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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :   528,529:   106,703    116,923    133,828    250,411    221,977    490,942    472,727:    37,587     55,802
Old  :   368,410:    75,309    112,518     72,557    192,844    148,530    340,710    333,605:    27,700     34,805
Other:   160,119:    51,569     24,579     41,096     57,567     73,448    150,232    139,122:     9,887     20,997
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    11,689:    -4,505     13,663        541     19,608     -1,913     15,644     12,291:    -3,955       -602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       22.1       25.3       47.4       42.0       92.9       89.4:       7.1       10.6
Old  :     100.0:      20.4       30.5       19.7       52.3       40.3       92.5       90.6:       7.5        9.4
Other:     100.0:      32.2       15.4       25.7       36.0       45.9       93.8       86.9:       6.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       123        137        144        102        114        304        322:
Old  :       375:       104        141        111         90        101        262        287:
Other:       247:        73         54         63         65        102        168        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       16.9       27.1       24.3       14.8       12.8       25.3       18.5
Old  :                 19.0       22.9       33.0       31.6       18.7       21.3       32.4       29.6
Other:                 21.9       14.9       34.9       24.6       20.4       13.3       29.5       19.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  : 1,533,350:   333,679    113,537    406,092    626,223    778,194  1,365,994  1,297,823:   167,356    235,527
Old  : 1,261,255:   272,469    111,530    307,637    534,652    660,710  1,114,758  1,079,878:   146,497    181,377
Other:   272,095:   111,374     52,171     48,291     91,570    117,484    251,236    217,946:    20,859     54,149
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -16,890:   -30,843     20,157     10,221       -785    -48,560    -21,406    -18,182:     4,516      1,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        7.4       26.5       40.8       50.8       89.1       84.6:      10.9       15.4
Old  :     100.0:      21.6        8.8       24.4       42.4       52.4       88.4       85.6:      11.6       14.4
Other:     100.0:      40.9       19.2       17.7       33.7       43.2       92.3       80.1:       7.7       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       178        167        221        249        369        540        652:
Old  :       738:       189        149        195        236        359        511        621:
Other:       511:        67        111         66        113        290        213        436:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       12.0       19.4       19.2        8.5        7.0       15.2       10.7
Old  :                 11.8       11.3       21.0       18.7        9.6        8.0       17.4       12.7
Other:                 30.0       21.8       46.5       29.3       29.7       18.4       43.1       24.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :    11,703:     3,425      1,293        512      5,494      8,901      9,431     10,706:     2,272        998
Old  :    11,499:     3,425      1,290        511      5,316      8,728      9,252     10,529:     2,247        971
Other:       204:         0          3          1        178        173        179        177:        25         27
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :       196:        52        157         50        230         11        332        218:      -136        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       11.0        4.4       46.9       76.1       80.6       91.5:      19.4        8.5
Old  :     100.0:      29.8       11.2        4.4       46.2       75.9       80.5       91.6:      19.5        8.4
Other:     100.0:       0.0        1.5        0.5       87.2       84.8       87.7       86.8:      12.3       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        21         11          9         17         13         44         27:
Old  :        53:        21         11          9         17         13         44         27:
Other:        14:         1          2          1          7          7          9          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       54.7       47.0       74.7       32.5       52.8       46.6       70.7
Old  :                 32.4       55.3       46.7       74.6       32.2       53.3       46.5       70.9
Other:                 81.9       80.4       87.7       86.8       80.9       78.9       84.3       83.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :   875,152:   190,256     47,166    305,852    303,302    444,926    799,409    797,944:    75,743     77,208
Old  :   784,574:   173,747     43,645    268,473    273,432    410,110    715,652    722,228:    68,923     62,346
Other:    90,578:    37,416     24,427     16,472     29,870     34,816     83,758     75,716:     6,820     14,862
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    16,662:     8,554      3,805       -497      5,185     11,897     13,241     15,204:     3,421      1,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        5.4       34.9       34.7       50.8       91.3       91.2:       8.7        8.8
Old  :     100.0:      22.1        5.6       34.2       34.9       52.3       91.2       92.1:       8.8        7.9
Other:     100.0:      41.3       27.0       18.2       33.0       38.4       92.5       83.6:       7.5       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       501:       194        124        231        141        159        436        429:
Old  :       494:       199        117        218        138        150        421        412:
Other:       241:        53         75         48         48         96        132        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       13.9       21.7       22.6       10.2       11.7       16.2       18.0
Old  :                 15.4       14.9       22.7       23.7       11.7       12.8       18.3       19.2
Other:                 34.8       21.1       49.1       33.6       34.8       20.5       47.3       29.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :   368,699:    60,439     93,546     89,642    185,512    149,546    335,593    332,734:    33,105     35,965
Old  :   343,441:    61,785     96,155     79,328    174,211    133,208    315,324    308,691:    28,117     34,750
Other:    25,257:     4,479      3,216      4,489     11,301     16,338     20,269     24,043:     4,989      1,215
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :     8,318:     2,863      4,741      4,179      2,953      2,031      9,995     10,951:    -1,677     -2,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       25.4       24.3       50.3       40.6       91.0       90.2:       9.0        9.8
Old  :     100.0:      18.0       28.0       23.1       50.7       38.8       91.8       89.9:       8.2       10.1
Other:     100.0:      17.7       12.7       17.8       44.7       64.7       80.2       95.2:      19.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        61        100        103         76         71        206        230:
Old  :       276:        60        107        100         76         71        203        228:
Other:        84:        25          9         19         33         22         68         45:
     :----------------------------------------------------------------------------------------------------
     :             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       19.0       23.6       27.2       10.8       12.8       18.8       19.3
Old  :                 14.5       19.3       24.1       26.8       12.2       13.0       20.4       20.1
Other:                 27.7       46.4       42.6       65.7       21.9       38.1       31.5       54.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :   692,618:    70,687     68,460     68,343    396,713    391,031    535,743    527,834:   156,876    164,785
Old  :   692,618:    70,687     68,460     68,343    396,713    391,031    535,743    527,834:   156,876    164,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :      -280:   -12,047     14,516     13,355      6,520    -33,541      7,828     -5,670:    -8,108      5,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        9.9        9.9       57.3       56.5       77.4       76.2:      22.6       23.8
Old  :     100.0:      10.2        9.9        9.9       57.3       56.5       77.4       76.2:      22.6       23.8
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  :       175:        32         40         46         81         84        144        139:
Old  :       175:        32         40         46         81         84        144        139:
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       13.3       27.1       22.9       17.5       11.6       23.9       19.4
Old  :                 20.1       13.3       27.1       22.9       17.5       11.6       23.9       19.4
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 with Delta-adjusted Options and Futures Combined, December 18, 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  :   366,573:    21,827     50,479      3,034    276,737    252,627    301,598    306,140:    64,975     60,433
Old  :   366,573:    21,827     50,479      3,034    276,737    252,627    301,598    306,140:    64,975     60,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -4,241:    -4,610       -239        391      2,751     -6,764     -1,468     -6,612:    -2,773      2,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       13.8        0.8       75.5       68.9       82.3       83.5:      17.7       16.5
Old  :     100.0:       6.0       13.8        0.8       75.5       68.9       82.3       83.5:      17.7       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         8          6          5         30         37         42         44:
Old  :        63:         8          6          5         30         37         42         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       41.0       50.8       52.5       32.9       39.1       44.5       49.7
Old  :                 35.0       41.0       50.8       52.5       32.9       39.1       44.5       49.7
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 with Delta-adjusted Options and Futures Combined, December 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     8,780:       710        558      1,190      5,981      6,555      7,881      8,303:       899        477
Old  :     8,780:       710        558      1,190      5,981      6,555      7,881      8,303:       899        477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :      -958:      -517       -282       -538       -121       -247     -1,176     -1,067:       218        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        6.4       13.6       68.1       74.7       89.8       94.6:      10.2        5.4
Old  :     100.0:       8.1        6.4       13.6       68.1       74.7       89.8       94.6:      10.2        5.4
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  :        36:         4          4          6         19         20         29         27:
Old  :        36:         4          4          6         19         20         29         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  :                 43.0       43.7       61.9       68.8       20.2       26.0       30.3       36.2
Old  :                 43.0       43.7       61.9       68.8       20.2       26.0       30.3       36.2
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 with Delta-adjusted Options and Futures Combined, December 18, 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  :   285,846:    69,637     19,821     62,045    105,796    180,562    237,477    262,428:    48,368     23,417
Old  :   260,655:    65,995     20,963     55,018     94,568    162,880    215,581    238,861:    45,075     21,794
Other:    25,190:     7,023      2,239      3,646     11,228     17,682     21,897     23,567:     3,293      1,623
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    15,647:     4,779     -1,892      7,680      3,175     11,476     15,633     17,264:        14     -1,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        6.9       21.7       37.0       63.2       83.1       91.8:      16.9        8.2
Old  :     100.0:      25.3        8.0       21.1       36.3       62.5       82.7       91.6:      17.3        8.4
Other:     100.0:      27.9        8.9       14.5       44.6       70.2       86.9       93.6:      13.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        72         35         55         73         76        175        145:
Old  :       203:        76         32         54         72         76        173        143:
Other:        64:         9         15         15         34         15         52         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       35.4       20.0       47.7        6.9       26.9       12.2       32.7
Old  :                 11.9       34.8       19.2       46.4        6.8       26.6       12.3       31.7
Other:                 40.4       51.1       59.9       66.0       30.1       45.4       47.9       57.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :    15,751:     3,413      4,105        950      8,391      8,588     12,754     13,643:     2,997      2,108
Old  :    15,708:     3,414      4,099        948      8,391      8,553     12,754     13,600:     2,954      2,108
Other:        43:         0          8          0          0         35          0         43:        43          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :       156:      -142       -365         10        498        213        367       -141:      -211        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       26.1        6.0       53.3       54.5       81.0       86.6:      19.0       13.4
Old  :     100.0:      21.7       26.1        6.0       53.4       54.5       81.2       86.6:      18.8       13.4
Other:     100.0:       0.0       18.6        0.0        0.0       81.4        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        21         15          7         29         18         54         37:
Old  :        70:        22         14          7         29         18         54         37:
Other:         5:         0          2          0          0          3          0          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       43.9       45.1       57.7       32.7       43.0       44.8       56.9
Old  :                 32.9       43.8       45.2       57.7       32.8       43.0       44.9       56.9
Other:                  0.0       95.3        0.0      100.0        0.0       95.3        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  : 1,135,207:   356,243    204,157     76,714    571,075    774,711  1,004,032  1,055,582:   131,175     79,625
Old  : 1,135,207:   356,243    204,157     76,714    571,075    774,711  1,004,032  1,055,582:   131,175     79,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    58,966:    86,989    -22,924    -10,611    -11,649     98,572     64,730     65,038:    -5,764     -6,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       18.0        6.8       50.3       68.2       88.4       93.0:      11.6        7.0
Old  :     100.0:      31.4       18.0        6.8       50.3       68.2       88.4       93.0:      11.6        7.0
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:        46         41         29        103         97        164        152:
Old  :       226:        46         41         29        103         97        164        152:
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  :                 16.1       36.7       25.5       47.9       15.2       35.8       24.7       45.5
Old  :                 16.1       36.7       25.5       47.9       15.2       35.8       24.7       45.5
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 18, 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  : 2,191,607:   332,151    253,127    266,879  1,276,281  1,316,598  1,875,311  1,836,604:   316,297    355,003
Old  : 2,191,607:   332,151    253,127    266,879  1,276,281  1,316,598  1,875,311  1,836,604:   316,297    355,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   127,013:   -22,940     58,969     39,114    126,112      6,909    142,285    104,992:   -15,272     22,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       11.5       12.2       58.2       60.1       85.6       83.8:      14.4       16.2
Old  :     100.0:      15.2       11.5       12.2       58.2       60.1       85.6       83.8:      14.4       16.2
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  :       273:        44         62         69        133        145        216        237:
Old  :       273:        44         62         69        133        145        216        237:
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  :                 16.9       19.6       26.8       25.9       15.7       14.4       24.5       20.3
Old  :                 16.9       19.6       26.8       25.9       15.7       14.4       24.5       20.3
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 18, 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  : 1,585,713:   244,507    171,576     99,973  1,001,198  1,055,844  1,345,677  1,327,393:   240,036    258,320
Old  : 1,585,713:   244,507    171,576     99,973  1,001,198  1,055,844  1,345,677  1,327,393:   240,036    258,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :   -54,085:   -37,712     12,819    -42,358     37,922    -41,254    -42,148    -70,793:   -11,937     16,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.8        6.3       63.1       66.6       84.9       83.7:      15.1       16.3
Old  :     100.0:      15.4       10.8        6.3       63.1       66.6       84.9       83.7:      15.1       16.3
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  :       194:        35         33         33         88        102        138        153:
Old  :       194:        35         33         33         88        102        138        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  :                 19.5       18.2       30.6       29.0       19.1       16.2       30.1       24.8
Old  :                 19.5       18.2       30.6       29.0       19.1       16.2       30.1       24.8
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 18, 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  :   443,138:    67,344     52,073     66,320    289,254    295,176    422,919    413,569:    20,219     29,570
Old  :   443,138:    67,344     52,073     66,320    289,254    295,176    422,919    413,569:    20,219     29,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    89,103:    49,543      6,165      6,791     35,565     83,053     91,900     96,009:    -2,797     -6,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       11.8       15.0       65.3       66.6       95.4       93.3:       4.6        6.7
Old  :     100.0:      15.2       11.8       15.0       65.3       66.6       95.4       93.3:       4.6        6.7
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  :        84:        20         15         28         41         42         71         76:
Old  :        84:        20         15         28         41         42         71         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       39.6       46.1       54.1       29.7       37.9       37.1       43.6
Old  :                 34.8       39.6       46.1       54.1       29.7       37.9       37.1       43.6
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 18, 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  :    79,946:    15,664      1,970      6,875     47,400     64,264     69,938     73,108:    10,008      6,838
Old  :    79,946:    15,664      1,970      6,875     47,400     64,264     69,938     73,108:    10,008      6,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    27,474:     2,722     -5,125      5,839     16,931     26,520     25,493     27,234:     1,982        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.5        8.6       59.3       80.4       87.5       91.4:      12.5        8.6
Old  :     100.0:      19.6        2.5        8.6       59.3       80.4       87.5       91.4:      12.5        8.6
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  :        97:        33          9         14         45         34         84         53:
Old  :        97:        33          9         14         45         34         84         53:
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  :                 18.2       33.5       29.8       52.1       15.6       28.5       25.4       43.2
Old  :                 18.2       33.5       29.8       52.1       15.6       28.5       25.4       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :    16,356:     7,207         79        338      7,696     14,745     15,241     15,162:     1,116      1,195
Old  :    16,356:     7,207         79        338      7,696     14,745     15,241     15,162:     1,116      1,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        0.5        2.1       47.1       90.1       93.2       92.7:       6.8        7.3
Old  :     100.0:      44.1        0.5        2.1       47.1       90.1       93.2       92.7:       6.8        7.3
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  :        23:         7          1          5          7         11         15         16:
Old  :        23:         7          1          5          7         11         15         16:
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  :                 51.5       56.9       79.4       82.7       51.4       54.8       74.2       74.9
Old  :                 51.5       56.9       79.4       82.7       51.4       54.8       74.2       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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  :   127,179:    26,352     13,220      3,636     79,407     99,037    109,394    115,893:    17,785     11,286
Old  :   127,179:    26,352     13,220      3,636     79,407     99,037    109,394    115,893:    17,785     11,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    22,236:       469       -969      1,565     18,470     23,549     20,504     24,145:     1,732     -1,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.4        2.9       62.4       77.9       86.0       91.1:      14.0        8.9
Old  :     100.0:      20.7       10.4        2.9       62.4       77.9       86.0       91.1:      14.0        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        30         12         14         42         32         79         51:
Old  :        94:        30         12         14         42         32         79         51:
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  :                 19.3       29.6       31.9       50.2       18.9       26.7       31.5       44.5
Old  :                 19.3       29.6       31.9       50.2       18.9       26.7       31.5       44.5
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 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,770:       812      4,774          0      7,823      3,944      8,635      8,718:       135         52
Old  :     8,770:       812      4,774          0      7,823      3,944      8,635      8,718:       135         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -4,583:    -1,591       -125       -311     -2,580     -4,103     -4,482     -4,539:      -101        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       54.4        0.0       89.2       45.0       98.5       99.4:       1.5        0.6
Old  :     100.0:       9.3       54.4        0.0       89.2       45.0       98.5       99.4:       1.5        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  :        27:         7          7          0          3         10         10         17:
Old  :        27:         7          7          0          3         10         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.4       74.5       97.7       89.7       95.4       74.5       97.7       89.7
Old  :                 95.4       74.5       97.7       89.7       95.4       74.5       97.7       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,209:     1,026      1,306          0      6,999      6,874      8,025      8,180:       184         29
Old  :     8,209:     1,026      1,306          0      6,999      6,874      8,025      8,180:       184         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 11, 2012                    :
     :    -4,486:       130        -71       -593     -4,023     -3,780     -4,486     -4,444:         0        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       15.9        0.0       85.3       83.7       97.8       99.6:       2.2        0.4
Old  :     100.0:      12.5       15.9        0.0       85.3       83.7       97.8       99.6:       2.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          0          4         12          9         16:
Old  :        24:         5          4          0          4         12          9         16:
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  :                 94.3       63.1       97.4       87.0       94.3       63.1       97.3       87.0
Old  :                 94.3       63.1       97.4       87.0       94.3       63.1       97.3       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 21, 2012