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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   452,472:   164,026    108,098     62,292    189,803    229,859    416,121    400,249:    36,351     52,223
Old  :   354,482:   137,627    103,258     23,596    164,236    190,048    325,459    316,902:    29,023     37,580
Other:    97,990:    41,198     19,639     23,897     25,567     39,811     90,662     83,347:     7,328     14,643
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     6,497:     5,372         69      1,984     -1,478      1,734      5,878      3,787:       619      2,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       23.9       13.8       41.9       50.8       92.0       88.5:       8.0       11.5
Old  :     100.0:      38.8       29.1        6.7       46.3       53.6       91.8       89.4:       8.2       10.6
Other:     100.0:      42.0       20.0       24.4       26.1       40.6       92.5       85.1:       7.5       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       137        116        121         92        119        298        295:
Old  :       382:       137        112         90         74        107        260        264:
Other:       223:        47         57         33         49        102        119        180:
     :----------------------------------------------------------------------------------------------------
     :             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       18.9       30.6       27.9       17.4       15.0       29.4       23.0
Old  :                 21.4       19.3       35.9       29.1       20.8       18.9       35.1       27.6
Other:                 36.2       24.4       52.5       35.4       26.3       10.2       37.3       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,175,247:   422,311     95,424    127,255    491,492    737,392  1,041,058    960,071:   134,189    215,176
Old  : 1,070,336:   391,189    110,387    100,157    454,887    667,635    946,233    878,179:   124,103    192,157
Other:   104,911:    56,824     10,739      1,396     36,605     69,757     94,825     81,892:    10,086     23,019
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    12,507:     3,540      8,598      6,836      4,155    -10,415     14,531      5,019:    -2,024      7,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        8.1       10.8       41.8       62.7       88.6       81.7:      11.4       18.3
Old  :     100.0:      36.5       10.3        9.4       42.5       62.4       88.4       82.0:      11.6       18.0
Other:     100.0:      54.2       10.2        1.3       34.9       66.5       90.4       78.1:       9.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       209        138        152        212        367        498        593:
Old  :       777:       199        141        145        200        362        481        583:
Other:       406:        48         57         14         60        263        114        331:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       11.2       23.4       18.2       11.8        9.5       20.4       14.8
Old  :                 13.8       10.1       24.2       17.0       12.3       10.0       22.0       15.8
Other:                 45.2       30.5       55.5       36.4       45.2       30.5       55.5       36.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,278:     3,722        707         57      4,937      9,851      8,716     10,615:     2,562        663
Old  :    11,256:     3,724        705         54      4,918      9,838      8,696     10,597:     2,560        659
Other:        22:         1          5          0         19         13         20         18:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :      -332:      -574       -296          2        198         29       -374       -265:        42        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        6.3        0.5       43.8       87.3       77.3       94.1:      22.7        5.9
Old  :     100.0:      33.1        6.3        0.5       43.7       87.4       77.3       94.1:      22.7        5.9
Other:     100.0:       4.5       22.7        0.0       86.4       59.1       90.9       81.8:       9.1       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          8          5         15         12         35         22:
Old  :        43:        18          7          5         14         12         34         22:
Other:         6:         1          1          0          3          2          4          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  :                 34.6       72.3       55.1       86.3       31.3       64.4       48.2       78.5
Old  :                 34.6       72.4       55.2       86.5       31.3       64.7       48.2       78.8
Other:                 90.9       81.8       90.9       81.8       81.8       72.7       81.8       72.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   730,121:   288,794     71,757     89,155    280,804    487,686    658,753    648,598:    71,368     81,523
Old  :   693,953:   278,097     75,833     78,833    269,777    462,784    626,707    617,450:    67,246     76,503
Other:    36,168:    20,526      5,753        493     11,027     24,902     32,046     31,148:     4,122      5,020
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    -2,916:    -8,315      4,463     -3,477     12,676    -10,046        884     -9,060:    -3,800      6,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.6        9.8       12.2       38.5       66.8       90.2       88.8:       9.8       11.2
Old  :     100.0:      40.1       10.9       11.4       38.9       66.7       90.3       89.0:       9.7       11.0
Other:     100.0:      56.8       15.9        1.4       30.5       68.9       88.6       86.1:      11.4       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       611:       229        133        173        157        207        469        446:
Old  :       606:       221        145        164        153        204        455        440:
Other:       247:        53         50         10         37        119         96        174:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       21.9       28.6       10.4       16.5       17.3       23.3
Old  :                 14.2       19.0       22.0       28.6       12.9       17.4       20.1       24.4
Other:                 38.3       57.1       48.4       63.3       38.3       57.1       48.4       63.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   310,536:    81,322     49,549     33,274    152,804    200,163    267,400    282,986:    43,136     27,550
Old  :   299,347:    83,140     51,763     27,371    147,862    193,392    258,373    272,526:    40,974     26,821
Other:    11,189:     2,357      1,961      1,728      4,942      6,771      9,027     10,460:     2,162        729
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -13,902:    -9,678       -197     -3,045     -2,811    -14,268    -15,534    -17,510:     1,632      3,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       16.0       10.7       49.2       64.5       86.1       91.1:      13.9        8.9
Old  :     100.0:      27.8       17.3        9.1       49.4       64.6       86.3       91.0:      13.7        9.0
Other:     100.0:      21.1       17.5       15.4       44.2       60.5       80.7       93.5:      19.3        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        90         59         74         72         68        203        175:
Old  :       257:        93         62         73         72         68        202        175:
Other:        41:        11          7          9         18         10         33         23:
     :----------------------------------------------------------------------------------------------------
     :             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       29.7       24.3       40.1       11.9       24.8       20.8       33.2
Old  :                 14.4       30.1       24.8       40.3       12.0       25.6       21.3       34.0
Other:                 33.1       52.3       50.6       72.7       31.1       52.3       45.9       65.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   558,449:    45,807     45,879      7,898    364,865    357,452    418,570    411,229:   139,879    147,220
Old  :   558,449:    45,807     45,879      7,898    364,865    357,452    418,570    411,229:   139,879    147,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -14,766:   -24,025     -3,865      2,283     17,766    -29,088     -3,976    -30,670:   -10,790     15,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        8.2        1.4       65.3       64.0       75.0       73.6:      25.0       26.4
Old  :     100.0:       8.2        8.2        1.4       65.3       64.0       75.0       73.6:      25.0       26.4
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  :       149:        28         25          8         71         67        103         96:
Old  :       149:        28         25          8         71         67        103         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       15.4       30.8       26.8       15.4       15.3       22.4       23.5
Old  :                 22.1       15.4       30.8       26.8       15.4       15.3       22.4       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 - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   361,685:    41,813     34,290      2,524    249,818    264,744    294,155    301,558:    67,530     60,127
Old  :   361,685:    41,813     34,290      2,524    249,818    264,744    294,155    301,558:    67,530     60,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -17,162:     2,471        329    -10,874     -8,533     -8,228    -16,936    -18,773:      -226      1,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        9.5        0.7       69.1       73.2       81.3       83.4:      18.7       16.6
Old  :     100.0:      11.6        9.5        0.7       69.1       73.2       81.3       83.4:      18.7       16.6
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  :        64:         6          6          5         33         39         42         47:
Old  :        64:         6          6          5         33         39         42         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  :                 35.5       40.5       51.5       52.3       34.5       39.6       45.7       49.5
Old  :                 35.5       40.5       51.5       52.3       34.5       39.6       45.7       49.5
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 - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,199:     2,589        327      2,178      5,824      8,374     10,591     10,879:       608        320
Old  :    11,199:     2,589        327      2,178      5,824      8,374     10,591     10,879:       608        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :      -730:      -168        198       -485        -44       -481       -697       -768:       -33         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        2.9       19.4       52.0       74.8       94.6       97.1:       5.4        2.9
Old  :     100.0:      23.1        2.9       19.4       52.0       74.8       94.6       97.1:       5.4        2.9
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  :        38:        10          4          6         20         22         33         29:
Old  :        38:        10          4          6         20         22         33         29:
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  :                 56.5       53.4       73.7       75.7       21.6       20.5       27.4       28.1
Old  :                 56.5       53.4       73.7       75.7       21.6       20.5       27.4       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   239,569:    74,987     13,985     36,592     82,271    166,095    193,850    216,672:    45,719     22,897
Old  :   229,499:    72,601     13,564     33,545     78,570    160,055    184,716    207,164:    44,783     22,335
Other:    10,070:     3,042      1,077      2,391      3,701      6,040      9,134      9,508:       936        562
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       852:    -6,206       -400      1,276      6,144      1,503      1,214      2,379:      -362     -1,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        5.8       15.3       34.3       69.3       80.9       90.4:      19.1        9.6
Old  :     100.0:      31.6        5.9       14.6       34.2       69.7       80.5       90.3:      19.5        9.7
Other:     100.0:      30.2       10.7       23.7       36.8       60.0       90.7       94.4:       9.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        73         34         64         77         66        191        145:
Old  :       222:        74         35         63         77         66        190        144:
Other:        43:         9          7          3         25         10         35         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       35.3       19.2       47.6        8.7       30.1       15.6       40.0
Old  :                 11.0       35.2       19.2       47.2        9.0       30.0       16.3       40.4
Other:                 47.1       60.5       63.8       79.0       34.4       43.0       47.0       56.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,039:     3,063      5,786        135      7,719      6,503     10,917     12,424:     3,122      1,615
Old  :    14,034:     3,066      5,786        132      7,716      6,503     10,914     12,421:     3,120      1,613
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :       -62:      -103        -75         -8       -141        -11       -252        -94:       190         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       41.2        1.0       55.0       46.3       77.8       88.5:      22.2       11.5
Old  :     100.0:      21.8       41.2        0.9       55.0       46.3       77.8       88.5:      22.2       11.5
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        21         19          6         24         10         45         35:
Old  :        66:        21         19          6         24         10         45         35:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       44.8       51.9       60.4       37.1       44.0       51.9       59.6
Old  :                 37.1       44.9       51.9       60.4       37.1       44.1       51.9       59.6
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   948,758:   302,281    184,727     23,592    496,267    664,732    822,140    873,051:   126,618     75,707
Old  :   948,758:   302,281    184,727     23,592    496,267    664,732    822,140    873,051:   126,618     75,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -37,142:   -10,621    -19,936      1,922    -33,081    -15,940    -41,780    -33,954:     4,638     -3,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       19.5        2.5       52.3       70.1       86.7       92.0:      13.3        8.0
Old  :     100.0:      31.9       19.5        2.5       52.3       70.1       86.7       92.0:      13.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        46         32         13         90         86        142        125:
Old  :       207:        46         32         13         90         86        142        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       30.0       31.3       42.0       19.2       28.6       30.4       39.6
Old  :                 19.3       30.0       31.3       42.0       19.2       28.6       30.4       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,593,535:   296,979    174,543     33,337    979,493  1,102,852  1,309,809  1,310,732:   283,726    282,803
Old  : 1,593,535:   296,979    174,543     33,337    979,493  1,102,852  1,309,809  1,310,732:   283,726    282,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    22,705:    12,703     -3,173      4,315     18,081     17,723     35,099     18,865:   -12,394      3,840
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       11.0        2.1       61.5       69.2       82.2       82.3:      17.8       17.7
Old  :     100.0:      18.6       11.0        2.1       61.5       69.2       82.2       82.3:      17.8       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        56         38         23        117        118        188        164:
Old  :       260:        56         38         23        117        118        188        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       30.6       33.4       38.3       22.1       24.7       30.2       32.1
Old  :                 22.7       30.6       33.4       38.3       22.1       24.7       30.2       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,296,683:   285,205    121,270      9,579    750,757    931,607  1,045,541  1,062,456:   251,142    234,227
Old  : 1,296,683:   285,205    121,270      9,579    750,757    931,607  1,045,541  1,062,456:   251,142    234,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    40,025:   -27,690     -6,953     -3,759     54,655     48,168     23,206     37,456:    16,819      2,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        9.4        0.7       57.9       71.8       80.6       81.9:      19.4       18.1
Old  :     100.0:      22.0        9.4        0.7       57.9       71.8       80.6       81.9:      19.4       18.1
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  :       180:        41         25         13         76         86        121        120:
Old  :       180:        41         25         13         76         86        121        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       28.9       29.5       40.4       16.3       28.7       28.0       38.5
Old  :                 16.5       28.9       29.5       40.4       16.3       28.7       28.0       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   429,972:    19,336     45,187     60,308    320,555    285,219    400,199    390,714:    29,773     39,258
Old  :   429,972:    19,336     45,187     60,308    320,555    285,219    400,199    390,714:    29,773     39,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     4,994:     3,133     -6,417     -1,705      1,744     10,186      3,172      2,064:     1,822      2,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       10.5       14.0       74.6       66.3       93.1       90.9:       6.9        9.1
Old  :     100.0:       4.5       10.5       14.0       74.6       66.3       93.1       90.9:       6.9        9.1
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  :        77:        17         14         23         39         41         64         70:
Old  :        77:        17         14         23         39         41         64         70:
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  :                 43.2       31.2       52.7       50.1       33.2       26.2       38.2       34.4
Old  :                 43.2       31.2       52.7       50.1       33.2       26.2       38.2       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    75,855:    25,501      5,972      1,631     39,150     61,399     66,281     69,002:     9,574      6,853
Old  :    75,855:    25,501      5,972      1,631     39,150     61,399     66,281     69,002:     9,574      6,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    12,881:     3,660         82        742      8,340     11,171     12,741     11,994:       140        887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        7.9        2.2       51.6       80.9       87.4       91.0:      12.6        9.0
Old  :     100.0:      33.6        7.9        2.2       51.6       80.9       87.4       91.0:      12.6        9.0
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  :       105:        33         13          8         44         35         82         52:
Old  :       105:        33         13          8         44         35         82         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       40.8       36.9       56.5       20.3       40.8       32.9       52.7
Old  :                 21.1       40.8       36.9       56.5       20.3       40.8       32.9       52.7
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 - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   151,710:    51,001     11,944      3,262     78,299    122,798    132,562    138,004:    19,148     13,706
Old  :   151,710:    51,001     11,944      3,262     78,299    122,798    132,562    138,004:    19,148     13,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    25,762:     7,319        163      1,484     16,679     22,341     25,482     23,988:       280      1,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        7.9        2.2       51.6       80.9       87.4       91.0:      12.6        9.0
Old  :     100.0:      33.6        7.9        2.2       51.6       80.9       87.4       91.0:      12.6        9.0
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  :       105:        33         13          8         44         35         82         52:
Old  :       105:        33         13          8         44         35         82         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       40.8       36.9       56.5       20.3       40.8       32.9       52.7
Old  :                 21.1       40.8       36.9       56.5       20.3       40.8       32.9       52.7
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 - Futures Only, September 18, 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  :    14,185:     8,225      7,324      4,402      1,379      2,453     14,006     14,179:       179          6
Old  :    14,185:     8,225      7,324      4,402      1,379      2,453     14,006     14,179:       179          6
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     5,028:     1,491        957      3,389         86        682      4,966      5,028:        62          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       51.6       31.0        9.7       17.3       98.7      100.0:       1.3        0.0
Old  :     100.0:      58.0       51.6       31.0        9.7       17.3       98.7      100.0:       1.3        0.0
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  :        20:        10          7          6          2          2         15         12:
Old  :        20:        10          7          6          2          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  :                 73.4       74.8       91.9       96.4       51.7       58.1       66.0       68.7
Old  :                 73.4       74.8       91.9       96.4       51.7       58.1       66.0       68.7
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 - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    10,426:     1,008      3,455          5      9,242      6,900     10,255     10,360:       171         66
Old  :    10,426:     1,008      3,455          5      9,242      6,900     10,255     10,360:       171         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    -2,500:      -146     -1,602       -990     -1,318        107     -2,454     -2,485:       -46        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       33.1        0.0       88.6       66.2       98.4       99.4:       1.6        0.6
Old  :     100.0:       9.7       33.1        0.0       88.6       66.2       98.4       99.4:       1.6        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  :        29:         6          9          1          6          9         13         18:
Old  :        29:         6          9          1          6          9         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.2       79.7       97.1       90.4       87.2       79.7       97.1       90.3
Old  :                 87.2       79.7       97.1       90.4       87.2       79.7       97.1       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,415:     1,648      2,091          0     11,589     11,276     13,237     13,367:       178         48
Old  :    13,415:     1,648      2,091          0     11,589     11,276     13,237     13,367:       178         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    -2,607:       -49        539     -1,736       -798     -1,419     -2,583     -2,616:       -24          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       15.6        0.0       86.4       84.1       98.7       99.6:       1.3        0.4
Old  :     100.0:      12.3       15.6        0.0       86.4       84.1       98.7       99.6:       1.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          5          0          4         14          8         19:
Old  :        26:         4          5          0          4         14          8         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  :                 95.0       71.1       98.7       89.0       95.0       71.1       98.4       89.0
Old  :                 95.0       71.1       98.7       89.0       95.0       71.1       98.4       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated September 21, 2012