    -30,885    -28,280:    -2,303     -4,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.6       10.4        1.2       39.3       80.8       86.0       92.4:      14.0        7.6
Old  :     100.0:      45.6       10.4        1.2       39.3       80.8       86.0       92.4:      14.0        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  :       100:        34         13          8         36         28         73         46:
Old  :       100:        34         13          8         36         28         73         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       42.8       40.4       59.8       24.8       42.8       39.5       59.8
Old  :                 25.3       42.8       40.4       59.8       24.8       42.8       39.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :     8,318:     5,720      6,755      1,024      1,378        537      8,122      8,316:       196          2
Old  :     8,318:     5,720      6,755      1,024      1,378        537      8,122      8,316:       196          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :    -5,867:    -2,505       -569     -3,378         -1     -1,916     -5,884     -5,863:        17         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       81.2       12.3       16.6        6.5       97.6      100.0:       2.4        0.0
Old  :     100.0:      68.8       81.2       12.3       16.6        6.5       97.6      100.0:       2.4        0.0
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  :        23:        12          8          3          1          2         15         11:
Old  :        23:        12          8          3          1          2         15         11:
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  :                 66.0       77.1       89.0       96.8       66.0       69.8       80.5       86.4
Old  :                 66.0       77.1       89.0       96.8       66.0       69.8       80.5       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    10,785:     1,131      5,547          5      9,479      5,185     10,615     10,737:       170         48
Old  :    10,785:     1,131      5,547          5      9,479      5,185     10,615     10,737:       170         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       359:       123      2,092          0        237     -1,715        360        377:        -1        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       51.4        0.0       87.9       48.1       98.4       99.6:       1.6        0.4
Old  :     100.0:      10.5       51.4        0.0       87.9       48.1       98.4       99.6:       1.6        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  :        28:         6          8          1          6          9         13         17:
Old  :        28:         6          8          1          6          9         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.4       75.9       96.1       91.4       86.4       75.8       96.1       91.3
Old  :                 86.4       75.9       96.1       91.4       86.4       75.8       96.1       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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  :    13,546:     1,668      1,401          0     11,616     12,088     13,284     13,489:       262         57
Old  :    13,546:     1,668      1,401          0     11,616     12,088     13,284     13,489:       262         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 18, 2012                   :
     :       131:        20       -690          0         27        812         47        122:        84          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.3        0.0       85.8       89.2       98.1       99.6:       1.9        0.4
Old  :     100.0:      12.3       10.3        0.0       85.8       89.2       98.1       99.6:       1.9        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  :        28:         5          6          0          4         14          9         20:
Old  :        28:         5          6          0          4         14          9         20:
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  :                 93.7       69.7       97.8       86.3       93.7       69.7       97.8       86.3
Old  :                 93.7       69.7       97.8       86.3       93.7       69.7       97.8       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 28, 2012