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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :   606,751:   140,715     96,311    178,273    247,035    279,391    566,024    553,975:    40,727     52,776
Old  :   487,085:   116,888     96,306    126,259    211,351    228,649    454,498    451,214:    32,587     35,871
Other:   119,666:    42,967     19,145     32,874     35,684     50,742    111,526    102,761:     8,140     16,905
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     1,407:     7,866       -420       -872     -4,578      5,154      2,416      3,862:    -1,009     -2,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       15.9       29.4       40.7       46.0       93.3       91.3:       6.7        8.7
Old  :     100.0:      24.0       19.8       25.9       43.4       46.9       93.3       92.6:       6.7        7.4
Other:     100.0:      35.9       16.0       27.5       29.8       42.4       93.2       85.9:       6.8       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       160        128        178        107        135        356        365:
Old  :       430:       155        130        159         89        131        324        348:
Other:       243:        65         53         66         63        102        160        200:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       14.0       24.4       21.3       12.5       10.9       20.9       16.1
Old  :                 16.9       15.7       28.1       23.0       15.3       14.0       24.5       20.3
Other:                 29.9       20.6       43.6       31.8       22.1       10.3       32.5       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  : 1,935,194:   396,666     60,569    672,006    684,379    927,371  1,753,052  1,659,946:   182,142    275,248
Old  : 1,780,539:   357,877     77,368    624,748    629,850    837,247  1,612,475  1,539,363:   168,064    241,176
Other:   154,655:    70,692     15,104     15,355     54,529     90,124    140,577    120,583:    14,078     34,072
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    38,178:    23,994     -3,780     20,467     -8,718     22,788     35,744     39,475:     2,435     -1,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        3.1       34.7       35.4       47.9       90.6       85.8:       9.4       14.2
Old  :     100.0:      20.1        4.3       35.1       35.4       47.0       90.6       86.5:       9.4       13.5
Other:     100.0:      45.7        9.8        9.9       35.3       58.3       90.9       78.0:       9.1       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       859:       265        153        300        288        395        670        748:
Old  :       855:       257        162        291        279        393        655        739:
Other:       461:        73         73         51         88        277        183        382:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       10.4       17.2       17.4        6.8        6.5       11.9        9.7
Old  :                 10.1       10.1       17.6       16.5        7.3        6.7       12.7        9.9
Other:                 35.6       26.4       45.6       32.9       35.5       25.5       44.8       31.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :    13,314:     3,576        308        664      6,563     10,977     10,803     11,949:     2,511      1,365
Old  :    13,261:     3,577        306        661      6,525     10,942     10,763     11,909:     2,498      1,352
Other:        53:         2          5          0         38         35         40         40:        13         13
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       604:       444       -189         56        -31        495        470        363:       134        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        2.3        5.0       49.3       82.4       81.1       89.7:      18.9       10.3
Old  :     100.0:      27.0        2.3        5.0       49.2       82.5       81.2       89.8:      18.8       10.2
Other:     100.0:       3.8        9.5        0.0       71.7       66.0       75.4       75.5:      24.6       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          9         10         15         12         39         24:
Old  :        45:        18          8         10         15         12         39         24:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       65.3       53.3       79.8       28.9       55.7       46.7       69.0
Old  :                 31.6       65.5       53.4       79.8       28.9       55.8       46.8       69.1
Other:                 71.7       75.5       75.4       75.5       62.2       66.1       66.0       66.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  : 1,103,335:   221,868     35,225    423,301    378,096    553,933  1,023,265  1,012,459:    80,070     90,877
Old  : 1,038,635:   205,602     33,141    400,624    357,024    522,927    963,249    956,691:    75,385     81,943
Other:    64,700:    29,861     15,679      9,081     21,073     31,006     60,015     55,767:     4,685      8,933
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -22,927:     5,536      1,341    -11,712    -21,120    -12,374    -27,296    -22,745:     4,369       -183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        3.2       38.4       34.3       50.2       92.7       91.8:       7.3        8.2
Old  :     100.0:      19.8        3.2       38.6       34.4       50.3       92.7       92.1:       7.3        7.9
Other:     100.0:      46.2       24.2       14.0       32.6       47.9       92.8       86.2:       7.2       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       631:       225        178        289        176        196        546        536:
Old  :       627:       237        167        280        173        196        537        530:
Other:       256:        44         79         33         47        111        110        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       14.6       22.1       23.3        7.4        8.6       12.3       12.9
Old  :                 14.7       14.5       22.4       22.9        9.1        9.0       14.3       13.4
Other:                 44.8       34.2       57.9       44.7       44.7       34.1       54.8       43.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :   393,432:    49,222     69,414    110,213    199,760    176,788    359,195    356,415:    34,237     37,018
Old  :   378,409:    51,064     69,816    104,753    191,328    167,664    347,146    342,233:    31,263     36,176
Other:    15,024:     1,212      2,652      2,406      8,432      9,124     12,049     14,182:     2,974        842
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -5,922:    -1,122      2,008     -1,886     -2,055     -4,673     -5,063     -4,551:      -859     -1,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       17.6       28.0       50.8       44.9       91.3       90.6:       8.7        9.4
Old  :     100.0:      13.5       18.4       27.7       50.6       44.3       91.7       90.4:       8.3        9.6
Other:     100.0:       8.1       17.7       16.0       56.1       60.7       80.2       94.4:      19.8        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       304:        62         92        135         90         82        247        260:
Old  :       304:        65         95        134         90         81        247        258:
Other:        57:        11         10         15         24         13         45         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       20.7       22.3       28.5        9.7       12.0       16.7       17.5
Old  :                 13.9       21.0       22.8       28.7        9.9       12.5       17.1       18.3
Other:                 33.5       53.6       48.6       73.9       30.1       53.6       42.5       71.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :   663,906:    34,396     53,189     65,826    414,954    395,203    515,177    514,218:   148,729    149,688
Old  :   663,906:    34,396     53,189     65,826    414,954    395,203    515,177    514,218:   148,729    149,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -32,792:   -26,446      1,164        595     -4,563    -30,170    -30,414    -28,411:    -2,378     -4,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.0        9.9       62.5       59.5       77.6       77.5:      22.4       22.5
Old  :     100.0:       5.2        8.0        9.9       62.5       59.5       77.6       77.5:      22.4       22.5
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  :       167:        28         33         46         87         88        141        141:
Old  :       167:        28         33         46         87         88        141        141:
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  :                 19.1       13.6       26.7       23.1       14.5       12.8       21.6       20.3
Old  :                 19.1       13.6       26.7       23.1       14.5       12.8       21.6       20.3
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, October 23, 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  :   368,362:    37,077     30,643      6,572    255,771    275,256    299,420    312,470:    68,942     55,892
Old  :   368,362:    37,077     30,643      6,572    255,771    275,256    299,420    312,470:    68,942     55,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -3,014:    -1,325     -1,767     -2,205      4,444        968        914     -3,005:    -3,927         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        8.3        1.8       69.4       74.7       81.3       84.8:      18.7       15.2
Old  :     100.0:      10.1        8.3        1.8       69.4       74.7       81.3       84.8:      18.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6          6          5         30         37         39         45:
Old  :        60:         6          6          5         30         37         39         45:
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  :                 35.1       37.2       51.3       49.1       33.0       36.9       44.8       48.3
Old  :                 35.1       37.2       51.3       49.1       33.0       36.9       44.8       48.3
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, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,187:     3,553        500      1,804      4,316      7,649      9,673      9,953:       514        234
Old  :    10,187:     3,553        500      1,804      4,316      7,649      9,673      9,953:       514        234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       -94:       254        218         89       -408       -378        -65        -71:       -29        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        4.9       17.7       42.4       75.1       95.0       97.7:       5.0        2.3
Old  :     100.0:      34.9        4.9       17.7       42.4       75.1       95.0       97.7:       5.0        2.3
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  :        37:         8          5          6         21         21         34         28:
Old  :        37:         8          5          6         21         21         34         28:
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  :                 60.4       42.1       74.4       71.0       34.1       27.4       39.6       38.6
Old  :                 60.4       42.1       74.4       71.0       34.1       27.4       39.6       38.6
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, October 23, 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  :   281,131:    64,759     14,693     72,429     98,090    171,298    235,278    258,420:    45,853     22,712
Old  :   266,715:    60,464     15,091     68,393     93,455    161,631    222,312    245,115:    44,403     21,600
Other:    14,417:     5,510        817      2,821      4,635      9,667     12,966     13,305:     1,450      1,111
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     3,742:       787      3,122     -1,823      2,293      2,740      1,257      4,040:     2,485       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        5.2       25.8       34.9       60.9       83.7       91.9:      16.3        8.1
Old  :     100.0:      22.7        5.7       25.6       35.0       60.6       83.4       91.9:      16.6        8.1
Other:     100.0:      38.2        5.7       19.6       32.2       67.1       89.9       92.3:      10.1        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        66         29         49         89         81        180        143:
Old  :       203:        65         33         48         89         81        179        142:
Other:        54:        15          7         11         29         11         47         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       30.8       20.2       43.5        6.3       23.8       11.1       30.7
Old  :                 12.8       29.5       20.5       42.7        6.6       22.9       11.5       30.2
Other:                 47.2       55.3       63.2       72.4       38.4       47.2       46.6       59.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :    15,709:     2,676      5,334        922      8,718      7,666     12,316     13,922:     3,393      1,787
Old  :    15,693:     2,676      5,334        922      8,718      7,652     12,316     13,908:     3,377      1,785
Other:        16:         0          0          0          0         14          0         14:        16          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :      -472:      -133        -90       -383         -9         53       -526       -420:        53        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       34.0        5.9       55.5       48.8       78.4       88.6:      21.6       11.4
Old  :     100.0:      17.0       34.0        5.9       55.6       48.8       78.5       88.6:      21.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0       87.5        0.0       87.5:     100.0       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        21         17         10         28         13         51         39:
Old  :        69:        21         17         10         28         12         51         38:
Other:         3:         0          0          0          0          3          0          3:
     :----------------------------------------------------------------------------------------------------
     :             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       43.3       46.4       57.3       32.7       41.8       45.6       55.3
Old  :                 32.8       43.3       46.5       57.3       32.7       41.8       45.6       55.3
Other:                  0.0       87.5        0.0       87.5        0.0       87.5        0.0       87.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  : 1,083,495:   208,349    253,182     89,891    632,957    611,903    931,197    954,976:   152,299    128,519
Old  : 1,083,495:   208,349    253,182     89,891    632,957    611,903    931,197    954,976:   152,299    128,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    36,104:   -47,736      6,732      8,232     60,795    -27,009     21,291    -12,045:    14,813     48,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       23.4        8.3       58.4       56.5       85.9       88.1:      14.1       11.9
Old  :     100.0:      19.2       23.4        8.3       58.4       56.5       85.9       88.1:      14.1       11.9
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  :       225:        45         43         29        106         93        162        154:
Old  :       225:        45         43         29        106         93        162        154:
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  :                 15.5       26.6       25.3       33.9       14.4       25.1       23.2       32.2
Old  :                 15.5       26.6       25.3       33.9       14.4       25.1       23.2       32.2
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, October 23, 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  : 2,098,222:   261,870    190,734    202,182  1,332,475  1,385,491  1,796,527  1,778,407:   301,695    319,815
Old  : 2,098,222:   261,870    190,734    202,182  1,332,475  1,385,491  1,796,527  1,778,407:   301,695    319,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    34,210:   -62,276     14,774      1,176    102,907     16,962     41,807     32,913:    -7,597      1,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        9.1        9.6       63.5       66.0       85.6       84.8:      14.4       15.2
Old  :     100.0:      12.5        9.1        9.6       63.5       66.0       85.6       84.8:      14.4       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        42         65         77        144        150        234        244:
Old  :       283:        42         65         77        144        150        234        244:
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  :                 17.7       23.9       26.8       30.2       17.3       19.4       25.1       25.1
Old  :                 17.7       23.9       26.8       30.2       17.3       19.4       25.1       25.1
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, October 23, 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  : 1,574,311:   231,264    145,541    139,647    971,318  1,021,634  1,342,229  1,306,822:   232,082    267,489
Old  : 1,574,311:   231,264    145,541    139,647    971,318  1,021,634  1,342,229  1,306,822:   232,082    267,489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -41,847:   -45,870    -13,461     -6,522     20,698    -42,494    -31,694    -62,477:   -10,153     20,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        9.2        8.9       61.7       64.9       85.3       83.0:      14.7       17.0
Old  :     100.0:      14.7        9.2        8.9       61.7       64.9       85.3       83.0:      14.7       17.0
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  :       198:        32         39         41         92        106        145        165:
Old  :       198:        32         39         41         92        106        145        165:
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  :                 17.3       23.5       28.1       32.5       14.7       23.0       23.8       30.7
Old  :                 17.3       23.5       28.1       32.5       14.7       23.0       23.8       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :   404,048:     8,126     47,509     68,375    304,262    250,094    380,762    365,978:    23,286     38,071
Old  :   404,048:     8,126     47,509     68,375    304,262    250,094    380,762    365,978:    23,286     38,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :     8,318:     2,840      1,853      3,531      8,309      3,822     14,681      9,206:    -6,363       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       11.8       16.9       75.3       61.9       94.2       90.6:       5.8        9.4
Old  :     100.0:       2.0       11.8       16.9       75.3       61.9       94.2       90.6:       5.8        9.4
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  :        74:        10         19         23         40         38         65         65:
Old  :        74:        10         19         23         40         38         65         65:
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       28.4       51.8       47.0       32.9       22.2       39.3       34.0
Old  :                 43.0       28.4       51.8       47.0       32.9       22.2       39.3       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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  :    56,284:    18,878      7,661        979     27,877     43,480     47,734     52,119:     8,550      4,164
Old  :    56,284:    18,878      7,661        979     27,877     43,480     47,734     52,119:     8,550      4,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :    -5,418:    -7,098      1,443        547        909     -5,822     -5,641     -3,832:       224     -1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       13.6        1.7       49.5       77.3       84.8       92.6:      15.2        7.4
Old  :     100.0:      33.5       13.6        1.7       49.5       77.3       84.8       92.6:      15.2        7.4
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  :        99:        37         13         10         35         24         76         43:
Old  :        99:        37         13         10         35         24         76         43:
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  :                 23.2       42.3       38.1       62.8       23.2       42.3       37.8       62.7
Old  :                 23.2       42.3       38.1       62.8       23.2       42.3       37.8       62.7
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, October 23, 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  :   112,568:    37,756     15,321      1,957     55,755     86,960     95,468    104,239:    17,100      8,329
Old  :   112,568:    37,756     15,321      1,957     55,755     86,960     95,468    104,239:    17,100      8,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :   -10,836:   -14,196      2,886      1,095      1,818    -11,644    -11,283     -7,664:       447     -3,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       13.6        1.7       49.5       77.3       84.8       92.6:      15.2        7.4
Old  :     100.0:      33.5       13.6        1.7       49.5       77.3       84.8       92.6:      15.2        7.4
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  :        99:        37         13         10         35         24         76         43:
Old  :        99:        37         13         10         35         24         76         43:
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  :                 23.2       42.3       38.1       62.8       23.2       42.3       37.8       62.7
Old  :                 23.2       42.3       38.1       62.8       23.2       42.3       37.8       62.7
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, October 23, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,449:     6,116      7,076      1,052      1,134        316      8,302      8,444:       147          5
Old  :     8,449:     6,116      7,076      1,052      1,134        316      8,302      8,444:       147          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :        30:         0        131         10          0       -115         10         26:        20          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.4       83.7       12.5       13.4        3.7       98.3       99.9:       1.7        0.1
Old  :     100.0:      72.4       83.7       12.5       13.4        3.7       98.3       99.9:       1.7        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  :        24:        12          9          3          1          2         15         12:
Old  :        24:        12          9          3          1          2         15         12:
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  :                 67.7       81.1       89.1       96.6       67.7       74.1       81.4       86.0
Old  :                 67.7       81.1       89.1       96.6       67.7       74.1       81.4       86.0
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, October 23, 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  :    11,630:     2,020      5,075          1      9,433      6,493     11,454     11,569:       176         61
Old  :    11,630:     2,020      5,075          1      9,433      6,493     11,454     11,569:       176         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :       124:       -49         62          0        176         61        127        123:        -3          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       43.6        0.0       81.1       55.8       98.5       99.5:       1.5        0.5
Old  :     100.0:      17.4       43.6        0.0       81.1       55.8       98.5       99.5:       1.5        0.5
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  :        28:         7          6          1          5         10         13         16:
Old  :        28:         7          6          1          5         10         13         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  :                 87.1       85.1       95.8       94.5       87.1       85.1       95.8       94.5
Old  :                 87.1       85.1       95.8       94.5       87.1       85.1       95.8       94.5
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, October 23, 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  :    13,694:     1,655      1,588          0     11,758     12,075     13,413     13,663:       281         31
Old  :    13,694:     1,655      1,588          0     11,758     12,075     13,413     13,663:       281         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 16, 2012                     :
     :        63:       -28         95          0         82        -26         54         69:         9         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.6        0.0       85.9       88.2       97.9       99.8:       2.1        0.2
Old  :     100.0:      12.1       11.6        0.0       85.9       88.2       97.9       99.8:       2.1        0.2
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  :        28:         6          5          0          4         14         10         19:
Old  :        28:         6          5          0          4         14         10         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.5       69.1       97.4       88.4       94.5       69.1       97.4       88.4
Old  :                 94.5       69.1       97.4       88.4       94.5       69.1       97.4       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 26, 2012