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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   516,840:   111,208    103,260    133,286    230,803    223,890    475,298    460,436:    41,543     56,404
Old  :   357,219:    79,788    100,292     70,322    176,251    152,007    326,360    322,621:    30,859     34,598
Other:   159,622:    54,318     25,866     40,067     54,552     71,883    148,937    137,816:    10,684     21,806
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     8,142:    -8,388     11,848      6,991      9,795    -12,848      8,397      5,990:      -255      2,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       20.0       25.8       44.7       43.3       92.0       89.1:       8.0       10.9
Old  :     100.0:      22.3       28.1       19.7       49.3       42.6       91.4       90.3:       8.6        9.7
Other:     100.0:      34.0       16.2       25.1       34.2       45.0       93.3       86.3:       6.7       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       133        144        142         99        112        309        325:
Old  :       387:       119        143        112         83        100        266        292:
Other:       248:        70         61         60         68        103        169        199:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       17.4       26.6       25.9       15.3       13.9       25.6       19.8
Old  :                 19.2       23.6       32.6       33.0       18.8       22.2       32.0       31.0
Other:                 23.3       14.9       35.6       25.6       20.5       13.0       29.4       19.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  : 1,550,240:   364,522     93,380    395,871    627,007    826,754  1,387,400  1,316,006:   162,840    234,234
Old  : 1,285,096:   304,863     96,497    299,372    538,625    708,522  1,142,860  1,104,391:   142,236    180,705
Other:   265,144:   110,989     48,214     45,168     88,383    118,232    244,540    211,615:    20,604     53,529
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    18,824:   -35,360     15,270     27,560     28,776    -18,052     20,976     24,779:    -2,152     -5,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        6.0       25.5       40.4       53.3       89.5       84.9:      10.5       15.1
Old  :     100.0:      23.7        7.5       23.3       41.9       55.1       88.9       85.9:      11.1       14.1
Other:     100.0:      41.9       18.2       17.0       33.3       44.6       92.2       79.8:       7.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       777:       192        163        233        253        382        563        674:
Old  :       766:       203        148        206        237        372        528        647:
Other:       512:        69        105         60        105        298        204        435:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       11.9       19.7       19.2        8.4        7.6       15.1       12.3
Old  :                 12.4       10.9       21.3       18.4       10.6        8.4       18.2       13.3
Other:                 30.2       22.6       46.7       29.7       29.9       19.1       43.3       25.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :    11,507:     3,373      1,136        462      5,264      8,890      9,099     10,488:     2,408      1,019
Old  :    11,313:     3,373      1,133        461      5,096      8,732      8,930     10,326:     2,383        987
Other:       194:         0          3          1        168        158        169        162:        25         32
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     1,315:     1,371        297        246       -392        701      1,226      1,245:        89         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        9.9        4.0       45.7       77.3       79.1       91.1:      20.9        8.9
Old  :     100.0:      29.8       10.0        4.1       45.0       77.2       78.9       91.3:      21.1        8.7
Other:     100.0:       0.0        1.6        0.5       86.6       81.4       87.1       83.5:      12.9       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        20         10          8         18         13         44         25:
Old  :        51:        20         10          8         18         13         44         25:
Other:        13:         0          2          1          6          6          7          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       56.4       46.2       76.4       32.0       54.8       45.9       73.0
Old  :                 32.1       56.9       46.0       76.3       31.9       55.4       45.7       73.3
Other:                 81.4       79.4       87.1       83.5       80.4       79.4       85.6       82.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   858,490:   181,702     43,361    306,349    298,117    433,029    786,168    782,739:    72,321     75,751
Old  :   772,915:   165,565     40,444    271,256    269,920    399,111    706,741    710,812:    66,173     62,103
Other:    85,575:    35,602     22,382     15,628     28,197     33,918     79,427     71,928:     6,148     13,647
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     9,198:     9,447     -6,474      8,790     -9,755      8,749      8,482     11,065:       716     -1,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        5.1       35.7       34.7       50.4       91.6       91.2:       8.4        8.8
Old  :     100.0:      21.4        5.2       35.1       34.9       51.6       91.4       92.0:       8.6        8.0
Other:     100.0:      41.6       26.2       18.3       33.0       39.6       92.8       84.1:       7.2       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       500:       195        121        229        135        165        428        431:
Old  :       493:       204        109        215        132        161        416        415:
Other:       240:        52         71         50         45         98        128        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       12.9       22.5       21.5       10.2       11.0       16.3       17.0
Old  :                 15.8       13.4       23.2       22.2       12.0       11.5       18.6       18.2
Other:                 36.7       22.4       51.3       33.5       36.7       21.7       49.8       29.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   360,381:    57,577     88,805     85,463    182,559    147,515    325,598    321,783:    34,782     38,598
Old  :   336,894:    59,519     91,610     75,045    172,157    132,932    306,721    299,586:    30,173     37,308
Other:    23,487:     3,954      3,092      4,521     10,402     14,583     18,878     22,196:     4,609      1,291
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :      -928:     3,448    -10,361      5,487    -10,242      5,013     -1,307        139:       379     -1,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       24.6       23.7       50.7       40.9       90.3       89.3:       9.7       10.7
Old  :     100.0:      17.7       27.2       22.3       51.1       39.5       91.0       88.9:       9.0       11.1
Other:     100.0:      16.8       13.2       19.3       44.3       62.1       80.4       94.5:      19.6        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        59         97         99         78         72        208        225:
Old  :       276:        60        105         93         78         72        203        222:
Other:        75:        25          7         16         29         21         62         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       18.0       23.9       27.2       11.1       10.9       19.5       18.2
Old  :                 14.5       17.8       24.6       26.8       12.2       11.2       21.0       18.6
Other:                 32.1       46.5       47.2       64.3       24.0       38.7       33.9       54.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   692,898:    82,734     53,944     54,988    390,193    424,571    527,915    533,504:   164,983    159,395
Old  :   692,898:    82,734     53,944     54,988    390,193    424,571    527,915    533,504:   164,983    159,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -40,001:   -15,918     12,281       -640    -30,733    -49,327    -47,291    -37,686:     7,290     -2,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.8        7.9       56.3       61.3       76.2       77.0:      23.8       23.0
Old  :     100.0:      11.9        7.8        7.9       56.3       61.3       76.2       77.0:      23.8       23.0
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  :       163:        34         29         38         78         80        132        127:
Old  :       163:        34         29         38         78         80        132        127:
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  :                 20.1       15.9       27.4       25.9       17.5       13.7       23.8       22.8
Old  :                 20.1       15.9       27.4       25.9       17.5       13.7       23.8       22.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   370,814:    26,437     50,718      2,643    273,986    259,391    303,066    312,752:    67,748     58,062
Old  :   370,814:    26,437     50,718      2,643    273,986    259,391    303,066    312,752:    67,748     58,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -10,111:     2,469     -2,525     -1,445     -8,487     -9,788     -7,463    -13,758:    -2,648      3,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       13.7        0.7       73.9       70.0       81.7       84.3:      18.3       15.7
Old  :     100.0:       7.1       13.7        0.7       73.9       70.0       81.7       84.3:      18.3       15.7
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  :        63:         9          6          4         29         35         41         42:
Old  :        63:         9          6          4         29         35         41         42:
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  :                 32.7       41.3       48.1       53.0       30.9       37.8       41.7       48.6
Old  :                 32.7       41.3       48.1       53.0       30.9       37.8       41.7       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :     9,738:     1,227        840      1,728      6,102      6,802      9,057      9,370:       681        368
Old  :     9,738:     1,227        840      1,728      6,102      6,802      9,057      9,370:       681        368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    -1,040:      -266        661     -1,141        280       -787     -1,127     -1,267:        87        227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        8.6       17.7       62.7       69.9       93.0       96.2:       7.0        3.8
Old  :     100.0:      12.6        8.6       17.7       62.7       69.9       93.0       96.2:       7.0        3.8
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  :        36:         6          4          7         18         19         30         27:
Old  :        36:         6          4          7         18         19         30         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  :                 47.4       44.1       67.3       71.0       21.9       25.2       31.4       32.6
Old  :                 47.4       44.1       67.3       71.0       21.9       25.2       31.4       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   270,198:    64,858     21,713     54,365    102,621    169,086    221,844    245,165:    48,354     25,034
Old  :   248,583:    60,646     22,908     48,871     93,629    153,445    203,147    225,224:    45,436     23,359
Other:    21,616:     6,714      1,308      2,991      8,992     15,641     18,698     19,941:     2,918      1,675
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     9,624:     6,217     -2,542       -863      1,809     14,428      7,163     11,024:     2,461     -1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        8.0       20.1       38.0       62.6       82.1       90.7:      17.9        9.3
Old  :     100.0:      24.4        9.2       19.7       37.7       61.7       81.7       90.6:      18.3        9.4
Other:     100.0:      31.1        6.1       13.8       41.6       72.4       86.5       92.3:      13.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        71         33         57         77         74        173        145:
Old  :       200:        69         36         56         77         73        172        143:
Other:        55:        10          9         12         30         17         45         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       34.2       19.7       46.2        7.3       26.1       12.7       32.6
Old  :                 11.3       33.9       19.2       45.2        7.2       26.2       12.6       32.2
Other:                 40.6       50.9       60.4       67.2       34.2       47.9       49.1       59.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :    15,595:     3,555      4,470        939      7,893      8,375     12,387     13,784:     3,208      1,810
Old  :    15,561:     3,558      4,470        936      7,893      8,345     12,387     13,751:     3,174      1,809
Other:        34:         0          3          0          0         30          0         33:        34          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :       295:       429       -452        222       -192        607        459        377:      -164        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       28.7        6.0       50.6       53.7       79.4       88.4:      20.6       11.6
Old  :     100.0:      22.9       28.7        6.0       50.7       53.6       79.6       88.4:      20.4       11.6
Other:     100.0:       0.0        8.8        0.0        0.0       88.2        0.0       97.1:     100.0        2.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        23         16          7         27         17         54         38:
Old  :        73:        23         16          7         27         17         54         38:
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  :                 32.4       44.7       45.2       58.7       32.2       44.0       45.0       58.0
Old  :                 32.4       44.7       45.3       58.7       32.2       44.0       45.1       58.0
Other:                  0.0       97.1        0.0       97.1        0.0       97.1        0.0       97.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  : 1,076,241:   269,254    227,081     87,325    582,723    676,138    939,303    990,544:   136,938     85,697
Old  : 1,076,241:   269,254    227,081     87,325    582,723    676,138    939,303    990,544:   136,938     85,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    -4,662:     3,329    -42,200      5,256    -11,093     31,246     -2,507     -5,698:    -2,154      1,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       21.1        8.1       54.1       62.8       87.3       92.0:      12.7        8.0
Old  :     100.0:      25.0       21.1        8.1       54.1       62.8       87.3       92.0:      12.7        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  :       226:        47         41         32        100         96        163        153:
Old  :       226:        47         41         32        100         96        163        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       33.9       24.0       44.9       13.7       33.0       22.4       42.5
Old  :                 15.1       33.9       24.0       44.9       13.7       33.0       22.4       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,064,594:   355,091    194,158    227,765  1,150,170  1,309,690  1,733,025  1,731,612:   331,569    332,981
Old  : 2,064,594:   355,091    194,158    227,765  1,150,170  1,309,690  1,733,025  1,731,612:   331,569    332,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   103,266:   -24,464     28,625     34,243     77,436     84,004     87,215    146,872:    16,051    -43,606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        9.4       11.0       55.7       63.4       83.9       83.9:      16.1       16.1
Old  :     100.0:      17.2        9.4       11.0       55.7       63.4       83.9       83.9:      16.1       16.1
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  :       271:        50         54         65        131        144        216        228:
Old  :       271:        50         54         65        131        144        216        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       20.9       26.8       27.2       16.4       16.8       24.9       23.1
Old  :                 17.1       20.9       26.8       27.2       16.4       16.8       24.9       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  : 1,639,798:   282,218    158,757    142,331    963,276  1,097,098  1,387,825  1,398,186:   251,973    241,613
Old  : 1,639,798:   282,218    158,757    142,331    963,276  1,097,098  1,387,825  1,398,186:   251,973    241,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :   -30,091:   -16,793    -14,698      4,611        128    -14,603    -12,055    -24,690:   -18,037     -5,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        9.7        8.7       58.7       66.9       84.6       85.3:      15.4       14.7
Old  :     100.0:      17.2        9.7        8.7       58.7       66.9       84.6       85.3:      15.4       14.7
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  :       209:        39         38         35         91        105        150        158:
Old  :       209:        39         38         35         91        105        150        158:
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  :                 19.6       18.3       30.4       29.9       18.5       16.7       28.2       26.3
Old  :                 19.6       18.3       30.4       29.9       18.5       16.7       28.2       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :   354,036:    17,801     45,907     59,529    253,689    212,123    331,019    317,559:    23,016     36,476
Old  :   354,036:    17,801     45,907     59,529    253,689    212,123    331,019    317,559:    23,016     36,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :    13,242:     4,908     -1,449       -222      8,413     12,946     13,100     11,276:       143      1,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       13.0       16.8       71.7       59.9       93.5       89.7:       6.5       10.3
Old  :     100.0:       5.0       13.0       16.8       71.7       59.9       93.5       89.7:       6.5       10.3
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  :        72:         8         19         22         36         39         59         67:
Old  :        72:         8         19         22         36         39         59         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  :                 42.2       30.2       53.1       46.0       34.3       26.8       39.6       32.4
Old  :                 42.2       30.2       53.1       46.0       34.3       26.8       39.6       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    52,471:    12,941      7,095      1,035     30,469     37,744     44,445     45,874:     8,026      6,597
Old  :    52,471:    12,941      7,095      1,035     30,469     37,744     44,445     45,874:     8,026      6,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     3,405:     2,406        792       -917      2,787      1,827      4,277      1,703:      -872      1,702
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       13.5        2.0       58.1       71.9       84.7       87.4:      15.3       12.6
Old  :     100.0:      24.7       13.5        2.0       58.1       71.9       84.7       87.4:      15.3       12.6
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  :        99:        28         17          8         37         30         70         50:
Old  :        99:        28         17          8         37         30         70         50:
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  :                 22.1       32.0       35.9       52.3       21.5       30.3       35.3       50.7
Old  :                 22.1       32.0       35.9       52.3       21.5       30.3       35.3       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   104,943:    25,882     14,189      2,071     60,937     75,488     88,890     91,748:    16,053     13,195
Old  :   104,943:    25,882     14,189      2,071     60,937     75,488     88,890     91,748:    16,053     13,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :     6,810:     4,813      1,584     -1,833      5,575      3,654      8,554      3,405:    -1,744      3,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       13.5        2.0       58.1       71.9       84.7       87.4:      15.3       12.6
Old  :     100.0:      24.7       13.5        2.0       58.1       71.9       84.7       87.4:      15.3       12.6
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  :        99:        28         17          8         37         30         70         50:
Old  :        99:        28         17          8         37         30         70         50:
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  :                 22.1       32.0       35.9       52.3       21.5       30.3       35.3       50.7
Old  :                 22.1       32.0       35.9       52.3       21.5       30.3       35.3       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :     9,530:     7,394      7,249        981      1,024      1,295      9,399      9,525:       131          5
Old  :     9,530:     7,394      7,249        981      1,024      1,295      9,399      9,525:       131          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :       234:       231        224          2          0         12        233        238:         1         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6       76.1       10.3       10.7       13.6       98.6       99.9:       1.4        0.1
Old  :     100.0:      77.6       76.1       10.3       10.7       13.6       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  :        20:        10          7          3          1          2         13         10:
Old  :        20:        10          7          3          1          2         13         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       71.0       92.2       96.0       67.9       71.0       85.6       88.0
Old  :                 67.9       71.0       92.2       96.0       67.9       71.0       85.6       88.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :    13,353:     2,403      4,899        311     10,403      8,047     13,117     13,257:       236         96
Old  :    13,353:     2,403      4,899        311     10,403      8,047     13,117     13,257:       236         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :       264:     1,187        404        -38       -919       -125        230        241:        34         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       36.7        2.3       77.9       60.3       98.2       99.3:       1.8        0.7
Old  :     100.0:      18.0       36.7        2.3       77.9       60.3       98.2       99.3:       1.8        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  :        31:         6          8          2          5         12         12         21:
Old  :        31:         6          8          2          5         12         12         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.9       67.7       96.6       86.4       87.6       67.7       94.3       86.2
Old  :                 89.9       67.7       96.6       86.4       87.6       67.7       94.3       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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  :    12,695:       896      1,377        593     11,022     10,654     12,511     12,624:       184         71
Old  :    12,695:       896      1,377        593     11,022     10,654     12,511     12,624:       184         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 4, 2012                     :
     :      -598:        87       -137        472     -1,092       -944       -533       -609:       -65         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       10.8        4.7       86.8       83.9       98.6       99.4:       1.4        0.6
Old  :     100.0:       7.1       10.8        4.7       86.8       83.9       98.6       99.4:       1.4        0.6
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  :        26:         6          4          1          3         14         10         18:
Old  :        26:         6          4          1          3         14         10         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  :                 94.9       63.1       98.0       86.1       92.0       58.5       93.6       81.5
Old  :                 94.9       63.1       98.0       86.1       92.0       58.5       93.6       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 14, 2012