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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   508,698:   119,596     91,412    126,295    221,008    236,739    466,900    454,446:    41,798     54,252
Old  :   352,065:    90,373     89,036     64,610    166,126    166,489    321,109    320,136:    30,956     31,929
Other:   156,633:    50,526     23,678     40,383     54,882     70,249    145,791    134,310:    10,842     22,323
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -13,205:    -9,137     -3,133      2,552     -3,652    -12,321    -10,237    -12,903:    -2,967       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       18.0       24.8       43.4       46.5       91.8       89.3:       8.2       10.7
Old  :     100.0:      25.7       25.3       18.4       47.2       47.3       91.2       90.9:       8.8        9.1
Other:     100.0:      32.3       15.1       25.8       35.0       44.8       93.1       85.7:       6.9       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       404:       144        121        132        100        121        306        314:
Old  :       383:       131        121        108         83        107        268        283:
Other:       250:        73         54         63         70        107        167        206:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       18.7       26.6       27.5       15.4       15.2       25.6       21.4
Old  :                 19.4       24.7       32.4       34.5       19.2       23.3       31.9       32.2
Other:                 24.7       14.7       36.2       24.9       20.8       11.7       28.9       18.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  : 1,531,416:   399,882     78,110    368,311    598,231    844,806  1,366,424  1,291,227:   164,992    240,189
Old  : 1,289,783:   334,367     69,703    296,113    513,857    732,972  1,144,337  1,098,788:   145,446    190,995
Other:   241,633:   100,747     43,639     36,966     84,374    111,834    222,087    192,439:    19,545     49,194
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -10,401:    27,758      6,742      1,910    -25,782     -4,515      3,886      4,136:   -14,287    -14,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        5.1       24.1       39.1       55.2       89.2       84.3:      10.8       15.7
Old  :     100.0:      25.9        5.4       23.0       39.8       56.8       88.7       85.2:      11.3       14.8
Other:     100.0:      41.7       18.1       15.3       34.9       46.3       91.9       79.6:       8.1       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       780:       192        165        232        259        386        575        668:
Old  :       771:       202        151        212        242        378        543        647:
Other:       511:        73         98         59        106        299        206        431:
     :----------------------------------------------------------------------------------------------------
     :             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       12.2       19.2       19.6        8.5        8.7       15.1       13.6
Old  :                 11.9       11.3       20.5       18.8       10.1        9.9       17.6       14.9
Other:                 32.7       23.1       47.4       30.5       32.1       20.1       44.6       26.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,191:     2,002        839        215      5,655      8,189      7,873      9,244:     2,319        948
Old  :    10,060:     2,002        840        214      5,545      8,079      7,762      9,133:     2,299        927
Other:       131:         1          0          0        110        110        111        110:        20         21
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :      -860:      -200        834       -100       -101       -694       -401         39:      -459       -900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        8.2        2.1       55.5       80.4       77.2       90.7:      22.8        9.3
Old  :     100.0:      19.9        8.3        2.1       55.1       80.3       77.1       90.8:      22.9        9.2
Other:     100.0:       0.8        0.0        0.0       84.0       84.0       84.7       84.0:      15.3       16.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15          7          7         18         13         37         23:
Old  :        43:        15          7          7         18         13         37         23:
Other:        12:         1          1          0          6          5          7          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.9       60.8       50.1       78.3       33.5       59.7       49.7       74.3
Old  :                 33.5       61.6       49.9       78.3       33.1       60.5       49.5       74.9
Other:                 80.9       80.1       84.7       84.0       75.6       78.6       79.4       78.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   849,291:   172,256     49,835    297,559    307,871    424,280    777,686    771,674:    71,605     77,617
Old  :   768,083:   155,318     45,017    266,975    280,729    391,681    703,022    703,672:    65,062     64,411
Other:    81,208:    32,997     20,878     14,525     27,142     32,598     74,665     68,002:     6,543     13,207
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :     5,972:    -3,884     -4,114     11,642     -3,599     -5,367      4,160      2,161:     1,812      3,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        5.9       35.0       36.3       50.0       91.6       90.9:       8.4        9.1
Old  :     100.0:      20.2        5.9       34.8       36.5       51.0       91.5       91.6:       8.5        8.4
Other:     100.0:      40.6       25.7       17.9       33.4       40.1       91.9       83.7:       8.1       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       184        115        214        137        164        414        413:
Old  :       476:       197        101        202        134        161        402        400:
Other:       217:        47         55         40         47         97        114        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       13.0       23.3       21.8       10.9       10.7       17.1       16.1
Old  :                 16.4       13.7       24.1       22.1       12.9       11.3       19.6       17.3
Other:                 37.4       22.6       52.6       34.5       37.4       22.1       51.1       30.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   361,309:    54,128     99,166     79,976    192,802    142,502    326,906    321,644:    34,403     39,665
Old  :   339,923:    56,598    101,515     70,208    183,571    129,637    310,377    301,360:    29,546     38,563
Other:    21,386:     3,192      3,312      4,106      9,230     12,865     16,528     20,284:     4,857      1,102
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :    -8,909:     3,777     -2,079     -3,119     -7,852     -2,343     -7,195     -7,542:    -1,715     -1,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       27.4       22.1       53.4       39.4       90.5       89.0:       9.5       11.0
Old  :     100.0:      16.7       29.9       20.7       54.0       38.1       91.3       88.7:       8.7       11.3
Other:     100.0:      14.9       15.5       19.2       43.2       60.2       77.3       94.8:      22.7        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        54        110        103         77         72        207        229:
Old  :       277:        57        113         99         77         72        204        226:
Other:        68:        18          9         15         29         20         54         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       17.9       24.7       25.9       11.9        8.7       19.8       15.9
Old  :                 15.2       17.8       25.2       26.0       12.7        9.1       20.9       16.1
Other:                 32.3       44.0       48.1       64.5       23.4       37.1       34.3       54.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   732,899:    98,653     41,663     55,628    420,926    473,899    575,206    571,189:   157,693    161,710
Old  :   732,899:    98,653     41,663     55,628    420,926    473,899    575,206    571,189:   157,693    161,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -20,419:    24,116     -6,439     -8,392    -11,745      5,301      3,979     -9,529:   -24,398    -10,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        5.7        7.6       57.4       64.7       78.5       77.9:      21.5       22.1
Old  :     100.0:      13.5        5.7        7.6       57.4       64.7       78.5       77.9:      21.5       22.1
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  :       165:        41         23         39         80         82        139        126:
Old  :       165:        41         23         39         80         82        139        126:
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  :                 19.2       17.8       27.2       28.0       16.5       14.2       22.9       23.5
Old  :                 19.2       17.8       27.2       28.0       16.5       14.2       22.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   380,925:    23,968     53,242      4,088    282,473    269,179    310,529    326,509:    70,396     54,415
Old  :   380,925:    23,968     53,242      4,088    282,473    269,179    310,529    326,509:    70,396     54,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :    -8,678:     2,077        139     -4,433     15,486     13,058     13,130      8,764:   -21,808    -17,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       14.0        1.1       74.2       70.7       81.5       85.7:      18.5       14.3
Old  :     100.0:       6.3       14.0        1.1       74.2       70.7       81.5       85.7:      18.5       14.3
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  :        65:         8          8          6         30         36         42         46:
Old  :        65:         8          8          6         30         36         42         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       41.9       49.0       52.7       29.9       36.3       40.6       46.5
Old  :                 33.1       41.9       49.0       52.7       29.9       36.3       40.6       46.5
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 4, 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  :    10,778:     1,493        179      2,869      5,822      7,589     10,184     10,637:       594        141
Old  :    10,778:     1,493        179      2,869      5,822      7,589     10,184     10,637:       594        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :        17:      -316         -1         27        266         87        -23        113:        40        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        1.7       26.6       54.0       70.4       94.5       98.7:       5.5        1.3
Old  :     100.0:      13.9        1.7       26.6       54.0       70.4       94.5       98.7:       5.5        1.3
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  :        34:         8          2          6         17         21         28         28:
Old  :        34:         8          2          6         17         21         28         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  :                 55.6       53.3       72.2       76.0       17.4       23.7       26.1       30.6
Old  :                 55.6       53.3       72.2       76.0       17.4       23.7       26.1       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :   260,574:    58,641     24,255     55,228    100,812    154,658    214,681    234,141:    45,893     26,434
Old  :   239,392:    54,081     25,772     49,781     92,641    139,133    196,504    214,686:    42,888     24,706
Other:    21,182:     7,089      1,012      2,918      8,171     15,525     18,177     19,455:     3,005      1,727
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :     7,226:     3,340        742      2,935      3,945      7,442     10,220     11,120:    -2,994     -3,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        9.3       21.2       38.7       59.4       82.4       89.9:      17.6       10.1
Old  :     100.0:      22.6       10.8       20.8       38.7       58.1       82.1       89.7:      17.9       10.3
Other:     100.0:      33.5        4.8       13.8       38.6       73.3       85.8       91.8:      14.2        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        67         31         63         80         74        175        149:
Old  :       197:        66         34         62         80         74        174        148:
Other:        57:        13          8         13         31         17         47         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.5       32.8       19.3       43.6        7.4       25.5       12.6       31.3
Old  :                 10.9       32.2       19.0       42.3        7.2       25.4       12.5       31.7
Other:                 41.1       53.8       61.5       68.5       35.7       50.4       50.6       62.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :    15,299:     3,125      4,922        717      8,085      7,768     11,928     13,408:     3,372      1,892
Old  :    15,276:     3,128      4,922        714      8,085      7,748     11,928     13,385:     3,349      1,892
Other:        23:         0          3          0          0         20          0         23:        23          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :       306:       339       -499        160       -341        731        158        391:       149        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       32.2        4.7       52.8       50.8       78.0       87.6:      22.0       12.4
Old  :     100.0:      20.5       32.2        4.7       52.9       50.7       78.1       87.6:      21.9       12.4
Other:     100.0:       0.0       13.0        0.0        0.0       87.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        23         14          7         27         15         52         36:
Old  :        72:        23         14          7         27         15         52         36:
Other:         4:         0          1          0          0          3          0          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       44.4       46.6       59.7       33.8       43.7       46.3       58.9
Old  :                 34.0       44.4       46.6       59.7       33.8       43.7       46.4       58.9
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        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 4, 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  : 1,080,903:   265,925    269,280     82,069    593,816    644,892    941,810    996,242:   139,093     84,661
Old  : 1,080,903:   265,925    269,280     82,069    593,816    644,892    941,810    996,242:   139,093     84,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -77,082:   -14,324      1,014    -10,757    -20,953    -41,715    -46,033    -51,458:   -31,049    -25,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       24.9        7.6       54.9       59.7       87.1       92.2:      12.9        7.8
Old  :     100.0:      24.6       24.9        7.6       54.9       59.7       87.1       92.2:      12.9        7.8
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  :       230:        45         44         34        103        100        167        159:
Old  :       230:        45         44         34        103        100        167        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       31.7       24.1       42.6       13.0       31.6       21.7       39.8
Old  :                 14.3       31.7       24.1       42.6       13.0       31.6       21.7       39.8
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 4, 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  : 1,961,328:   379,554    165,533    193,522  1,072,734  1,225,685  1,645,810  1,584,740:   315,518    376,588
Old  : 1,961,328:   379,554    165,533    193,522  1,072,734  1,225,685  1,645,810  1,584,740:   315,518    376,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -90,342:     2,345    -21,281     -6,459    -73,175    -49,392    -77,289    -77,132:   -13,053    -13,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        8.4        9.9       54.7       62.5       83.9       80.8:      16.1       19.2
Old  :     100.0:      19.4        8.4        9.9       54.7       62.5       83.9       80.8:      16.1       19.2
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  :       257:        53         46         61        122        136        204        214:
Old  :       257:        53         46         61        122        136        204        214:
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       19.5       28.9       26.2       17.9       15.2       26.9       21.9
Old  :                 18.2       19.5       28.9       26.2       17.9       15.2       26.9       21.9
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 4, 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  : 1,669,890:   299,011    173,455    137,720    963,148  1,111,701  1,399,880  1,422,876:   270,010    247,014
Old  : 1,669,890:   299,011    173,455    137,720    963,148  1,111,701  1,399,880  1,422,876:   270,010    247,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -21,834:   -19,334     -4,786     37,976    -31,036    -28,158    -12,393      5,032:    -9,440    -26,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       10.4        8.2       57.7       66.6       83.8       85.2:      16.2       14.8
Old  :     100.0:      17.9       10.4        8.2       57.7       66.6       83.8       85.2:      16.2       14.8
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  :       203:        42         33         30         91        107        147        156:
Old  :       203:        42         33         30         91        107        147        156:
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  :                 18.0       20.3       28.6       31.6       17.0       18.9       26.5       29.1
Old  :                 18.0       20.3       28.6       31.6       17.0       18.9       26.5       29.1
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 4, 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  :   340,793:    12,893     47,356     59,751    245,276    199,176    317,920    306,284:    22,874     34,510
Old  :   340,793:    12,893     47,356     59,751    245,276    199,176    317,920    306,284:    22,874     34,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :   -65,028:   -11,020         85     -6,987    -44,860    -60,926    -62,868    -67,828:    -2,161      2,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       13.9       17.5       72.0       58.4       93.3       89.9:       6.7       10.1
Old  :     100.0:       3.8       13.9       17.5       72.0       58.4       93.3       89.9:       6.7       10.1
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  :        69:         7         20         22         36         38         59         65:
Old  :        69:         7         20         22         36         38         59         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  :                 43.4       28.9       54.1       45.3       35.2       25.3       39.7       31.5
Old  :                 43.4       28.9       54.1       45.3       35.2       25.3       39.7       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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  :    49,066:    10,535      6,302      1,952     27,681     35,917     40,168     44,171:     8,898      4,895
Old  :    49,066:    10,535      6,302      1,952     27,681     35,917     40,168     44,171:     8,898      4,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :      -228:     2,440     -3,986     -1,152     -2,054      5,179       -766         41:       539       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.8        4.0       56.4       73.2       81.9       90.0:      18.1       10.0
Old  :     100.0:      21.5       12.8        4.0       56.4       73.2       81.9       90.0:      18.1       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        26         12         12         38         28         70         47:
Old  :        91:        26         12         12         38         28         70         47:
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  :                 17.8       33.5       31.6       55.9       17.2       32.6       31.0       54.9
Old  :                 17.8       33.5       31.6       55.9       17.2       32.6       31.0       54.9
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 4, 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  :    98,133:    21,070     12,605      3,904     55,363     71,834     80,336     88,343:    17,797      9,790
Old  :    98,133:    21,070     12,605      3,904     55,363     71,834     80,336     88,343:    17,797      9,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :      -455:     4,880     -7,972     -2,304     -4,108     10,358     -1,533         81:     1,078       -537
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       12.8        4.0       56.4       73.2       81.9       90.0:      18.1       10.0
Old  :     100.0:      21.5       12.8        4.0       56.4       73.2       81.9       90.0:      18.1       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        26         12         12         38         28         70         47:
Old  :        91:        26         12         12         38         28         70         47:
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  :                 17.8       33.5       31.6       55.9       17.2       32.6       31.0       54.9
Old  :                 17.8       33.5       31.6       55.9       17.2       32.6       31.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,296:     7,163      7,025        979      1,024      1,283      9,166      9,287:       130          9
Old  :     9,296:     7,163      7,025        979      1,024      1,283      9,166      9,287:       130          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :       -35:       -31       -393         -6          0        364        -37        -35:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.1       75.6       10.5       11.0       13.8       98.6       99.9:       1.4        0.1
Old  :     100.0:      77.1       75.6       10.5       11.0       13.8       98.6       99.9:       1.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          7          3          1          2         13         10:
Old  :        20:        10          7          3          1          2         13         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       70.9       93.1       95.1       68.2       70.9       85.2       87.7
Old  :                 68.2       70.9       93.1       95.1       68.2       70.9       85.2       87.7
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 4, 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  :    13,089:     1,216      4,495        349     11,322      8,172     12,887     13,016:       202         73
Old  :    13,089:     1,216      4,495        349     11,322      8,172     12,887     13,016:       202         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :       212:       234       -101        348       -355         -8        227        239:       -15        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       34.3        2.7       86.5       62.4       98.5       99.4:       1.5        0.6
Old  :     100.0:       9.3       34.3        2.7       86.5       62.4       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  :        31:         7          7          2          5         12         13         20:
Old  :        31:         7          7          2          5         12         13         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.7       77.3       96.5       88.7       87.2       77.3       93.8       87.6
Old  :                 89.7       77.3       96.5       88.7       87.2       77.3       93.8       87.6
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 4, 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  :    13,293:       809      1,514        121     12,114     11,598     13,044     13,233:       249         60
Old  :    13,293:       809      1,514        121     12,114     11,598     13,044     13,233:       249         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 27, 2012                    :
     :        95:        56        -95        109        -62        114        103        128:        -8        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       11.4        0.9       91.1       87.2       98.1       99.5:       1.9        0.5
Old  :     100.0:       6.1       11.4        0.9       91.1       87.2       98.1       99.5:       1.9        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  :        31:         8          5          1          4         15         13         20:
Old  :        31:         8          5          1          4         15         13         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.2       58.0       96.7       79.4       94.2       58.0       96.1       79.4
Old  :                 94.2       58.0       96.7       79.4       94.2       58.0       96.1       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 7, 2012