```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 24, 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  :   448,550:   106,352    125,911     74,871    236,460    197,621    417,683    398,403:    30,867     50,147
Old  :   305,442:    78,374    114,016     27,113    178,075    133,346    283,562    274,475:    21,880     30,967
Other:   143,108:    51,495     35,412     24,241     58,385     64,275    134,121    123,928:     8,987     19,180
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     7,680:    -4,919      4,538      3,862     10,904      1,170      9,847      9,570:    -2,167     -1,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       28.1       16.7       52.7       44.1       93.1       88.8:       6.9       11.2
Old  :     100.0:      25.7       37.3        8.9       58.3       43.7       92.8       89.9:       7.2       10.1
Other:     100.0:      36.0       24.7       16.9       40.8       44.9       93.7       86.6:       6.3       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       108        120        103         95        116        261        291:
Old  :       354:       107        111         55         76         92        214        230:
Other:       243:        46         69         40         64        107        141        195:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       19.7       31.7       28.2       17.5       16.2       30.5       23.3
Old  :                 23.0       27.6       39.1       37.9       23.0       27.4       39.1       37.7
Other:                 25.0       14.5       39.3       24.0       23.4       13.4       33.8       21.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 24, 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  : 1,137,584:   353,439    109,787    152,772    502,020    666,629  1,008,231    929,188:   129,353    208,396
Old  :   927,556:   316,685    117,198     82,159    417,053    564,695    815,897    764,052:   111,659    163,504
Other:   210,028:   104,314     60,149      3,053     84,967    101,934    192,334    165,136:    17,694     44,892
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -15,948:   -33,682      7,033      8,346     16,810    -37,063     -8,526    -21,684:    -7,422      5,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        9.7       13.4       44.1       58.6       88.6       81.7:      11.4       18.3
Old  :     100.0:      34.1       12.6        8.9       45.0       60.9       88.0       82.4:      12.0       17.6
Other:     100.0:      49.7       28.6        1.5       40.5       48.5       91.6       78.6:       8.4       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       699:       171        125        155        218        335        464        558:
Old  :       685:       186        106        123        200        322        430        518:
Other:       478:        51        104         23         89        271        155        385:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       11.4       23.0       19.0       11.6        8.7       20.5       14.1
Old  :                 14.7       11.5       25.6       18.5       13.5       11.0       24.1       17.5
Other:                 38.2       25.4       55.5       32.3       37.9       25.3       55.2       32.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 24, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,040:     1,855      1,262        183      5,695      7,727      7,733      9,172:     2,307        868
Old  :     9,716:     1,859      1,254        178      5,406      7,435      7,443      8,867:     2,273        849
Other:       324:         0         12          1        289        292        290        305:        34         19
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -1,011:    -1,593        -26         99        421       -995     -1,073       -922:        62        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       12.6        1.8       56.7       77.0       77.0       91.4:      23.0        8.6
Old  :     100.0:      19.1       12.9        1.8       55.6       76.5       76.6       91.3:      23.4        8.7
Other:     100.0:       0.0        3.7        0.3       89.2       90.1       89.5       94.1:      10.5        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          8          4         16         11         31         22:
Old  :        42:        12          8          4         15         11         30         22:
Other:        15:         0          3          1          8          6          9          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       61.1       50.8       78.2       33.4       59.3       48.5       72.4
Old  :                 33.1       62.1       49.8       78.8       33.1       61.0       48.2       73.8
Other:                 80.6       77.5       89.2       93.5       61.1       66.7       66.4       71.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 24, 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  :   569,969:   178,921     64,308     77,532    254,845    365,490    511,298    507,330:    58,671     62,639
Old  :   498,555:   160,865     58,535     57,135    228,528    334,267    446,528    449,937:    52,027     48,618
Other:    71,414:    36,781     24,498      1,672     26,317     31,223     64,770     57,393:     6,644     14,021
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -41,716:   -18,531      4,319    -11,649     -2,234    -27,202    -32,414    -34,532:    -9,302     -7,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       11.3       13.6       44.7       64.1       89.7       89.0:      10.3       11.0
Old  :     100.0:      32.3       11.7       11.5       45.8       67.0       89.6       90.2:      10.4        9.8
Other:     100.0:      51.5       34.3        2.3       36.9       43.7       90.7       80.4:       9.3       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       432:       137        106        151        126        141        350        341:
Old  :       428:       147        103        131        122        130        335        317:
Other:       204:        37         63         12         36         83         81        152:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       19.3       28.0       29.8       16.9       18.2       26.0       27.6
Old  :                 20.2       21.7       30.3       32.3       20.0       20.5       30.1       29.5
Other:                 45.0       24.2       61.2       37.3       45.0       24.2       61.2       36.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 24, 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  :   314,237:    65,212    104,579     50,582    168,771    125,891    284,565    281,052:    29,672     33,185
Old  :   286,704:    66,711    107,290     39,326    155,979    108,238    262,016    254,854:    24,688     31,850
Other:    27,533:     5,020      3,808      4,737     12,792     17,653     22,549     26,198:     4,984      1,335
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -4,119:      -411     11,037     -4,974      3,182     -8,558     -2,203     -2,495:    -1,916     -1,624
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       33.3       16.1       53.7       40.1       90.6       89.4:       9.4       10.6
Old  :     100.0:      23.3       37.4       13.7       54.4       37.8       91.4       88.9:       8.6       11.1
Other:     100.0:      18.2       13.8       17.2       46.5       64.1       81.9       95.2:      18.1        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        66         91         91         70         61        197        207:
Old  :       267:        67         97         87         69         58        192        201:
Other:        83:        23         11         18         32         19         66         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       18.5       25.2       27.1       13.3       14.9       23.1       22.6
Old  :                 15.5       18.9       26.4       28.1       15.3       15.4       25.4       23.9
Other:                 27.8       46.2       43.6       64.0       22.3       38.5       32.7       53.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 24, 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  :   541,853:    55,121     50,416      4,990    349,703    333,302    409,814    388,708:   132,039    153,145
Old  :   541,853:    55,121     50,416      4,990    349,703    333,302    409,814    388,708:   132,039    153,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -34,424:   -28,470    -21,010       -369     -3,045    -21,474    -31,884    -42,853:    -2,540      8,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        9.3        0.9       64.5       61.5       75.6       71.7:      24.4       28.3
Old  :     100.0:      10.2        9.3        0.9       64.5       61.5       75.6       71.7:      24.4       28.3
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  :       146:        29         24         12         59         70         95         99:
Old  :       146:        29         24         12         59         70         95         99:
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  :                 26.2       15.9       34.5       27.6       22.9       14.2       30.2       24.4
Old  :                 26.2       15.9       34.5       27.6       22.9       14.2       30.2       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, December 24, 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  :   355,535:    21,678     46,549      2,911    267,037    252,684    291,626    302,144:    63,909     53,391
Old  :   355,535:    21,678     46,549      2,911    267,037    252,684    291,626    302,144:    63,909     53,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    -9,744:      -149     -4,025         20     -9,700         57     -9,829     -3,948:        85     -5,796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       13.1        0.8       75.1       71.1       82.0       85.0:      18.0       15.0
Old  :     100.0:       6.1       13.1        0.8       75.1       71.1       82.0       85.0:      18.0       15.0
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  :        64:         8          6          4         28         38         39         45:
Old  :        64:         8          6          4         28         38         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       40.6       50.8       53.3       33.7       39.1       44.3       50.8
Old  :                 35.9       40.6       50.8       53.3       33.7       39.1       44.3       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, December 24, 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  :     8,624:     1,197        552        920      5,568      6,475      7,685      7,947:       939        677
Old  :     8,624:     1,197        552        920      5,568      6,475      7,685      7,947:       939        677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :      -156:       487         -6       -270       -413        -80       -196       -356:        40        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        6.4       10.7       64.6       75.1       89.1       92.1:      10.9        7.9
Old  :     100.0:      13.9        6.4       10.7       64.6       75.1       89.1       92.1:      10.9        7.9
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  :        37:         7          4          6         18         19         29         27:
Old  :        37:         7          4          6         18         19         29         27:
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  :                 40.5       43.1       60.7       65.1       19.7       23.4       29.2       35.5
Old  :                 40.5       43.1       60.7       65.1       19.7       23.4       29.2       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 24, 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  :   217,123:    66,370     20,669     22,054     86,622    154,543    175,046    197,266:    42,077     19,857
Old  :   194,720:    62,559     21,358     16,872     76,624    138,169    156,055    176,399:    38,665     18,321
Other:    22,403:     6,684      2,184      2,309      9,998     16,374     18,991     20,867:     3,412      1,536
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -20,086:    -9,660       -415     -4,806     -2,172    -12,510    -16,638    -17,731:    -3,448     -2,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6        9.5       10.2       39.9       71.2       80.6       90.9:      19.4        9.1
Old  :     100.0:      32.1       11.0        8.7       39.4       71.0       80.1       90.6:      19.9        9.4
Other:     100.0:      29.8        9.7       10.3       44.6       73.1       84.8       93.1:      15.2        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        61         38         43         70         66        158        128:
Old  :       189:        63         38         41         68         66        154        126:
Other:        64:        14         12          6         32         14         47         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       41.7       19.5       50.3        8.9       33.0       15.6       39.4
Old  :                 12.2       39.9       20.3       49.0        8.9       33.3       15.5       39.4
Other:                 35.1       57.2       57.5       71.2       33.8       50.2       49.4       61.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 24, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,311:     3,147      4,337        551      8,589      8,624     12,287     13,512:     3,024      1,799
Old  :    15,260:     3,147      4,332        551      8,589      8,581     12,287     13,464:     2,973      1,796
Other:        51:         0          5          0          0         43          0         48:        51          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       161:      -328        207        -43        418        238         47        402:       114       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       28.3        3.6       56.1       56.3       80.2       88.3:      19.8       11.7
Old  :     100.0:      20.6       28.4        3.6       56.3       56.2       80.5       88.2:      19.5       11.8
Other:     100.0:       0.0        9.8        0.0        0.0       84.3        0.0       94.1:     100.0        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        20         13          5         28         16         50         33:
Old  :        67:        20         13          5         28         16         50         33:
Other:         4:         0          1          0          0          3          0          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       45.0       46.5       60.1       33.2       44.2       45.8       58.5
Old  :                 33.3       44.9       46.7       60.1       33.3       44.2       45.9       58.5
Other:                  0.0       94.1        0.0       94.1        0.0       94.1        0.0       94.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 24, 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  : 1,042,855:   327,703    171,419     22,574    561,695    768,098    911,972    962,091:   130,883     80,764
Old  : 1,042,855:   327,703    171,419     22,574    561,695    768,098    911,972    962,091:   130,883     80,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -14,861:   -38,008    -25,670      1,414     20,371      7,364    -16,223    -16,892:     1,362      2,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       16.4        2.2       53.9       73.7       87.4       92.3:      12.6        7.7
Old  :     100.0:      31.4       16.4        2.2       53.9       73.7       87.4       92.3:      12.6        7.7
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  :       215:        50         30         11         94         90        148        127:
Old  :       215:        50         30         11         94         90        148        127:
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  :                 17.1       37.7       26.6       49.1       16.3       36.8       25.6       47.4
Old  :                 17.1       37.7       26.6       49.1       16.3       36.8       25.6       47.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, December 24, 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  : 1,604,743:   309,465    235,314     36,778    986,961  1,020,502  1,333,204  1,292,594:   271,539    312,149
Old  : 1,604,743:   309,465    235,314     36,778    986,961  1,020,502  1,333,204  1,292,594:   271,539    312,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -93,885:   -18,432    -25,441     -3,284    -60,761    -65,699    -82,477    -94,424:   -11,408        539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       14.7        2.3       61.5       63.6       83.1       80.5:      16.9       19.5
Old  :     100.0:      19.3       14.7        2.3       61.5       63.6       83.1       80.5:      16.9       19.5
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  :       245:        41         51         21         99        119        153        178:
Old  :       245:        41         51         21         99        119        153        178:
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  :                 20.5       23.9       32.1       32.4       19.4       18.8       30.1       27.1
Old  :                 20.5       23.9       32.1       32.4       19.4       18.8       30.1       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 24, 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  : 1,540,413:   199,811    190,482     23,832  1,113,723  1,071,686  1,337,366  1,286,000:   203,047    254,413
Old  : 1,540,413:   199,811    190,482     23,832  1,113,723  1,071,686  1,337,366  1,286,000:   203,047    254,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :    78,739:   -38,526     18,152      4,834    142,231     48,159    108,539     71,145:   -29,800      7,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       12.4        1.5       72.3       69.6       86.8       83.5:      13.2       16.5
Old  :     100.0:      13.0       12.4        1.5       72.3       69.6       86.8       83.5:      13.2       16.5
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  :       190:        28         39         12         78         98        112        143:
Old  :       190:        28         39         12         78         98        112        143:
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  :                 29.0       20.4       41.0       31.4       28.8       19.2       40.7       28.9
Old  :                 29.0       20.4       41.0       31.4       28.8       19.2       40.7       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 24, 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  :   439,297:    71,506     51,709     56,861    294,441    299,725    422,808    408,295:    16,489     31,002
Old  :   439,297:    71,506     51,709     56,861    294,441    299,725    422,808    408,295:    16,489     31,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :     6,628:     1,708       -885         26      8,513      5,947     10,247      5,088:    -3,619      1,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.8       12.9       67.0       68.2       96.2       92.9:       3.8        7.1
Old  :     100.0:      16.3       11.8       12.9       67.0       68.2       96.2       92.9:       3.8        7.1
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  :        80:        21         12         23         39         39         67         68:
Old  :        80:        21         12         23         39         39         67         68:
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  :                 36.2       42.6       48.1       56.6       30.7       40.1       39.4       46.7
Old  :                 36.2       42.6       48.1       56.6       30.7       40.1       39.4       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, December 24, 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  :    48,053:    13,374      3,273         52     26,774     40,921     40,200     44,246:     7,854      3,808
Old  :    48,053:    13,374      3,273         52     26,774     40,921     40,200     44,246:     7,854      3,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -29,822:    -1,486      1,311     -6,558    -19,839    -22,125    -27,882    -27,372:    -1,940     -2,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        6.8        0.1       55.7       85.2       83.7       92.1:      16.3        7.9
Old  :     100.0:      27.8        6.8        0.1       55.7       85.2       83.7       92.1:      16.3        7.9
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  :        88:        26         10          1         33         24         60         34:
Old  :        88:        26         10          1         33         24         60         34:
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  :                 24.0       55.1       39.3       71.5       23.9       55.1       39.0       71.5
Old  :                 24.0       55.1       39.3       71.5       23.9       55.1       39.0       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 24, 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  :    96,106:    26,747      6,546        104     53,548     81,841     80,399     88,491:    15,707      7,615
Old  :    96,106:    26,747      6,546        104     53,548     81,841     80,399     88,491:    15,707      7,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :   -27,007:       429     -8,204     -1,485    -24,285    -14,760    -25,341    -24,449:    -1,666     -2,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        6.8        0.1       55.7       85.2       83.7       92.1:      16.3        7.9
Old  :     100.0:      27.8        6.8        0.1       55.7       85.2       83.7       92.1:      16.3        7.9
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  :        88:        26         10          1         33         24         60         34:
Old  :        88:        26         10          1         33         24         60         34:
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  :                 24.0       55.1       39.3       71.5       23.9       55.1       39.0       71.5
Old  :                 24.0       55.1       39.3       71.5       23.9       55.1       39.0       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, December 24, 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  :     9,004:       990      4,914          0      7,891      4,019      8,881      8,933:       123         71
Old  :     9,004:       990      4,914          0      7,891      4,019      8,881      8,933:       123         71
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       234:       178        140          0         68         75        246        215:       -12         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       54.6        0.0       87.6       44.6       98.6       99.2:       1.4        0.8
Old  :     100.0:      11.0       54.6        0.0       87.6       44.6       98.6       99.2:       1.4        0.8
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  :        25:         5          7          0          3         10          8         17:
Old  :        25:         5          7          0          3         10          8         17:
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  :                 95.8       72.5       98.6       87.5       95.8       72.5       98.6       87.5
Old  :                 95.8       72.5       98.6       87.5       95.8       72.5       98.6       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, December 24, 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  :     8,192:       687      1,276          0      7,325      6,882      8,012      8,158:       180         34
Old  :     8,192:       687      1,276          0      7,325      6,882      8,012      8,158:       180         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 18, 2012                    :
     :       -17:      -339        -30          0        326          8        -13        -22:        -4          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       15.6        0.0       89.4       84.0       97.8       99.6:       2.2        0.4
Old  :     100.0:       8.4       15.6        0.0       89.4       84.0       97.8       99.6:       2.2        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  :        22:         3          4          0          4         12          7         16:
Old  :        22:         3          4          0          4         12          7         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.5       62.9       97.8       87.1       95.5       62.9       97.3       87.1
Old  :                 95.5       62.9       97.8       87.1       95.5       62.9       97.3       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 28, 2012