```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 27, 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  :   461,646:   130,247     97,588     82,054    207,396    230,809    419,697    410,451:    41,949     51,195
Old  :   325,392:   105,313     91,871     30,819    157,410    171,868    293,542    294,558:    31,850     30,834
Other:   136,254:    47,685     28,468     28,484     49,986     58,941    126,155    115,893:    10,099     20,361
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -32,728:   -10,858    -10,342     -7,880    -17,802    -14,414    -36,540    -32,636:     3,812        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.1       17.8       44.9       50.0       90.9       88.9:       9.1       11.1
Old  :     100.0:      32.4       28.2        9.5       48.4       52.8       90.2       90.5:       9.8        9.5
Other:     100.0:      35.0       20.9       20.9       36.7       43.3       92.6       85.1:       7.4       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       139        104        122         93        119        300        293:
Old  :       367:       135         99         86         74        105        258        250:
Other:       253:        58         69         50         63        104        155        198:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       20.7       29.2       29.9       16.8       17.0       28.1       24.6
Old  :                 21.6       26.5       34.3       37.7       21.4       26.5       34.1       37.0
Other:                 28.9       17.5       42.2       28.1       23.8       11.5       33.2       17.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 27, 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  : 1,240,603:   393,687     63,301    164,012    528,084    788,080  1,085,783  1,015,393:   154,820    225,210
Old  : 1,062,184:   352,366     66,464    115,371    454,992    692,101    922,729    873,936:   139,455    188,248
Other:   178,419:    88,946     44,462      1,016     73,092     95,979    163,054    141,457:    15,365     36,962
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -60,903:   -14,871    -31,248    -25,403    -23,995        104    -64,269    -56,547:     3,366     -4,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        5.1       13.2       42.6       63.5       87.5       81.8:      12.5       18.2
Old  :     100.0:      33.2        6.3       10.9       42.8       65.2       86.9       82.3:      13.1       17.7
Other:     100.0:      49.9       24.9        0.6       41.0       53.8       91.4       79.3:       8.6       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       753:       193        132        178        251        366        539        604:
Old  :       745:       206        115        163        238        358        517        582:
Other:       485:        52         98         17         79        282        141        390:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       12.9       22.1       19.9       10.4       10.0       18.7       15.8
Old  :                 14.1       12.0       23.9       18.9       12.4       11.3       21.7       17.2
Other:                 42.2       25.9       58.0       34.1       42.2       25.9       58.0       34.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 27, 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  :    10,710:     2,246         71         94      5,623      8,724      7,963      8,889:     2,747      1,821
Old  :    10,582:     2,245         71         94      5,514      8,617      7,853      8,782:     2,729      1,800
Other:       128:         1          0          0        109        107        110        107:        18         21
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -735:         7       -255       -144       -994       -660     -1,131     -1,059:       396        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        0.7        0.9       52.5       81.5       74.4       83.0:      25.6       17.0
Old  :     100.0:      21.2        0.7        0.9       52.1       81.4       74.2       83.0:      25.8       17.0
Other:     100.0:       0.8        0.0        0.0       85.2       83.6       85.9       83.6:      14.1       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        17          3          4         16         10         33         17:
Old  :        39:        17          3          4         16         10         33         17:
Other:        11:         1          0          0          6          5          7          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  :                 29.8       65.0       47.4       78.3       29.8       62.8       47.3       71.2
Old  :                 29.8       65.5       47.2       78.3       29.8       63.3       47.1       71.3
Other:                 82.0       79.7       85.9       83.6       75.8       77.3       79.7       77.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 27, 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  :   603,386:   187,431     65,242     89,657    264,580    381,637    541,668    536,536:    61,718     66,850
Old  :   540,791:   177,464     63,063     66,271    241,160    356,029    484,895    485,363:    55,896     55,428
Other:    62,595:    32,594     24,806        759     23,420     25,608     56,773     51,173:     5,822     11,422
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -305:    -4,936      5,570       -740      3,273     -6,039     -2,403     -1,209:     2,098        904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       10.8       14.9       43.8       63.2       89.8       88.9:      10.2       11.1
Old  :     100.0:      32.8       11.7       12.3       44.6       65.8       89.7       89.8:      10.3       10.2
Other:     100.0:      52.1       39.6        1.2       37.4       40.9       90.7       81.8:       9.3       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       161        104        154        130        157        367        363:
Old  :       460:       175        100        129        128        150        357        334:
Other:       219:        31         70         12         33         93         76        167:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       16.3       28.1       25.5       15.7       15.3       24.6       23.4
Old  :                 19.6       18.0       29.2       28.1       18.9       16.9       28.5       26.0
Other:                 47.9       28.2       64.9       40.1       47.8       28.2       64.9       39.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 27, 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  :   319,556:    61,634     97,219     49,346    173,954    133,425    284,934    279,990:    34,622     39,566
Old  :   300,579:    63,078     98,620     41,568    166,008    122,166    270,654    262,354:    29,925     38,225
Other:    18,977:     3,044      3,087      3,290      7,946     11,259     14,280     17,636:     4,697      1,341
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -25,357:       652     -4,364    -14,621    -12,886     -8,252    -26,855    -27,237:     1,498      1,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       30.4       15.4       54.4       41.8       89.2       87.6:      10.8       12.4
Old  :     100.0:      21.0       32.8       13.8       55.2       40.6       90.0       87.3:      10.0       12.7
Other:     100.0:      16.0       16.3       17.3       41.9       59.3       75.2       92.9:      24.8        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        61         84         86         76         64        195        200:
Old  :       257:        63         90         82         76         62        193        195:
Other:        64:        13         11         11         29         16         46         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       18.2       23.8       26.6       12.1       13.9       20.7       22.0
Old  :                 13.9       18.1       24.3       27.0       12.7       13.6       22.1       22.1
Other:                 33.7       45.6       49.0       64.9       23.3       36.9       33.6       53.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 27, 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  :   688,751:    75,364     49,540     32,200    409,405    447,784    516,969    529,524:   171,782    159,227
Old  :   688,751:    75,364     49,540     32,200    409,405    447,784    516,969    529,524:   171,782    159,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    55,566:    -7,304     -3,357     24,781     24,458     24,500     41,935     45,924:    13,631      9,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        7.2        4.7       59.4       65.0       75.1       76.9:      24.9       23.1
Old  :     100.0:      10.9        7.2        4.7       59.4       65.0       75.1       76.9:      24.9       23.1
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  :       150:        32         23         20         63         72        108        103:
Old  :       150:        32         23         20         63         72        108        103:
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  :                 20.9       18.4       28.5       28.4       16.5       14.0       23.2       23.4
Old  :                 20.9       18.4       28.5       28.4       16.5       14.0       23.2       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, November 27, 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  :   389,460:    21,891     53,108      8,513    266,987    256,121    297,391    317,742:    92,069     71,718
Old  :   389,460:    21,891     53,108      8,513    266,987    256,121    297,391    317,742:    92,069     71,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    32,744:    -2,461        528      6,645      7,560     11,142     11,744     18,315:    21,000     14,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       13.6        2.2       68.6       65.8       76.4       81.6:      23.6       18.4
Old  :     100.0:       5.6       13.6        2.2       68.6       65.8       76.4       81.6:      23.6       18.4
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  :        63:         7          6          8         30         36         44         46:
Old  :        63:         7          6          8         30         36         44         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  :                 31.3       36.0       45.3       47.0       29.5       35.9       39.6       45.7
Old  :                 31.3       36.0       45.3       47.0       29.5       35.9       39.6       45.7
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, November 27, 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  :    10,761:     1,809        180      2,842      5,556      7,502     10,207     10,524:       554        237
Old  :    10,761:     1,809        180      2,842      5,556      7,502     10,207     10,524:       554        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -647:      -808        -67        258        -18       -878       -568       -687:       -79         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        1.7       26.4       51.6       69.7       94.9       97.8:       5.1        2.2
Old  :     100.0:      16.8        1.7       26.4       51.6       69.7       94.9       97.8:       5.1        2.2
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  :        33:         7          3          6         15         19         26         27:
Old  :        33:         7          3          6         15         19         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       50.2       75.2       70.6       20.1       25.8       30.3       33.2
Old  :                 58.5       50.2       75.2       70.6       20.1       25.8       30.3       33.2
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, November 27, 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  :   211,266:    60,902     22,200     21,815     82,403    138,457    165,120    182,472:    46,146     28,794
Old  :   194,984:    56,246     23,768     18,157     77,148    126,303    151,551    168,228:    43,433     26,756
Other:    16,282:     7,128        904      1,186      5,255     12,154     13,569     14,244:     2,713      2,038
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    -6,732:    -3,793      1,603     -1,335     -2,669     -7,802     -7,797     -7,534:     1,065        802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       10.5       10.3       39.0       65.5       78.2       86.4:      21.8       13.6
Old  :     100.0:      28.8       12.2        9.3       39.6       64.8       77.7       86.3:      22.3       13.7
Other:     100.0:      43.8        5.6        7.3       32.3       74.6       83.3       87.5:      16.7       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        55         33         50         72         61        155        126:
Old  :       180:        54         36         49         70         61        152        125:
Other:        51:        14          5          4         28         12         42         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       36.3       20.1       45.8        9.8       30.9       17.0       38.0
Old  :                 11.7       34.6       20.3       44.7        9.5       30.6       16.8       38.1
Other:                 46.1       58.5       60.1       74.5       45.0       55.4       53.9       67.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 27, 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  :    14,373:     2,903      5,421        213      8,088      6,826     11,204     12,460:     3,169      1,913
Old  :    14,355:     2,904      5,421        212      8,088      6,811     11,204     12,444:     3,151      1,911
Other:        18:         0          1          0          0         15          0         16:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :        96:        81          0         71          6         89        158        160:       -62        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       37.7        1.5       56.3       47.5       78.0       86.7:      22.0       13.3
Old  :     100.0:      20.2       37.8        1.5       56.3       47.4       78.0       86.7:      22.0       13.3
Other:     100.0:       0.0        5.6        0.0        0.0       83.3        0.0       88.9:     100.0       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        20         18          4         25         11         47         33:
Old  :        71:        20         18          4         25         10         47         32:
Other:         4:         0          1          0          0          3          0          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  :                 37.0       45.8       50.8       62.0       37.0       45.3       50.8       61.5
Old  :                 37.0       45.8       50.9       62.0       37.0       45.3       50.9       61.5
Other:                  0.0       88.9        0.0       88.9        0.0       88.9        0.0       88.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 27, 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  : 1,089,316:   283,691    255,508     49,326    590,341    675,774    923,358    980,608:   165,958    108,708
Old  : 1,089,316:   283,691    255,508     49,326    590,341    675,774    923,358    980,608:   165,958    108,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    -4,416:   -52,762      1,565     18,348      7,970    -55,817    -26,444    -35,904:    22,028     31,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       23.5        4.5       54.2       62.0       84.8       90.0:      15.2       10.0
Old  :     100.0:      26.0       23.5        4.5       54.2       62.0       84.8       90.0:      15.2       10.0
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  :       221:        54         31         26        101         96        164        145:
Old  :       221:        54         31         26        101         96        164        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  :                 14.0       33.6       23.5       43.7       12.8       33.5       21.9       41.6
Old  :                 14.0       33.6       23.5       43.7       12.8       33.5       21.9       41.6
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, November 27, 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  : 1,848,887:   378,022    190,368     97,295  1,063,962  1,194,834  1,539,279  1,482,497:   309,608    366,390
Old  : 1,848,887:   378,022    190,368     97,295  1,063,962  1,194,834  1,539,279  1,482,497:   309,608    366,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    -8,113:   -39,622    -65,863     43,603    -28,739    -10,805    -24,758    -33,065:    16,645     24,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.3        5.3       57.5       64.6       83.3       80.2:      16.7       19.8
Old  :     100.0:      20.4       10.3        5.3       57.5       64.6       83.3       80.2:      16.7       19.8
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  :       257:        47         52         39        103        133        170        204:
Old  :       257:        47         52         39        103        133        170        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       19.6       29.3       26.7       18.1       15.4       26.8       22.1
Old  :                 18.8       19.6       29.3       26.7       18.1       15.4       26.8       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, November 27, 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  : 1,598,721:   321,242    183,925     27,239    975,581  1,119,578  1,324,062  1,330,742:   274,659    267,979
Old  : 1,598,721:   321,242    183,925     27,239    975,581  1,119,578  1,324,062  1,330,742:   274,659    267,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    86,126:    -8,484    -17,764      6,563     72,556     88,430     70,635     77,229:    15,491      8,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       11.5        1.7       61.0       70.0       82.8       83.2:      17.2       16.8
Old  :     100.0:      20.1       11.5        1.7       61.0       70.0       82.8       83.2:      17.2       16.8
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  :       196:        33         38         16         86        101        131        143:
Old  :       196:        33         38         16         86        101        131        143:
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       20.5       31.1       32.3       18.5       20.2       28.9       30.7
Old  :                 19.9       20.5       31.1       32.3       18.5       20.2       28.9       30.7
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, November 27, 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  :   392,895:    26,341     48,069     54,981    286,884    258,358    368,206    361,408:    24,689     31,487
Old  :   392,895:    26,341     48,069     54,981    286,884    258,358    368,206    361,408:    24,689     31,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    11,075:     7,767        886       -797      6,183     11,982     13,153     12,071:    -2,078       -996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       12.2       14.0       73.0       65.8       93.7       92.0:       6.3        8.0
Old  :     100.0:       6.7       12.2       14.0       73.0       65.8       93.7       92.0:       6.3        8.0
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  :        74:        14         15         22         39         40         64         67:
Old  :        74:        14         15         22         39         40         64         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       33.0       51.1       52.6       32.9       31.3       39.7       41.0
Old  :                 40.7       33.0       51.1       52.6       32.9       31.3       39.7       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, November 27, 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  :    48,110:     8,104     10,682      2,483     29,349     30,039     39,935     43,203:     8,175      4,907
Old  :    48,110:     8,104     10,682      2,483     29,349     30,039     39,935     43,203:     8,175      4,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :       -39:    -1,284       -545        -42      1,722        520        397        -67:      -435         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       22.2        5.2       61.0       62.4       83.0       89.8:      17.0       10.2
Old  :     100.0:      16.8       22.2        5.2       61.0       62.4       83.0       89.8:      17.0       10.2
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  :        95:        19         24          5         37         23         60         48:
Old  :        95:        19         24          5         37         23         60         48:
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  :                 21.4       33.2       35.8       55.9       20.1       32.5       32.9       54.1
Old  :                 21.4       33.2       35.8       55.9       20.1       32.5       32.9       54.1
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, November 27, 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  :    96,220:    16,207     21,363      4,966     58,697     60,077     79,870     86,406:    16,350      9,814
Old  :    96,220:    16,207     21,363      4,966     58,697     60,077     79,870     86,406:    16,350      9,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :       -77:    -2,567     -1,090        -83      3,443      1,039        793       -134:      -870         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       22.2        5.2       61.0       62.4       83.0       89.8:      17.0       10.2
Old  :     100.0:      16.8       22.2        5.2       61.0       62.4       83.0       89.8:      17.0       10.2
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  :        95:        19         24          5         37         23         60         48:
Old  :        95:        19         24          5         37         23         60         48:
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  :                 21.4       33.2       35.8       55.9       20.1       32.5       32.9       54.1
Old  :                 21.4       33.2       35.8       55.9       20.1       32.5       32.9       54.1
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 - Futures Only, November 27, 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  :     9,331:     7,194      7,418        985      1,024        919      9,203      9,322:       128          9
Old  :     9,331:     7,194      7,418        985      1,024        919      9,203      9,322:       128          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :     2,178:     2,273      1,654         -1        -97        525      2,175      2,178:         3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.1       79.5       10.6       11.0        9.8       98.6       99.9:       1.4        0.1
Old  :     100.0:      77.1       79.5       10.6       11.0        9.8       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          8          3          1          2         14         11:
Old  :        22:        11          8          3          1          2         14         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  :                 66.8       73.6       91.6       94.7       66.8       66.8       83.7       85.9
Old  :                 66.8       73.6       91.6       94.7       66.8       66.8       83.7       85.9
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, November 27, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,877:       982      4,596          1     11,677      8,180     12,660     12,777:       217        100
Old  :    12,877:       982      4,596          1     11,677      8,180     12,660     12,777:       217        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :       521:        32        477          0        489         21        521        498:         0         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       35.7        0.0       90.7       63.5       98.3       99.2:       1.7        0.8
Old  :     100.0:       7.6       35.7        0.0       90.7       63.5       98.3       99.2:       1.7        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  :        30:         6          8          1          5         11         12         19:
Old  :        30:         6          8          1          5         11         12         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.2       77.4       97.1       89.1       91.2       77.4       97.1       89.1
Old  :                 91.2       77.4       97.1       89.1       91.2       77.4       97.1       89.1
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, November 27, 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  :    13,198:       753      1,609         12     12,176     11,484     12,941     13,105:       257         93
Old  :    13,198:       753      1,609         12     12,176     11,484     12,941     13,105:       257         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -408:      -358       -493         12        -63         29       -409       -452:         1         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       12.2        0.1       92.3       87.0       98.1       99.3:       1.9        0.7
Old  :     100.0:       5.7       12.2        0.1       92.3       87.0       98.1       99.3:       1.9        0.7
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  :        29:         6          5          1          4         15         11         20:
Old  :        29:         6          5          1          4         15         11         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  :                 95.1       58.0       97.4       79.6       95.1       58.0       97.4       79.6
Old  :                 95.1       58.0       97.4       79.6       95.1       58.0       97.4       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 5, 2012