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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 31, 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  :   456,334:   106,391    129,844     72,762    244,994    203,148    424,147    405,754:    32,187     50,580
Old  :   311,754:    77,857    120,944     24,273    187,195    135,478    289,325    280,695:    22,429     31,059
Other:   144,580:    55,021     35,387     22,002     57,799     67,670    134,822    125,059:     9,758     19,521
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     7,784:        39      3,933     -2,109      8,534      5,527      6,464      7,351:     1,320        433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       28.5       15.9       53.7       44.5       92.9       88.9:       7.1       11.1
Old  :     100.0:      25.0       38.8        7.8       60.0       43.5       92.8       90.0:       7.2       10.0
Other:     100.0:      38.1       24.5       15.2       40.0       46.8       93.3       86.5:       6.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       365:       111        114         96         94        115        254        283:
Old  :       348:       112        103         50         76         93        210        226:
Other:       242:        47         71         40         63        104        139        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       20.2       32.5       28.6       18.5       17.4       31.3       24.2
Old  :                 24.1       27.7       39.8       38.5       24.1       27.1       39.8       37.8
Other:                 25.0       15.4       38.6       24.4       23.8       14.6       35.6       22.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 31, 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  : 1,128,183:   340,847    106,001    161,193    497,035    656,037    999,075    923,231:   129,108    204,952
Old  :   912,397:   305,162    112,741     87,614    409,018    552,883    801,794    753,238:   110,603    159,159
Other:   215,786:   105,687     63,262      3,577     88,017    103,154    197,281    169,993:    18,505     45,793
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -9,401:   -12,592     -3,786      8,421     -4,985    -10,592     -9,156     -5,957:      -245     -3,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        9.4       14.3       44.1       58.1       88.6       81.8:      11.4       18.2
Old  :     100.0:      33.4       12.4        9.6       44.8       60.6       87.9       82.6:      12.1       17.4
Other:     100.0:      49.0       29.3        1.7       40.8       47.8       91.4       78.8:       8.6       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       696:       169        129        155        221        332        466        556:
Old  :       681:       181        109        125        206        321        435        518:
Other:       479:        55        101         22         87        271        157        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  :                 12.0       11.2       22.4       18.6       11.8        8.5       20.8       13.9
Old  :                 13.9       11.6       25.1       18.5       13.3       11.1       23.8       17.5
Other:                 36.8       24.9       54.3       32.1       36.5       24.8       54.0       31.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 31, 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  :     9,721:     1,558      1,261        197      5,955      7,221      7,710      8,679:     2,011      1,042
Old  :     9,383:     1,562      1,253        192      5,643      6,924      7,397      8,369:     1,986      1,014
Other:       338:         0         12          1        312        297        313        310:        25         28
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -319:      -297         -1         14        260       -506        -23       -493:      -296        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.0        2.0       61.3       74.3       79.3       89.3:      20.7       10.7
Old  :     100.0:      16.6       13.4        2.0       60.1       73.8       78.8       89.2:      21.2       10.8
Other:     100.0:       0.0        3.6        0.3       92.3       87.9       92.6       91.7:       7.4        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        12          9          4         16         11         31         23:
Old  :        43:        12          9          4         15         11         30         23:
Other:        17:         0          3          1         10          6         11          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.6       60.5       53.2       76.7       35.6       58.7       51.3       70.9
Old  :                 35.4       61.6       52.1       77.8       35.4       60.6       51.0       72.4
Other:                 76.6       75.7       89.6       91.1       58.3       63.9       68.0       68.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 31, 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  :   546,275:   173,043     63,815     73,574    243,848    352,299    490,465    489,688:    55,810     56,587
Old  :   471,764:   156,128     57,636     51,288    215,470    321,201    422,886    430,125:    48,878     41,639
Other:    74,511:    37,200     26,464      2,001     28,378     31,098     67,579     59,563:     6,932     14,948
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -23,694:    -5,878       -493     -3,958    -10,997    -13,191    -20,833    -17,642:    -2,861     -6,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       11.7       13.5       44.6       64.5       89.8       89.6:      10.2       10.4
Old  :     100.0:      33.1       12.2       10.9       45.7       68.1       89.6       91.2:      10.4        8.8
Other:     100.0:      49.9       35.5        2.7       38.1       41.7       90.7       79.9:       9.3       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       415:       137        101        144        118        136        331        327:
Old  :       411:       142        101        118        114        123        315        296:
Other:       204:        45         60         16         35         79         88        149:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       19.1       29.3       30.3       17.6       17.9       26.8       28.1
Old  :                 21.2       21.5       31.4       33.3       21.0       20.0       31.2       30.4
Other:                 43.0       24.3       58.7       37.0       43.0       24.3       58.7       36.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 31, 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  :   305,525:    65,595    101,727     47,299    162,719    123,504    275,613    272,530:    29,912     32,995
Old  :   277,485:    67,286    104,251     35,988    149,387    105,916    252,661    246,155:    24,824     31,330
Other:    28,040:     4,628      3,795      4,992     13,332     17,588     22,952     26,375:     5,088      1,665
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -8,712:       383     -2,852     -3,283     -6,052     -2,387     -8,952     -8,522:       240       -190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       33.3       15.5       53.3       40.4       90.2       89.2:       9.8       10.8
Old  :     100.0:      24.2       37.6       13.0       53.8       38.2       91.1       88.7:       8.9       11.3
Other:     100.0:      16.5       13.5       17.8       47.5       62.7       81.9       94.1:      18.1        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        65         94         85         65         56        186        196:
Old  :       256:        66        100         79         64         53        179        190:
Other:        82:        24         11         15         32         19         65         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       18.5       26.3       27.5       13.5       15.4       23.5       24.0
Old  :                 15.9       18.8       27.7       28.4       15.4       16.8       25.7       26.3
Other:                 26.5       45.8       42.3       62.8       21.1       38.2       31.9       52.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 31, 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  :   542,695:    52,077     51,642      3,280    359,692    345,961    415,049    400,883:   127,646    141,812
Old  :   542,695:    52,077     51,642      3,280    359,692    345,961    415,049    400,883:   127,646    141,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       842:    -3,044      1,226     -1,710      9,989     12,659      5,235     12,175:    -4,393    -11,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        9.5        0.6       66.3       63.7       76.5       73.9:      23.5       26.1
Old  :     100.0:       9.6        9.5        0.6       66.3       63.7       76.5       73.9:      23.5       26.1
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  :       152:        26         29         11         59         76         92        109:
Old  :       152:        26         29         11         59         76         92        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       17.2       35.9       28.3       23.8       15.2       31.7       25.5
Old  :                 27.4       17.2       35.9       28.3       23.8       15.2       31.7       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, December 31, 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  :   348,555:    21,680     44,622      2,863    258,692    248,160    283,235    295,645:    65,320     52,910
Old  :   348,555:    21,680     44,622      2,863    258,692    248,160    283,235    295,645:    65,320     52,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -6,980:         2     -1,927        -48     -8,345     -4,524     -8,391     -6,499:     1,411       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.8        0.8       74.2       71.2       81.3       84.8:      18.7       15.2
Old  :     100.0:       6.2       12.8        0.8       74.2       71.2       81.3       84.8:      18.7       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  :        63:         8          5          2         28         38         37         44:
Old  :        63:         8          5          2         28         38         37         44:
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  :                 36.4       41.5       51.5       53.8       34.2       41.5       45.1       52.9
Old  :                 36.4       41.5       51.5       53.8       34.2       41.5       45.1       52.9
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 - Futures Only, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,582:     1,097        604        724      6,165      6,943      7,986      8,271:       596        311
Old  :     8,582:     1,097        604        724      6,165      6,943      7,986      8,271:       596        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       -42:      -100         52       -196        597        468        301        324:      -343       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        7.0        8.4       71.8       80.9       93.1       96.4:       6.9        3.6
Old  :     100.0:      12.8        7.0        8.4       71.8       80.9       93.1       96.4:       6.9        3.6
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  :        38:         5          5          6         20         21         30         29:
Old  :        38:         5          5          6         20         21         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  :                 41.9       43.9       61.8       65.4       18.7       25.4       30.3       37.2
Old  :                 41.9       43.9       61.8       65.4       18.7       25.4       30.3       37.2
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 - Futures Only, December 31, 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  :   212,318:    63,708     21,523     24,678     84,581    144,420    172,967    190,621:    39,351     21,697
Old  :   186,757:    59,682     21,726     19,106     72,464    126,484    151,252    167,316:    35,505     19,441
Other:    25,561:     6,382      2,153      3,216     12,117     17,936     21,715     23,305:     3,846      2,256
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -4,805:    -2,662        854      2,624     -2,041    -10,123     -2,079     -6,645:    -2,726      1,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       10.1       11.6       39.8       68.0       81.5       89.8:      18.5       10.2
Old  :     100.0:      32.0       11.6       10.2       38.8       67.7       81.0       89.6:      19.0       10.4
Other:     100.0:      25.0        8.4       12.6       47.4       70.2       85.0       91.2:      15.0        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        57         37         43         69         64        155        124:
Old  :       186:        58         37         41         67         63        151        122:
Other:        66:        15         10          8         35         15         52         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  :                 11.5       40.3       19.9       49.1        9.3       32.5       16.4       38.9
Old  :                 12.2       38.6       20.9       47.3        9.5       33.2       16.6       39.3
Other:                 32.5       52.7       56.1       69.0       31.9       46.5       46.3       57.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 31, 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  :    14,260:     2,992      4,897        304      8,201      7,293     11,497     12,494:     2,763      1,766
Old  :    14,202:     3,001      4,892        295      8,201      7,249     11,497     12,436:     2,705      1,766
Other:        58:         0         14          0          0         44          0         58:        58          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,051:      -155        560       -247       -388     -1,331       -790     -1,018:      -261        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       34.3        2.1       57.5       51.1       80.6       87.6:      19.4       12.4
Old  :     100.0:      21.1       34.4        2.1       57.7       51.0       81.0       87.6:      19.0       12.4
Other:     100.0:       0.0       24.1        0.0        0.0       75.9        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        21         13          5         25         14         48         30:
Old  :        66:        21         13          5         25         13         48         29:
Other:         5:         0          2          0          0          3          0          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       48.0       52.3       64.5       38.5       47.5       52.3       63.4
Old  :                 38.7       48.0       52.5       64.5       38.7       47.5       52.5       63.4
Other:                  0.0       96.6        0.0      100.0        0.0       96.6        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 31, 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  : 1,034,323:   337,820    174,275     22,425    547,583    762,902    907,828    959,602:   126,495     74,721
Old  : 1,034,323:   337,820    174,275     22,425    547,583    762,902    907,828    959,602:   126,495     74,721
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -8,532:    10,117      2,856       -149    -14,112     -5,196     -4,144     -2,489:    -4,388     -6,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       16.8        2.2       52.9       73.8       87.8       92.8:      12.2        7.2
Old  :     100.0:      32.7       16.8        2.2       52.9       73.8       87.8       92.8:      12.2        7.2
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  :       221:        53         33         13         93         89        151        130:
Old  :       221:        53         33         13         93         89        151        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  :                 17.6       37.4       26.8       49.9       16.8       36.3       25.5       48.1
Old  :                 17.6       37.4       26.8       49.9       16.8       36.3       25.5       48.1
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 - Futures Only, December 31, 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  : 1,617,683:   320,599    241,672     36,511    991,357  1,027,210  1,348,467  1,305,393:   269,216    312,290
Old  : 1,617,683:   320,599    241,672     36,511    991,357  1,027,210  1,348,467  1,305,393:   269,216    312,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    12,940:    11,134      6,358       -267      4,396      6,708     15,263     12,799:    -2,323        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       14.9        2.3       61.3       63.5       83.4       80.7:      16.6       19.3
Old  :     100.0:      19.8       14.9        2.3       61.3       63.5       83.4       80.7:      16.6       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        36         52         21        100        121        149        181:
Old  :       246:        36         52         21        100        121        149        181:
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       23.6       31.8       31.7       18.8       18.3       29.6       26.2
Old  :                 19.8       23.6       31.8       31.7       18.8       18.3       29.6       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 31, 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  : 1,527,859:   185,874    184,328     19,293  1,114,770  1,080,477  1,319,937  1,284,098:   207,922    243,761
Old  : 1,527,859:   185,874    184,328     19,293  1,114,770  1,080,477  1,319,937  1,284,098:   207,922    243,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -12,554:   -13,937     -6,154     -4,539      1,047      8,791    -17,429     -1,902:     4,875    -10,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       12.1        1.3       73.0       70.7       86.4       84.0:      13.6       16.0
Old  :     100.0:      12.2       12.1        1.3       73.0       70.7       86.4       84.0:      13.6       16.0
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  :       191:        29         37         13         76        102        112        145:
Old  :       191:        29         37         13         76        102        112        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  :                 30.2       22.6       42.9       33.6       30.0       21.8       42.5       31.6
Old  :                 30.2       22.6       42.9       33.6       30.0       21.8       42.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 31, 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  :   447,169:    67,654     43,499     60,423    302,279    311,102    430,356    415,024:    16,813     32,145
Old  :   447,169:    67,654     43,499     60,423    302,279    311,102    430,356    415,024:    16,813     32,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     7,872:    -3,852     -8,210      3,562      7,838     11,377      7,548      6,729:       324      1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        9.7       13.5       67.6       69.6       96.2       92.8:       3.8        7.2
Old  :     100.0:      15.1        9.7       13.5       67.6       69.6       96.2       92.8:       3.8        7.2
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  :        80:        16         16         25         39         39         66         71:
Old  :        80:        16         16         25         39         39         66         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  :                 35.6       41.1       46.6       55.4       29.4       38.3       38.5       44.5
Old  :                 35.6       41.1       46.6       55.4       29.4       38.3       38.5       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, December 31, 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  :    46,805:    13,650      4,785        158     25,656     38,623     39,464     43,566:     7,342      3,240
Old  :    46,805:    13,650      4,785        158     25,656     38,623     39,464     43,566:     7,342      3,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,248:       277      1,512        106     -1,119     -2,298       -736       -680:      -512       -568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       10.2        0.3       54.8       82.5       84.3       93.1:      15.7        6.9
Old  :     100.0:      29.2       10.2        0.3       54.8       82.5       84.3       93.1:      15.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        31         13          1         34         23         65         37:
Old  :        95:        31         13          1         34         23         65         37:
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  :                 20.5       54.6       35.9       71.0       20.3       54.6       35.5       70.8
Old  :                 20.5       54.6       35.9       71.0       20.3       54.6       35.5       70.8
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 - Futures Only, December 31, 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  :    93,610:    27,300      9,569        316     51,311     77,246     78,927     87,131:    14,683      6,479
Old  :    93,610:    27,300      9,569        316     51,311     77,246     78,927     87,131:    14,683      6,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -2,496:       553      3,023        212     -2,237     -4,595     -1,472     -1,360:    -1,024     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       10.2        0.3       54.8       82.5       84.3       93.1:      15.7        6.9
Old  :     100.0:      29.2       10.2        0.3       54.8       82.5       84.3       93.1:      15.7        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        31         13          1         34         23         65         37:
Old  :        95:        31         13          1         34         23         65         37:
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  :                 20.5       54.6       35.9       71.0       20.3       54.6       35.5       70.8
Old  :                 20.5       54.6       35.9       71.0       20.3       54.6       35.5       70.8
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 - Futures Only, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,990:       969      4,936          0      7,900      3,981      8,869      8,917:       121         73
Old  :     8,990:       969      4,936          0      7,900      3,981      8,869      8,917:       121         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       -14:       -21         22          0          9        -38        -12        -16:        -2          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       54.9        0.0       87.9       44.3       98.7       99.2:       1.3        0.8
Old  :     100.0:      10.8       54.9        0.0       87.9       44.3       98.7       99.2:       1.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          7          0          3         10          8         17:
Old  :        25:         5          7          0          3         10          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.8       72.6       98.7       88.3       95.8       72.6       98.7       88.3
Old  :                 95.8       72.6       98.7       88.3       95.8       72.6       98.7       88.3
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 - Futures Only, December 31, 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  :     7,804:       356      1,339          0      7,298      6,438      7,654      7,777:       150         27
Old  :     7,804:       356      1,339          0      7,298      6,438      7,654      7,777:       150         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -388:      -331         63          0        -27       -444       -358       -381:       -30         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       17.2        0.0       93.5       82.5       98.1       99.7:       1.9        0.3
Old  :     100.0:       4.6       17.2        0.0       93.5       82.5       98.1       99.7:       1.9        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          6          0          3         12          5         18:
Old  :        22:         2          6          0          3         12          5         18:
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  :                 97.6       66.1       98.1       86.9       97.5       66.1       97.5       86.9
Old  :                 97.6       66.1       98.1       86.9       97.5       66.1       97.5       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 4, 2013