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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   600,139:   137,205     96,353    177,174    244,177    273,402    558,556    546,929:    41,582     53,209
Old  :   491,730:   114,309     96,427    128,610    213,102    228,107    456,021    453,144:    35,708     38,586
Other:   108,409:    41,816     18,846     29,643     31,075     45,295    102,535     93,785:     5,874     14,624
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -2,133:    -9,461         24      2,056      3,377     -3,190     -4,028     -1,110:     1,894     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       16.1       29.5       40.7       45.6       93.1       91.1:       6.9        8.9
Old  :     100.0:      23.2       19.6       26.2       43.3       46.4       92.7       92.2:       7.3        7.8
Other:     100.0:      38.6       17.4       27.3       28.7       41.8       94.6       86.5:       5.4       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       426:       153        122        167        107        136        338        354:
Old  :       414:       148        121        146         91        133        307        336:
Other:       235:        58         56         56         57        102        144        194:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       13.6       24.5       20.8       12.7       10.3       21.3       16.1
Old  :                 16.3       14.4       27.9       22.2       15.1       12.1       24.6       18.4
Other:                 32.6       22.4       47.4       33.9       24.4       10.0       35.2       16.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 1,850,087:   370,349     59,054    637,044    663,753    878,026  1,671,146  1,574,124:   178,941    275,963
Old  : 1,711,597:   336,146     77,934    594,987    614,746    793,666  1,545,879  1,466,587:   165,717    245,010
Other:   138,490:    62,923      9,839     13,337     49,007     84,361    125,267    107,537:    13,224     30,953
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     6,753:   -13,171     -1,897     15,195       -402     -7,060      1,621      6,238:     5,131        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        3.2       34.4       35.9       47.5       90.3       85.1:       9.7       14.9
Old  :     100.0:      19.6        4.6       34.8       35.9       46.4       90.3       85.7:       9.7       14.3
Other:     100.0:      45.4        7.1        9.6       35.4       60.9       90.5       77.6:       9.5       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       257        150        280        283        396        644        733:
Old  :       844:       244        162        272        270        396        625        729:
Other:       436:        70         63         44         83        267        170        359:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       10.0       17.7       16.7        7.2        6.3       12.7        9.6
Old  :                 10.0        9.4       18.0       15.6        7.5        6.5       13.1        9.9
Other:                 36.2       26.9       46.7       33.6       36.1       26.2       44.5       31.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :    12,110:     2,156        537        613      7,152      9,990      9,920     11,140:     2,190        969
Old  :    12,058:     2,161        539        606      7,114      9,955      9,880     11,100:     2,178        957
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :        -5:        29       -113          7        168         -8        205       -114:      -210        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        4.4        5.1       59.1       82.5       81.9       92.0:      18.1        8.0
Old  :     100.0:      17.9        4.5        5.0       59.0       82.6       81.9       92.1:      18.1        7.9
Other:     100.0:       3.8        9.7        0.0       73.0       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          7          9         14         11         35         23:
Old  :        41:        17          7          9         14         11         35         23:
Other:         7:         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  :                 37.5       69.3       54.1       81.2       30.4       59.8       43.7       68.1
Old  :                 37.5       69.6       54.2       81.3       30.4       60.2       43.8       68.5
Other:                 73.0       76.9       76.9       76.9       63.4       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 1,131,066:   229,279     34,107    424,740    397,565    581,794  1,051,584  1,040,641:    79,482     90,425
Old  : 1,072,729:   210,686     34,312    408,617    378,488    546,852    997,791    989,781:    74,938     82,949
Other:    58,337:    27,725      8,927      6,991     19,077     34,942     53,793     50,860:     4,544      7,477
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     5,817:    -5,294     -1,394      8,373     -1,305     -2,327      1,774      4,652:     4,044      1,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.0       37.6       35.1       51.4       93.0       92.0:       7.0        8.0
Old  :     100.0:      19.6        3.2       38.1       35.3       51.0       93.0       92.3:       7.0        7.7
Other:     100.0:      47.5       15.3       12.0       32.7       59.9       92.2       87.2:       7.8       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       647:       239        163        285        188        212        552        551:
Old  :       644:       242        164        279        185        211        543        548:
Other:       262:        45         71         29         44        126        106        212:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       15.3       21.9       24.4        6.9        9.3       11.6       13.5
Old  :                 14.7       14.3       22.1       23.5        9.0        9.7       13.9       14.2
Other:                 43.9       45.7       56.8       53.9       43.2       45.3       52.9       50.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   380,557:    54,754     56,886    100,695    190,589    184,400    346,038    341,981:    34,519     38,576
Old  :   366,202:    56,861     57,920     94,814    182,823    175,546    334,498    328,280:    31,704     37,922
Other:    14,356:     1,427      2,501      2,347      7,766      8,854     11,540     13,702:     2,816        654
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    22,105:     1,452      5,930     14,308      5,487     -3,458     21,248     16,780:       857      5,324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       14.9       26.5       50.1       48.5       90.9       89.9:       9.1       10.1
Old  :     100.0:      15.5       15.8       25.9       49.9       47.9       91.3       89.6:       8.7       10.4
Other:     100.0:       9.9       17.4       16.3       54.1       61.7       80.4       95.4:      19.6        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        63         90        120         91         83        245        240:
Old  :       294:        66         93        119         91         82        244        239:
Other:        57:        13          7         13         25         14         44         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       22.9       21.9       30.4       10.1       14.3       17.6       19.8
Old  :                 13.4       23.3       22.5       30.6       10.3       15.1       17.9       20.6
Other:                 34.3       53.0       49.7       70.2       31.0       53.0       42.8       69.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   704,683:    65,554     60,683     65,852    421,695    428,181    553,101    554,716:   151,582    149,967
Old  :   704,683:    65,554     60,683     65,852    421,695    428,181    553,101    554,716:   151,582    149,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    18,677:    12,934      8,483      5,354      5,519     11,438     23,808     25,275:    -5,131     -6,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        8.6        9.3       59.8       60.8       78.5       78.7:      21.5       21.3
Old  :     100.0:       9.3        8.6        9.3       59.8       60.8       78.5       78.7:      21.5       21.3
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  :       174:        32         32         42         88         93        143        144:
Old  :       174:        32         32         42         88         93        143        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       14.3       26.4       23.5       14.3       13.8       21.6       21.0
Old  :                 18.5       14.3       26.4       23.5       14.3       13.8       21.6       21.0
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, October 9, 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  :   370,705:    36,374     29,494      7,234    253,772    275,944    297,380    312,672:    73,325     58,033
Old  :   370,705:    36,374     29,494      7,234    253,772    275,944    297,380    312,672:    73,325     58,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       306:    -6,460       -959      4,615     -6,712     -4,186     -8,557       -530:     8,863        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        8.0        2.0       68.5       74.4       80.2       84.3:      19.8       15.7
Old  :     100.0:       9.8        8.0        2.0       68.5       74.4       80.2       84.3:      19.8       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         6          6          4         32         39         40         47:
Old  :        64:         6          6          4         32         39         40         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       36.3       50.6       48.1       32.5       36.3       44.1       46.7
Old  :                 34.8       36.3       50.6       48.1       32.5       36.3       44.1       46.7
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, October 9, 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  :    10,459:     3,318        442      1,677      4,971      8,069      9,966     10,188:       493        271
Old  :    10,459:     3,318        442      1,677      4,971      8,069      9,966     10,188:       493        271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :      -240:       316        -17        -88       -455        -48       -227       -153:       -13        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7        4.2       16.0       47.5       77.1       95.3       97.4:       4.7        2.6
Old  :     100.0:      31.7        4.2       16.0       47.5       77.1       95.3       97.4:       4.7        2.6
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  :        39:         8          4          5         22         22         34         29:
Old  :        39:         8          4          5         22         22         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       45.9       70.7       72.1       29.5       23.7       35.7       33.9
Old  :                 55.8       45.9       70.7       72.1       29.5       23.7       35.7       33.9
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, October 9, 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  :   275,287:    61,489     11,405     77,162     94,556    161,801    233,207    250,368:    42,080     24,919
Old  :   263,056:    57,968      9,964     74,046     90,227    154,926    222,241    238,936:    40,815     24,120
Other:    12,231:     4,042      1,963      2,595      4,329      6,875     10,966     11,432:     1,266        799
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -1,851:     1,735          4        460     -5,232     -4,135     -3,037     -3,671:     1,186      1,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        4.1       28.0       34.3       58.8       84.7       90.9:      15.3        9.1
Old  :     100.0:      22.0        3.8       28.1       34.3       58.9       84.5       90.8:      15.5        9.2
Other:     100.0:      33.0       16.0       21.2       35.4       56.2       89.7       93.5:      10.3        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        65         33         49         88         76        179        140:
Old  :       208:        67         35         49         88         76        179        140:
Other:        52:        13          9          8         28          9         43         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.4       31.5       20.6       42.8        6.7       22.6       11.6       29.3
Old  :                 13.4       30.4       20.9       42.0        7.0       22.3       12.1       29.1
Other:                 47.9       60.5       66.2       78.8       40.5       46.4       51.8       61.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :    15,937:     3,353      5,517      1,103      8,281      7,585     12,737     14,204:     3,200      1,733
Old  :    15,932:     3,353      5,514      1,103      8,280      7,585     12,736     14,201:     3,196      1,731
Other:         5:         0          3          0          1          0          1          3:         4          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       264:       129        -75         96         79        266        304        287:       -40        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       34.6        6.9       52.0       47.6       79.9       89.1:      20.1       10.9
Old  :     100.0:      21.0       34.6        6.9       52.0       47.6       79.9       89.1:      20.1       10.9
Other:     100.0:       0.0       60.0        0.0       20.0        0.0       20.0       60.0:      80.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         23         10         27         10         54         38:
Old  :        73:        22         23         10         27         10         54         38:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       43.2       45.9       56.7       32.2       42.3       44.5       55.4
Old  :                 32.3       43.2       45.9       56.7       32.2       42.3       44.5       55.4
Other:                 20.0       60.0       20.0       60.0       20.0       60.0       20.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 1,021,165:   269,855    219,582     78,848    532,706    640,271    881,409    938,701:   139,756     82,464
Old  : 1,021,165:   269,855    219,582     78,848    532,706    640,271    881,409    938,701:   139,756     82,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     1,287:   -17,464        -15        267     17,312     -1,606        114     -1,355:     1,173      2,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       21.5        7.7       52.2       62.7       86.3       91.9:      13.7        8.1
Old  :     100.0:      26.4       21.5        7.7       52.2       62.7       86.3       91.9:      13.7        8.1
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  :       218:        46         39         25         96         94        155        145:
Old  :       218:        46         39         25         96         94        155        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       30.5       27.0       41.4       16.5       29.1       25.1       38.6
Old  :                 17.4       30.5       27.0       41.4       16.5       29.1       25.1       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  : 2,028,014:   286,443    170,778    198,784  1,213,429  1,352,425  1,698,656  1,721,987:   329,358    306,027
Old  : 2,028,014:   286,443    170,778    198,784  1,213,429  1,352,425  1,698,656  1,721,987:   329,358    306,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :   -12,568:   -36,410     13,086      5,296     17,506    -24,801    -13,608     -6,420:     1,040     -6,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        8.4        9.8       59.8       66.7       83.8       84.9:      16.2       15.1
Old  :     100.0:      14.1        8.4        9.8       59.8       66.7       83.8       84.9:      16.2       15.1
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  :       276:        53         52         67        141        152        231        234:
Old  :       276:        53         52         67        141        152        231        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       24.6       27.5       31.0       17.4       19.9       25.3       25.7
Old  :                 18.3       24.6       27.5       31.0       17.4       19.9       25.3       25.7
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, October 9, 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  : 1,584,195:   305,411    156,187    113,937    912,041  1,071,874  1,331,389  1,341,997:   252,805    242,198
Old  : 1,584,195:   305,411    156,187    113,937    912,041  1,071,874  1,331,389  1,341,997:   252,805    242,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :   -11,257:     2,553     -3,884      3,198    -17,226    -20,606    -11,475    -21,291:       217     10,034
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        9.9        7.2       57.6       67.7       84.0       84.7:      16.0       15.3
Old  :     100.0:      19.3        9.9        7.2       57.6       67.7       84.0       84.7:      16.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        39         32         32         81        107        137        154:
Old  :       199:        39         32         32         81        107        137        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       25.6       29.9       35.1       17.2       25.4       26.8       34.4
Old  :                 18.9       25.6       29.9       35.1       17.2       25.4       26.8       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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  :   390,596:     5,525     43,389     67,099    288,165    240,606    360,789    351,094:    29,806     39,502
Old  :   390,596:     5,525     43,389     67,099    288,165    240,606    360,789    351,094:    29,806     39,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :     3,848:     1,602        288     -4,836       -309      6,054     -3,543      1,506:     7,391      2,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       11.1       17.2       73.8       61.6       92.4       89.9:       7.6       10.1
Old  :     100.0:       1.4       11.1       17.2       73.8       61.6       92.4       89.9:       7.6       10.1
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         22         40         39         64         64:
Old  :        73:        10         16         22         40         39         64         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       28.0       51.3       45.1       33.8       22.2       38.9       30.8
Old  :                 43.4       28.0       51.3       45.1       33.8       22.2       38.9       30.8
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, October 9, 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  :    59,004:    23,458      5,963        699     27,201     46,939     51,359     53,601:     7,645      5,404
Old  :    59,004:    23,458      5,963        699     27,201     46,939     51,359     53,601:     7,645      5,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -4,173:    -3,955        685       -468        520     -5,637     -3,903     -5,420:      -270      1,247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       10.1        1.2       46.1       79.6       87.0       90.8:      13.0        9.2
Old  :     100.0:      39.8       10.1        1.2       46.1       79.6       87.0       90.8:      13.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        34         16          9         35         30         74         50:
Old  :       103:        34         16          9         35         30         74         50:
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  :                 27.1       42.9       41.9       61.3       27.1       42.9       41.6       61.3
Old  :                 27.1       42.9       41.9       61.3       27.1       42.9       41.6       61.3
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, October 9, 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  :   118,009:    46,916     11,926      1,399     54,403     93,877    102,718    107,202:    15,291     10,807
Old  :   118,009:    46,916     11,926      1,399     54,403     93,877    102,718    107,202:    15,291     10,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :    -8,347:    -7,910      1,371       -937      1,041    -11,274     -7,806    -10,840:      -540      2,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       10.1        1.2       46.1       79.6       87.0       90.8:      13.0        9.2
Old  :     100.0:      39.8       10.1        1.2       46.1       79.6       87.0       90.8:      13.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       103:        34         16          9         35         30         74         50:
Old  :       103:        34         16          9         35         30         74         50:
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  :                 27.1       42.9       41.9       61.3       27.1       42.9       41.6       61.3
Old  :                 27.1       42.9       41.9       61.3       27.1       42.9       41.6       61.3
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, October 9, 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  :     8,483:     5,969      6,964      1,062      1,327        456      8,358      8,482:       125          1
Old  :     8,483:     5,969      6,964      1,062      1,327        456      8,358      8,482:       125          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       214:       200        265         14          0        -64        214        215:         0         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.4       82.1       12.5       15.6        5.4       98.5      100.0:       1.5        0.0
Old  :     100.0:      70.4       82.1       12.5       15.6        5.4       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        12          9          3          1          2         15         12:
Old  :        24:        12          9          3          1          2         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       79.6       90.5       97.3       68.0       72.7       82.0       85.9
Old  :                 68.0       79.6       90.5       97.3       68.0       72.7       82.0       85.9
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, October 9, 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  :    12,006:     1,155      5,890          1     10,687      6,066     11,843     11,957:       163         49
Old  :    12,006:     1,155      5,890          1     10,687      6,066     11,843     11,957:       163         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       325:       -10        252         -4        341         73        327        321:        -2          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       49.1        0.0       89.0       50.5       98.6       99.6:       1.4        0.4
Old  :     100.0:       9.6       49.1        0.0       89.0       50.5       98.6       99.6:       1.4        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  :        29:         6          7          1          6         10         13         17:
Old  :        29:         6          7          1          6         10         13         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  :                 87.5       79.0       96.4       92.7       87.5       79.0       96.4       92.7
Old  :                 87.5       79.0       96.4       92.7       87.5       79.0       96.4       92.7
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, October 9, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,961:     2,244      1,929          0     11,463     11,994     13,707     13,923:       254         38
Old  :    13,961:     2,244      1,929          0     11,463     11,994     13,707     13,923:       254         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 2, 2012                      :
     :       401:       459        558          0        -27       -155        432        403:       -31         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       13.8        0.0       82.1       85.9       98.2       99.7:       1.8        0.3
Old  :     100.0:      16.1       13.8        0.0       82.1       85.9       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  :        29:         7          4          0          4         15         11         19:
Old  :        29:         7          4          0          4         15         11         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  :                 90.9       67.7       96.8       87.3       90.9       67.7       96.8       87.3
Old  :                 90.9       67.7       96.8       87.3       90.9       67.7       96.8       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 12, 2012