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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   600,714:   153,321     99,646    167,449    240,156    277,584    560,927    544,679:    39,787     56,035
Old  :   498,801:   126,317     95,268    126,153    213,924    236,331    466,394    457,753:    32,407     41,048
Other:   101,913:    41,808     19,181     26,492     26,232     41,253     94,532     86,926:     7,380     14,987
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    11,196:     3,579      2,744      4,497      1,963      1,333     10,040      8,574:     1,157      2,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       16.6       27.9       40.0       46.2       93.4       90.7:       6.6        9.3
Old  :     100.0:      25.3       19.1       25.3       42.9       47.4       93.5       91.8:       6.5        8.2
Other:     100.0:      41.0       18.8       26.0       25.7       40.5       92.8       85.3:       7.2       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       152        126        171        106        138        342        359:
Old  :       420:       149        126        148         93        133        314        339:
Other:       228:        52         57         46         52        103        132        188:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       14.6       25.0       22.1       13.0       10.4       22.1       16.7
Old  :                 15.9       14.5       28.2       22.3       15.1       12.3       25.2       18.6
Other:                 34.8       23.5       50.5       34.2       25.3        9.8       35.9       16.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,829,734:   394,226     70,385    609,853    653,115    876,118  1,657,195  1,556,357:   172,540    273,377
Old  : 1,704,169:   363,100     89,917    569,509    610,713    799,113  1,543,321  1,458,538:   160,847    245,631
Other:   125,565:    59,041      8,384     12,430     42,402     77,006    113,873     97,819:    11,692     27,746
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    29,386:    -3,009      9,992     22,779     13,250    -12,900     33,021     19,872:    -3,635      9,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        3.8       33.3       35.7       47.9       90.6       85.1:       9.4       14.9
Old  :     100.0:      21.3        5.3       33.4       35.8       46.9       90.6       85.6:       9.4       14.4
Other:     100.0:      47.0        6.7        9.9       33.8       61.3       90.7       77.9:       9.3       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       854:       243        164        270        275        407        631        734:
Old  :       850:       237        167        265        267        404        617        729:
Other:       419:        57         57         40         75        274        151        354:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       10.3       17.5       17.0        7.5        6.0       13.1        9.7
Old  :                  9.8        9.4       17.8       16.1        7.7        6.2       13.5       10.1
Other:                 37.8       27.2       48.6       33.5       37.7       26.2       46.2       31.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    12,291:     3,727        513        564      5,378     10,441      9,669     11,519:     2,621        772
Old  :    12,269:     3,732        514        558      5,359     10,428      9,649     11,501:     2,619        768
Other:        22:         1          5          0         19         13         20         18:         2          4
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :      -321:      -501       -231        -29        183        -11       -348       -271:        27        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        4.2        4.6       43.8       85.0       78.7       93.7:      21.3        6.3
Old  :     100.0:      30.4        4.2        4.6       43.7       85.0       78.6       93.7:      21.4        6.3
Other:     100.0:       4.5       22.8        0.0       86.2       59.0       90.8       81.8:       9.2       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        21          4          9         15         13         38         24:
Old  :        44:        21          4          9         15         13         38         24:
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  :                 32.7       67.3       51.5       80.7       28.8       59.2       44.3       72.3
Old  :                 32.7       67.4       51.5       80.9       28.8       59.4       44.4       72.5
Other:                 90.8       81.8       90.8       81.8       81.7       72.8       81.7       72.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,157,098:   269,798     55,489    434,176    369,650    573,388  1,073,624  1,063,054:    83,474     94,044
Old  : 1,112,715:   257,402     59,548    419,490    356,696    544,987  1,033,588  1,024,025:    79,127     88,690
Other:    44,384:    20,733      4,280      6,349     12,954     28,401     40,036     39,030:     4,347      5,354
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -11,292:   -16,768      2,726     -4,461     14,406    -15,452     -6,823    -17,187:    -4,469      5,895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        4.8       37.5       31.9       49.6       92.8       91.9:       7.2        8.1
Old  :     100.0:      23.1        5.4       37.7       32.1       49.0       92.9       92.0:       7.1        8.0
Other:     100.0:      46.7        9.6       14.3       29.2       64.0       90.2       87.9:       9.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       661:       252        162        272        173        224        538        556:
Old  :       660:       245        174        265        171        221        529        552:
Other:       252:        60         48         27         42        124        115        187:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       14.1       19.9       23.0        6.4        9.9       10.8       14.1
Old  :                 13.0       13.2       20.2       22.3        7.8       10.3       12.5       14.6
Other:                 33.6       48.1       44.0       57.6       30.8       47.4       39.2       53.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   364,847:    79,557     42,394     71,934    168,857    222,214    320,348    336,542:    44,498     28,305
Old  :   353,658:    81,404     44,637     66,002    163,915    215,443    311,321    326,082:    42,336     27,576
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                   :
     :   -16,305:    -9,809       -180     -4,963     -3,202    -14,805    -17,975    -19,948:     1,670      3,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       11.6       19.7       46.3       60.9       87.8       92.2:      12.2        7.8
Old  :     100.0:      23.0       12.6       18.7       46.3       60.9       88.0       92.2:      12.0        7.8
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  :       263:        87         63         86         82         77        219        191:
Old  :       263:        90         66         85         82         77        218        191:
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  :                 13.1       27.9       22.7       38.3       10.0       21.5       17.6       29.0
Old  :                 13.2       28.1       22.8       38.5       10.1       22.1       17.9       29.5
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 with Delta-adjusted Options and Futures Combined, 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  :   678,750:    42,306     42,894     72,680    403,895    395,172    518,882    510,745:   159,868    168,004
Old  :   678,750:    42,306     42,894     72,680    403,895    395,172    518,882    510,745:   159,868    168,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    18,078:   -26,784     -3,124     25,804     27,811    -21,551     26,830      1,129:    -8,752     16,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        6.3       10.7       59.5       58.2       76.4       75.2:      23.6       24.8
Old  :     100.0:       6.2        6.3       10.7       59.5       58.2       76.4       75.2:      23.6       24.8
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  :       153:        24         31         36         82         80        129        124:
Old  :       153:        24         31         36         82         80        129        124:
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       13.4       25.5       22.9       12.7       13.1       18.4       19.9
Old  :                 18.2       13.4       25.5       22.9       12.7       13.1       18.4       19.9
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, 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  :   361,877:    41,813     34,302      2,542    249,818    264,744    294,173    301,588:    67,704     60,289
Old  :   361,877:    41,813     34,302      2,542    249,818    264,744    294,173    301,588:    67,704     60,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -17,054:     2,471        338    -10,864     -8,533     -8,228    -16,926    -18,754:      -128      1,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        9.5        0.7       69.0       73.2       81.3       83.3:      18.7       16.7
Old  :     100.0:      11.6        9.5        0.7       69.0       73.2       81.3       83.3:      18.7       16.7
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  :        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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   312,833:    74,839     11,353     91,768     96,618    184,454    263,225    287,575:    49,608     25,258
Old  :   302,712:    72,458     10,980     88,669     92,917    178,368    254,045    278,018:    48,667     24,695
Other:    10,121:     3,041      1,033      2,438      3,701      6,086      9,180      9,557:       940        564
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     2,506:    -6,744       -596      2,458      7,136      2,219      2,850      4,081:      -344     -1,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        3.6       29.3       30.9       59.0       84.1       91.9:      15.9        8.1
Old  :     100.0:      23.9        3.6       29.3       30.7       58.9       83.9       91.8:      16.1        8.2
Other:     100.0:      30.0       10.2       24.1       36.6       60.1       90.7       94.4:       9.3        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        84         33         71         81         77        201        163:
Old  :       230:        85         34         70         81         77        200        162:
Other:        43:         9          7          5         25         11         36         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       32.9       20.5       44.8        6.6       24.4       11.5       32.3
Old  :                 13.5       32.2       20.6       44.3        6.8       24.1       11.9       32.3
Other:                 47.1       60.2       63.7       78.6       34.2       42.5       46.3       56.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    14,628:     2,793      5,816        571      8,081      6,589     11,444     12,976:     3,183      1,651
Old  :    14,623:     2,793      5,813        571      8,078      6,589     11,441     12,973:     3,181      1,649
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :      -147:       -30        -47       -128       -183         -1       -341       -176:       193         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       39.8        3.9       55.2       45.0       78.2       88.7:      21.8       11.3
Old  :     100.0:      19.1       39.8        3.9       55.2       45.1       78.2       88.7:      21.8       11.3
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:        16         24          8         26         11         47         38:
Old  :        66:        16         24          8         26         11         47         38:
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  :                 36.6       43.1       50.8       58.0       36.5       41.8       50.7       56.8
Old  :                 36.6       43.1       50.8       58.1       36.5       41.8       50.8       56.8
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 with Delta-adjusted Options and Futures Combined, 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  : 1,043,803:   287,193    186,176     80,117    548,782    700,754    916,093    967,047:   127,710     76,756
Old  : 1,043,803:   287,193    186,176     80,117    548,782    700,754    916,093    967,047:   127,710     76,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :   -43,795:    -6,417    -18,072     -9,761    -32,409    -13,365    -48,587    -41,198:     4,792     -2,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       17.8        7.7       52.6       67.1       87.8       92.6:      12.2        7.4
Old  :     100.0:      27.5       17.8        7.7       52.6       67.1       87.8       92.6:      12.2        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        47         34         26         97         93        155        142:
Old  :       213:        47         34         26         97         93        155        142:
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  :                 17.5       28.3       28.6       39.6       17.5       25.8       27.3       34.9
Old  :                 17.5       28.3       28.6       39.6       17.5       25.8       27.3       34.9
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, 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  : 2,019,648:   272,582    173,203    241,553  1,196,019  1,295,711  1,710,154  1,710,467:   309,494    309,181
Old  : 2,019,648:   272,582    173,203    241,553  1,196,019  1,295,711  1,710,154  1,710,467:   309,494    309,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    74,588:    -1,992      8,562     25,467     62,695     35,068     86,170     69,098:   -11,582      5,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        8.6       12.0       59.2       64.2       84.7       84.7:      15.3       15.3
Old  :     100.0:      13.5        8.6       12.0       59.2       64.2       84.7       84.7:      15.3       15.3
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  :       267:        39         60         67        140        146        226        226:
Old  :       267:        39         60         67        140        146        226        226:
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  :                 18.9       24.3       27.4       30.8       17.7       19.0       24.2       24.8
Old  :                 18.9       24.3       27.4       30.8       17.7       19.0       24.2       24.8
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, 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  : 1,410,330:   279,439    123,868     65,105    805,099    980,539  1,149,644  1,169,512:   260,686    240,818
Old  : 1,410,330:   279,439    123,868     65,105    805,099    980,539  1,149,644  1,169,512:   260,686    240,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    42,265:   -24,336     -4,034    -13,563     62,521     56,523     24,622     38,926:    17,643      3,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        8.8        4.6       57.1       69.5       81.5       82.9:      18.5       17.1
Old  :     100.0:      19.8        8.8        4.6       57.1       69.5       81.5       82.9:      18.5       17.1
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  :       185:        40         28         32         84         96        135        145:
Old  :       185:        40         28         32         84         96        135        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       26.6       27.7       37.2       14.9       26.4       25.8       35.4
Old  :                 15.2       26.6       27.7       37.2       14.9       26.4       25.8       35.4
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, 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  :   453,132:    16,520     45,156     80,055    326,583    288,562    423,158    413,772:    29,975     39,360
Old  :   453,132:    16,520     45,156     80,055    326,583    288,562    423,158    413,772:    29,975     39,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :     4,281:     3,027     -6,837     -1,761      1,240      9,946      2,506      1,347:     1,776      2,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       10.0       17.7       72.1       63.7       93.4       91.3:       6.6        8.7
Old  :     100.0:       3.6       10.0       17.7       72.1       63.7       93.4       91.3:       6.6        8.7
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  :        80:        16         16         25         42         41         69         71:
Old  :        80:        16         16         25         42         41         69         71:
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  :                 41.0       29.7       50.1       47.6       31.5       24.8       36.2       32.6
Old  :                 41.0       29.7       50.1       47.6       31.5       24.8       36.2       32.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    77,763:    26,086      6,060      1,957     40,024     62,622     68,067     70,639:     9,696      7,124
Old  :    77,763:    26,086      6,060      1,957     40,024     62,622     68,067     70,639:     9,696      7,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    13,269:     3,771        116        808      8,628     11,367     13,208     12,291:        61        978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.8        2.5       51.5       80.5       87.5       90.8:      12.5        9.2
Old  :     100.0:      33.5        7.8        2.5       51.5       80.5       87.5       90.8:      12.5        9.2
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  :       105:        33         13         10         47         35         86         53:
Old  :       105:        33         13         10         47         35         86         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       39.8       36.0       55.1       19.8       39.8       32.1       51.4
Old  :                 20.6       39.8       36.0       55.1       19.8       39.8       32.1       51.4
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, 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  :   155,525:    52,171     12,120      3,914     80,049    125,244    136,134    141,277:    19,391     14,248
Old  :   155,525:    52,171     12,120      3,914     80,049    125,244    136,134    141,277:    19,391     14,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 11, 2012                   :
     :    26,538:     7,542        231      1,617     17,257     22,734     26,415     24,582:       123      1,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.8        2.5       51.5       80.5       87.5       90.8:      12.5        9.2
Old  :     100.0:      33.5        7.8        2.5       51.5       80.5       87.5       90.8:      12.5        9.2
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  :       105:        33         13         10         47         35         86         53:
Old  :       105:        33         13         10         47         35         86         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       39.8       36.0       55.1       19.8       39.8       32.1       51.4
Old  :                 20.6       39.8       36.0       55.1       19.8       39.8       32.1       51.4
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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