```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      528,529
COMMITMENTS
 106,703  116,923  133,828  250,411  221,977  490,942  472,727   37,587   55,802

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     11,689)
  -4,505   13,663      541   19,608   -1,913   15,644   12,291   -3,955     -602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     22.1     25.3     47.4     42.0     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     123      137      144      102      114      304      322
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,533,350
COMMITMENTS
 333,679  113,537  406,092  626,223  778,194  1365994  1297823  167,356  235,527

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -16,890)
 -30,843   20,157   10,221     -785  -48,560  -21,406  -18,182    4,516    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      7.4     26.5     40.8     50.8     89.1     84.6     10.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     178      167      221      249      369      540      652
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,703
COMMITMENTS
   3,425    1,293      512    5,494    8,901    9,431   10,706    2,272      998

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        196)
      52      157       50      230       11      332      218     -136      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3     11.0      4.4     46.9     76.1     80.6     91.5     19.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21       11        9       17       13       44       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      875,152
COMMITMENTS
 190,256   47,166  305,852  303,302  444,926  799,409  797,944   75,743   77,208

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     16,662)
   8,554    3,805     -497    5,185   11,897   13,241   15,204    3,421    1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      5.4     34.9     34.7     50.8     91.3     91.2      8.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
     194      124      231      141      159      436      429
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      368,699
COMMITMENTS
  60,439   93,546   89,642  185,512  149,546  335,593  332,734   33,105   35,965

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:      8,318)
   2,863    4,741    4,179    2,953    2,031    9,995   10,951   -1,677   -2,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     25.4     24.3     50.3     40.6     91.0     90.2      9.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      61      100      103       76       71      206      230
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      692,618
COMMITMENTS
  70,687   68,460   68,343  396,713  391,031  535,743  527,834  156,876  164,785

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -280)
 -12,047   14,516   13,355    6,520  -33,541    7,828   -5,670   -8,108    5,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      9.9      9.9     57.3     56.5     77.4     76.2     22.6     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      32       40       46       81       84      144      139
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      366,573
COMMITMENTS
  21,827   50,479    3,034  276,737  252,627  301,598  306,140   64,975   60,433

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -4,241)
  -4,610     -239      391    2,751   -6,764   -1,468   -6,612   -2,773    2,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     13.8      0.8     75.5     68.9     82.3     83.5     17.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        6        5       30       37       42       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,780
COMMITMENTS
     710      558    1,190    5,981    6,555    7,881    8,303      899      477

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:       -958)
    -517     -282     -538     -121     -247   -1,176   -1,067      218      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      6.4     13.6     68.1     74.7     89.8     94.6     10.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        6       19       20       29       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      285,846
COMMITMENTS
  69,637   19,821   62,045  105,796  180,562  237,477  262,428   48,368   23,417

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     15,647)
   4,779   -1,892    7,680    3,175   11,476   15,633   17,264       14   -1,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      6.9     21.7     37.0     63.2     83.1     91.8     16.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      72       35       55       73       76      175      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,751
COMMITMENTS
   3,413    4,105      950    8,391    8,588   12,754   13,643    2,997    2,108

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:        156)
    -142     -365       10      498      213      367     -141     -211      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     26.1      6.0     53.3     54.5     81.0     86.6     19.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21       15        7       29       18       54       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,135,207
COMMITMENTS
 356,243  204,157   76,714  571,075  774,711  1004032  1055582  131,175   79,625

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     58,966)
  86,989  -22,924  -10,611  -11,649   98,572   64,730   65,038   -5,764   -6,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     18.0      6.8     50.3     68.2     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      46       41       29      103       97      164      152
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,191,607
COMMITMENTS
 332,151  253,127  266,879  1276281  1316598  1875311  1836604  316,297  355,003

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    127,013)
 -22,940   58,969   39,114  126,112    6,909  142,285  104,992  -15,272   22,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     11.5     12.2     58.2     60.1     85.6     83.8     14.4     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      44       62       69      133      145      216      237
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,585,713
COMMITMENTS
 244,507  171,576   99,973  1001198  1055844  1345677  1327393  240,036  258,320

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:    -54,085)
 -37,712   12,819  -42,358   37,922  -41,254  -42,148  -70,793  -11,937   16,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     10.8      6.3     63.1     66.6     84.9     83.7     15.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      35       33       33       88      102      138      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      443,138
COMMITMENTS
  67,344   52,073   66,320  289,254  295,176  422,919  413,569   20,219   29,570

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     89,103)
  49,543    6,165    6,791   35,565   83,053   91,900   96,009   -2,797   -6,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     11.8     15.0     65.3     66.6     95.4     93.3      4.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      20       15       28       41       42       71       76
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,946
COMMITMENTS
  15,664    1,970    6,875   47,400   64,264   69,938   73,108   10,008    6,838

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     27,474)
   2,722   -5,125    5,839   16,931   26,520   25,493   27,234    1,982      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      2.5      8.6     59.3     80.4     87.5     91.4     12.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      33        9       14       45       34       84       53
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       16,356
COMMITMENTS
   7,207       79      338    7,696   14,745   15,241   15,162    1,116    1,195

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.1      0.5      2.1     47.1     90.1     93.2     92.7      6.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        1        5        7       11       15       16
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      127,179
COMMITMENTS
  26,352   13,220    3,636   79,407   99,037  109,394  115,893   17,785   11,286

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     22,236)
     469     -969    1,565   18,470   23,549   20,504   24,145    1,732   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     10.4      2.9     62.4     77.9     86.0     91.1     14.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      30       12       14       42       32       79       51
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,770
COMMITMENTS
     812    4,774        0    7,823    3,944    8,635    8,718      135       52

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -4,583)
  -1,591     -125     -311   -2,580   -4,103   -4,482   -4,539     -101      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     54.4      0.0     89.2     45.0     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        7        0        3       10       10       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,209
COMMITMENTS
   1,026    1,306        0    6,999    6,874    8,025    8,180      184       29

CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST:     -4,486)
     130      -71     -593   -4,023   -3,780   -4,486   -4,444        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     15.9      0.0     85.3     83.7     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        0        4       12        9       16
```

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Updated December 21, 2012