```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   607,813:   136,850     98,173    176,173    248,217    279,770    561,241    554,117:    46,572     53,696
Old  :   476,155:   111,108     92,549    123,752    203,082    223,598    437,941    439,899:    38,213     36,255
Other:   131,658:    43,753     23,635     34,411     45,135     56,172    123,299    114,217:     8,359     17,441
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :     5,228:    -1,277     -2,055     -1,558      4,375      7,565      1,540      3,952:     3,688      1,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       16.2       29.0       40.8       46.0       92.3       91.2:       7.7        8.8
Old  :     100.0:      23.3       19.4       26.0       42.7       47.0       92.0       92.4:       8.0        7.6
Other:     100.0:      33.2       18.0       26.1       34.3       42.7       93.7       86.8:       6.3       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       445:       162        135        177        104        128        362        357:
Old  :       429:       154        136        155         89        123        330        336:
Other:       250:        66         62         66         64        103        165        206:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       14.8       24.5       22.6       12.7       11.6       21.2       16.7
Old  :                 16.7       17.0       26.9       25.2       15.4       15.6       22.9       22.0
Other:                 30.0       18.7       43.3       28.6       23.9        9.9       33.0       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  : 1,887,427:   368,216     77,004    632,391    705,229    905,605  1,705,837  1,615,000:   181,589    272,427
Old  : 1,704,302:   326,227     90,346    573,923    636,574    808,128  1,536,724  1,472,397:   167,578    231,905
Other:   183,125:    82,424     27,093     18,033     68,655     97,477    169,113    142,603:    14,012     40,522
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    12,674:     1,043       -337     -4,576     17,124     18,840     13,591     13,928:      -918     -1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5        4.1       33.5       37.4       48.0       90.4       85.6:       9.6       14.4
Old  :     100.0:      19.1        5.3       33.7       37.4       47.4       90.2       86.4:       9.8       13.6
Other:     100.0:      45.0       14.8        9.8       37.5       53.2       92.3       77.9:       7.7       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       843:       243        162        294        300        393        670        737:
Old  :       839:       248        155        280        291        391        653        725:
Other:       472:        69         83         50         97        277        189        390:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       10.1       17.0       16.9        6.7        6.2       12.0        9.5
Old  :                 10.2        9.9       17.5       16.2        7.7        6.5       13.3        9.8
Other:                 36.0       24.0       50.0       31.2       35.6       23.1       49.4       29.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :    12,874:     2,173        387        729      7,360     10,353     10,262     11,469:     2,612      1,405
Old  :    12,819:     2,175        389        725      7,321     10,314     10,221     11,428:     2,598      1,391
Other:        55:         2          2          0         39         39         41         41:        14         14
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :      -810:    -1,430         76        120        714       -934       -596       -738:      -214        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        3.0        5.7       57.2       80.4       79.7       89.1:      20.3       10.9
Old  :     100.0:      17.0        3.0        5.7       57.1       80.5       79.7       89.1:      20.3       10.9
Other:     100.0:       3.6        3.7        0.0       70.8       70.8       74.5       74.6:      25.5       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15          7         13         14         13         36         28:
Old  :        43:        15          7         13         14         13         36         28:
Other:         8:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       67.1       52.2       78.1       29.7       53.1       44.6       62.4
Old  :                 34.5       67.1       52.3       78.2       29.7       53.3       44.6       62.5
Other:                 70.8       74.6       74.5       74.6       63.6       67.3       67.2       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   837,306:   215,573     34,553    259,285    291,156    468,466    766,014    762,304:    71,293     75,002
Old  :   765,983:   197,848     28,065    234,877    266,743    438,482    699,468    701,424:    66,515     64,560
Other:    71,323:    31,633     20,397     10,499     24,414     29,984     66,546     60,881:     4,777     10,442
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    -4,296:    -3,461      2,889      9,423     -8,558    -10,311     -2,597      2,001:    -1,699     -6,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.1       31.0       34.8       55.9       91.5       91.0:       8.5        9.0
Old  :     100.0:      25.8        3.7       30.7       34.8       57.2       91.3       91.6:       8.7        8.4
Other:     100.0:      44.4       28.6       14.7       34.2       42.0       93.3       85.4:       6.7       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       535:       198        122        214        152        186        443        445:
Old  :       531:       211        111        201        147        186        431        436:
Other:       243:        40         75         35         44        111        107        201:
     :----------------------------------------------------------------------------------------------------
     :             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       15.1       22.2       23.8        8.7       12.2       15.1       18.1
Old  :                 14.9       14.4       22.8       23.7       11.3       13.4       18.1       19.7
Other:                 42.3       30.8       56.2       41.9       42.3       30.4       54.4       40.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   435,951:    48,636     93,249    122,796    229,205    182,091    400,637    398,137:    35,315     37,815
Old  :   419,158:    50,435     94,666    115,999    220,761    171,227    387,195    381,892:    31,963     37,267
Other:    16,793:     2,277      2,660      2,721      8,444     10,864     13,442     16,245:     3,351        548
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    48,138:    -2,125     14,866     25,358     25,019      7,038     48,251     47,262:      -113        877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       21.4       28.2       52.6       41.8       91.9       91.3:       8.1        8.7
Old  :     100.0:      12.0       22.6       27.7       52.7       40.9       92.4       91.1:       7.6        8.9
Other:     100.0:      13.6       15.8       16.2       50.3       64.7       80.0       96.7:      20.0        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        58        108        144         86         80        252        273:
Old  :       315:        61        114        143         86         80        252        272:
Other:        67:        14          9         16         30         15         55         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.6       19.1       22.2       26.8        9.2       10.5       15.9       16.4
Old  :                 12.5       18.8       22.5       26.7        9.5       10.7       16.3       16.9
Other:                 27.3       54.4       45.8       73.6       22.3       54.4       36.1       70.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   652,562:    39,518     54,829     48,160    415,564    393,707    503,243    496,696:   149,319    155,865
Old  :   652,562:    39,518     54,829     48,160    415,564    393,707    503,243    496,696:   149,319    155,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    18,020:     3,446      7,770      2,244     17,694      7,950     23,384     17,964:    -5,365         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        8.4        7.4       63.7       60.3       77.1       76.1:      22.9       23.9
Old  :     100.0:       6.1        8.4        7.4       63.7       60.3       77.1       76.1:      22.9       23.9
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  :       168:        30         32         46         86         88        141        141:
Old  :       168:        30         32         46         86         88        141        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       12.5       28.7       21.4       17.0       11.2       24.6       19.3
Old  :                 20.9       12.5       28.7       21.4       17.0       11.2       24.6       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   346,406:    18,692     38,507      2,197    255,894    252,930    276,783    293,634:    69,623     52,772
Old  :   346,406:    18,692     38,507      2,197    255,894    252,930    276,783    293,634:    69,623     52,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    -7,740:    -4,406      7,337     -4,938        979    -10,195     -8,365     -7,796:       624         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       11.1        0.6       73.9       73.0       79.9       84.8:      20.1       15.2
Old  :     100.0:       5.4       11.1        0.6       73.9       73.0       79.9       84.8:      20.1       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         6          7          5         33         36         43         44:
Old  :        61:         6          7          5         33         36         43         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       38.0       50.3       49.8       32.8       37.7       44.1       47.5
Old  :                 35.1       38.0       50.3       49.8       32.8       37.7       44.1       47.5
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, November 6, 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  :    11,058:     3,956        423      1,883      4,608      8,367     10,447     10,673:       611        385
Old  :    11,058:     3,956        423      1,883      4,608      8,367     10,447     10,673:       611        385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :        88:        -4       -205        -15         32        147         13        -73:        75        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8        3.8       17.0       41.7       75.7       94.5       96.5:       5.5        3.5
Old  :     100.0:      35.8        3.8       17.0       41.7       75.7       94.5       96.5:       5.5        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7          3          4         18         19         28         24:
Old  :        33:         7          3          4         18         19         28         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       43.5       78.1       71.2       36.2       24.8       40.8       36.1
Old  :                 67.4       43.5       78.1       71.2       36.2       24.8       40.8       36.1
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, November 6, 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  :   290,458:    68,254     16,059     78,983     93,257    171,485    240,494    266,527:    49,963     23,931
Old  :   275,163:    63,949     16,535     74,676     88,034    161,193    226,659    252,404:    48,504     22,759
Other:    15,295:     5,729        948      2,883      5,223     10,292     13,836     14,123:     1,459      1,172
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :     1,074:    -3,314        409      6,434     -4,577     -6,959     -1,457       -116:     2,531      1,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        5.5       27.2       32.1       59.0       82.8       91.8:      17.2        8.2
Old  :     100.0:      23.2        6.0       27.1       32.0       58.6       82.4       91.7:      17.6        8.3
Other:     100.0:      37.5        6.2       18.8       34.2       67.3       90.5       92.3:       9.5        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        64         37         59         82         79        179        152:
Old  :       203:        63         41         58         82         79        179        151:
Other:        57:        16          6         11         31         12         49         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       31.4       19.0       44.7        6.1       25.5       10.9       32.3
Old  :                 12.1       30.2       18.8       44.0        5.7       24.7       10.5       31.9
Other:                 47.9       53.0       63.6       70.7       38.3       44.9       46.6       58.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :    14,240:     2,716      4,977        285      8,022      7,087     11,023     12,349:     3,217      1,891
Old  :    14,223:     2,716      4,977        285      8,022      7,072     11,023     12,334:     3,200      1,889
Other:        17:         0          0          0          0         15          0         15:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :      -678:       197         34       -289       -431       -369       -522       -624:      -155        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       35.0        2.0       56.3       49.8       77.4       86.7:      22.6       13.3
Old  :     100.0:      19.1       35.0        2.0       56.4       49.7       77.5       86.7:      22.5       13.3
Other:     100.0:       0.0        0.0        0.0        0.0       88.2        0.0       88.2:     100.0       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        18         15          4         26         12         44         31:
Old  :        62:        18         15          4         26         11         44         30:
Other:         4:         0          0          0          0          4          0          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       47.0       51.2       63.4       36.3       45.9       51.1       62.3
Old  :                 36.4       47.0       51.3       63.4       36.4       45.9       51.2       62.3
Other:                  0.0       88.2        0.0       88.2        0.0       88.2        0.0       88.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  : 1,081,345:   218,064    257,603     96,522    643,101    631,372    957,687    985,497:   123,658     95,847
Old  : 1,081,345:   218,064    257,603     96,522    643,101    631,372    957,687    985,497:   123,658     95,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    25,336:     9,703      2,648     14,150     -4,182     12,201     19,671     28,999:     5,665     -3,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       23.8        8.9       59.5       58.4       88.6       91.1:      11.4        8.9
Old  :     100.0:      20.2       23.8        8.9       59.5       58.4       88.6       91.1:      11.4        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        42         44         32        105         93        164        152:
Old  :       221:        42         44         32        105         93        164        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       29.2       28.5       39.3       18.0       27.2       26.0       36.1
Old  :                 19.8       29.2       28.5       39.3       18.0       27.2       26.0       36.1
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, November 6, 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  : 2,117,251:   330,725    182,670    252,179  1,247,869  1,334,480  1,830,773  1,769,329:   286,478    347,922
Old  : 2,117,251:   330,725    182,670    252,179  1,247,869  1,334,480  1,830,773  1,769,329:   286,478    347,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    49,449:   -40,145     11,389     36,079     54,888     -7,309     50,821     40,159:    -1,373      9,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        8.6       11.9       58.9       63.0       86.5       83.6:      13.5       16.4
Old  :     100.0:      15.6        8.6       11.9       58.9       63.0       86.5       83.6:      13.5       16.4
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  :       288:        52         59         74        145        151        236        245:
Old  :       288:        52         59         74        145        151        236        245:
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  :                 16.8       19.2       25.8       25.5       16.1       14.9       23.5       20.6
Old  :                 16.8       19.2       25.8       25.5       16.1       14.9       23.5       20.6
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, November 6, 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  : 1,566,439:   223,546    143,226    140,683    973,122  1,006,322  1,337,351  1,290,231:   229,088    276,207
Old  : 1,566,439:   223,546    143,226    140,683    973,122  1,006,322  1,337,351  1,290,231:   229,088    276,207
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    41,560:     4,410    -12,433     21,836     25,306     18,647     51,553     28,050:    -9,992     13,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.1        9.0       62.1       64.2       85.4       82.4:      14.6       17.6
Old  :     100.0:      14.3        9.1        9.0       62.1       64.2       85.4       82.4:      14.6       17.6
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  :       206:        30         39         35         98        112        147        167:
Old  :       206:        30         39         35         98        112        147        167:
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  :                 16.0       19.5       27.3       28.3       15.1       19.3       25.3       26.1
Old  :                 16.0       19.5       27.3       28.3       15.1       19.3       25.3       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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  :   373,011:    12,855     48,476     63,813    274,915    226,623    351,583    338,911:    21,429     34,100
Old  :   373,011:    12,855     48,476     63,813    274,915    226,623    351,583    338,911:    21,429     34,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :   -61,321:   -18,027      1,728     -6,155    -37,932    -57,870    -62,113    -62,297:       792        975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       13.0       17.1       73.7       60.8       94.3       90.9:       5.7        9.1
Old  :     100.0:       3.4       13.0       17.1       73.7       60.8       94.3       90.9:       5.7        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  :        73:        10         16         23         39         38         63         66:
Old  :        73:        10         16         23         39         38         63         66:
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  :                 39.7       27.1       49.4       47.1       31.5       24.8       37.9       35.2
Old  :                 39.7       27.1       49.4       47.1       31.5       24.8       37.9       35.2
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, November 6, 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  :    52,350:    15,007      6,240      2,252     27,306     39,414     44,564     47,905:     7,786      4,445
Old  :    52,350:    15,007      6,240      2,252     27,306     39,414     44,564     47,905:     7,786      4,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    -2,651:    -1,640     -2,193        714       -818     -1,425     -1,744     -2,904:      -907        253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       11.9        4.3       52.2       75.3       85.1       91.5:      14.9        8.5
Old  :     100.0:      28.7       11.9        4.3       52.2       75.3       85.1       91.5:      14.9        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        27         13          9         36         28         67         46:
Old  :        92:        27         13          9         36         28         67         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       40.0       36.0       60.5       20.6       40.0       35.4       60.3
Old  :                 20.6       40.0       36.0       60.5       20.6       40.0       35.4       60.3
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, November 6, 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  :   104,701:    30,013     12,480      4,503     54,613     78,828     89,129     95,811:    15,572      8,890
Old  :   104,701:    30,013     12,480      4,503     54,613     78,828     89,129     95,811:    15,572      8,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :    -5,302:    -3,280     -4,386      1,428     -1,636     -2,850     -3,488     -5,808:    -1,814        506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       11.9        4.3       52.2       75.3       85.1       91.5:      14.9        8.5
Old  :     100.0:      28.7       11.9        4.3       52.2       75.3       85.1       91.5:      14.9        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        27         13          9         36         28         67         46:
Old  :        92:        27         13          9         36         28         67         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       40.0       36.0       60.5       20.6       40.0       35.4       60.3
Old  :                 20.6       40.0       36.0       60.5       20.6       40.0       35.4       60.3
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, November 6, 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  :     7,150:     4,887      6,138        994      1,143          0      7,024      7,132:       126         18
Old  :     7,150:     4,887      6,138        994      1,143          0      7,024      7,132:       126         18
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :       394:       581        417        -37       -119          0        425        380:       -31         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.3       85.8       13.9       16.0        0.0       98.2       99.7:       1.8        0.3
Old  :     100.0:      68.3       85.8       13.9       16.0        0.0       98.2       99.7:       1.8        0.3
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  :        20:        11          7          3          2          0         15          8:
Old  :        20:        11          7          3          2          0         15          8:
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  :                 70.1       85.0       89.9       99.7       70.1       76.3       79.2       85.8
Old  :                 70.1       85.0       89.9       99.7       70.1       76.3       79.2       85.8
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, November 6, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,529:     1,254      4,223          1     10,055      7,265     11,310     11,489:       219         40
Old  :    11,529:     1,254      4,223          1     10,055      7,265     11,310     11,489:       219         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :      -471:      -953       -943          0        443        476       -510       -467:        39         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       36.6        0.0       87.2       63.0       98.1       99.7:       1.9        0.3
Old  :     100.0:      10.9       36.6        0.0       87.2       63.0       98.1       99.7:       1.9        0.3
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  :        32:         8          7          1          5         12         14         19:
Old  :        32:         8          7          1          5         12         14         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  :                 87.7       80.8       95.1       91.2       87.7       80.8       95.1       91.2
Old  :                 87.7       80.8       95.1       91.2       87.7       80.8       95.1       91.2
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, November 6, 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  :    14,020:     1,450      2,276          0     12,331     11,690     13,781     13,966:       239         54
Old  :    14,020:     1,450      2,276          0     12,331     11,690     13,781     13,966:       239         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 30, 2012                     :
     :        51:      -331        474          0        431       -422        100         52:       -49         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       16.2        0.0       88.0       83.4       98.3       99.6:       1.7        0.4
Old  :     100.0:      10.3       16.2        0.0       88.0       83.4       98.3       99.6:       1.7        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  :        31:         6          7          0          4         15         10         22:
Old  :        31:         6          7          0          4         15         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.9       59.6       97.8       80.4       94.9       59.6       97.8       80.4
Old  :                 94.9       59.6       97.8       80.4       94.9       59.6       97.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 9, 2012