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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 30, 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  :   465,001:   150,651    107,664     78,781    196,396    229,881    425,828    416,326:    39,173     48,675
Old  :   346,875:   128,693    103,295     30,338    156,398    180,430    315,429    314,063:    31,446     32,812
Other:   118,126:    42,147     24,558     28,254     39,998     49,451    110,399    102,263:     7,727     15,863
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       267:    -2,423      3,722      3,656     -3,144     -6,876     -1,911        502:     2,178       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       23.2       16.9       42.2       49.4       91.6       89.5:       8.4       10.5
Old  :     100.0:      37.1       29.8        8.7       45.1       52.0       90.9       90.5:       9.1        9.5
Other:     100.0:      35.7       20.8       23.9       33.9       41.9       93.5       86.6:       6.5       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       134        117        131         93        117        307        301:
Old  :       383:       138        110         95         68        106        258        267:
Other:       243:        45         75         48         60        100        145        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  :                 17.2       17.6       28.6       26.9       16.5       14.7       26.9       21.3
Old  :                 21.0       20.8       33.4       30.2       20.7       20.5       31.8       29.6
Other:                 33.7       21.1       47.1       32.2       25.6       10.7       34.7       17.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 30, 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  : 1,279,243:   411,922    103,291    188,039    530,750    757,263  1,130,711  1,048,593:   148,532    230,650
Old  : 1,143,219:   377,962    118,604    151,209    477,972    672,845  1,007,143    942,658:   136,076    200,561
Other:   136,024:    70,142     20,869        648     52,778     84,418    123,568    105,935:    12,456     30,089
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       282:   -21,081      3,947     11,259      8,405    -15,606     -1,417       -400:     1,699        682
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        8.1       14.7       41.5       59.2       88.4       82.0:      11.6       18.0
Old  :     100.0:      33.1       10.4       13.2       41.8       58.9       88.1       82.5:      11.9       17.5
Other:     100.0:      51.6       15.3        0.5       38.8       62.1       90.8       77.9:       9.2       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       202        143        193        243        352        547        611:
Old  :       761:       197        156        174        233        345        528        590:
Other:       454:        60         86         16         74        259        140        358:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       10.0       21.0       16.2       10.2        8.0       18.0       12.5
Old  :                 13.0       10.0       21.8       15.8       12.7        8.6       20.9       13.5
Other:                 42.2       29.1       53.4       35.3       42.2       29.1       53.4       35.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 30, 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  :    12,763:     3,628        585         29      6,328     10,740      9,985     11,354:     2,778      1,409
Old  :    12,709:     3,626        580         29      6,290     10,705      9,945     11,314:     2,764      1,395
Other:        54:         2          5          0         38         35         40         40:        14         14
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       438:        26         30        -35        124        312        115        307:       323        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        4.6        0.2       49.6       84.1       78.2       89.0:      21.8       11.0
Old  :     100.0:      28.5        4.6        0.2       49.5       84.2       78.3       89.0:      21.7       11.0
Other:     100.0:       3.7        9.3        0.0       70.4       64.8       74.1       74.1:      25.9       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          8          7         15         11         36         22:
Old  :        43:        17          8          7         15         11         36         22:
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  :                 32.9       69.2       55.9       83.2       31.4       59.6       49.3       71.7
Old  :                 33.1       69.5       55.9       83.3       31.4       59.9       49.3       71.9
Other:                 70.4       74.1       74.1       74.1       61.1       64.8       64.8       64.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 30, 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  :   639,789:   223,530     40,861     88,716    262,039    434,980    574,285    564,557:    65,504     75,232
Old  :   584,032:   209,702     36,473     71,394    241,620    409,659    522,716    517,526:    61,316     66,506
Other:    55,757:    30,775     21,335        375     20,419     25,321     51,569     47,031:     4,188      8,726
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -66,684:   -35,469    -13,514     -9,076    -17,843    -37,686    -62,388    -60,276:    -4,296     -6,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9        6.4       13.9       41.0       68.0       89.8       88.2:      10.2       11.8
Old  :     100.0:      35.9        6.2       12.2       41.4       70.1       89.5       88.6:      10.5       11.4
Other:     100.0:      55.2       38.3        0.7       36.6       45.4       92.5       84.3:       7.5       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       506:       182         99        162        143        175        409        381:
Old  :       502:       197         92        144        139        174        398        366:
Other:       236:        33         74         11         34        104         77        183:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       18.2       25.6       28.1       12.5       16.4       21.0       23.8
Old  :                 17.3       19.4       26.6       28.9       16.2       17.9       25.3       26.1
Other:                 53.3       37.4       68.3       48.8       53.3       37.4       68.3       48.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 30, 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  :   327,746:    56,145     78,083     60,392    177,061    153,107    293,598    291,582:    34,148     36,164
Old  :   312,169:    57,951     78,309     54,948    168,271    143,380    281,170    276,637:    30,999     35,532
Other:    15,577:     1,081      2,661      2,557      8,790      9,727     12,428     14,945:     3,149        632
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -2,503:     1,291      8,664     -9,452      4,422     -1,697     -3,739     -2,485:     1,236        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       23.8       18.4       54.0       46.7       89.6       89.0:      10.4       11.0
Old  :     100.0:      18.6       25.1       17.6       53.9       45.9       90.1       88.6:       9.9       11.4
Other:     100.0:       6.9       17.1       16.4       56.4       62.4       79.8       95.9:      20.2        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        71         79        111         82         68        222        227:
Old  :       287:        74         82        109         82         67        221        224:
Other:        58:        14          5         14         26         12         47         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       20.3       22.7       28.1       11.6       14.5       20.3       22.0
Old  :                 13.3       20.2       23.5       28.4       12.0       14.5       21.0       22.3
Other:                 32.9       55.6       47.6       76.0       30.2       55.6       42.4       73.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 30, 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  :   549,851:    35,646     50,966      5,308    365,122    353,241    406,076    409,515:   143,775    140,336
Old  :   549,851:    35,646     50,966      5,308    365,122    353,241    406,076    409,515:   143,775    140,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     6,349:      -775     -9,290        179     -3,116      6,023     -3,712     -3,088:    10,061      9,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        9.3        1.0       66.4       64.2       73.9       74.5:      26.1       25.5
Old  :     100.0:       6.5        9.3        1.0       66.4       64.2       73.9       74.5:      26.1       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        19         37         13         67         68         97        107:
Old  :       155:        19         37         13         67         68         97        107:
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  :                 23.8       15.0       32.7       25.6       18.1       13.6       26.4       22.7
Old  :                 23.8       15.0       32.7       25.6       18.1       13.6       26.4       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, October 30, 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  :   354,041:    23,098     31,159      7,133    254,915    263,125    285,146    301,417:    68,895     52,624
Old  :   354,041:    23,098     31,159      7,133    254,915    263,125    285,146    301,417:    68,895     52,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -13,961:   -13,979        538        563       -856    -12,131    -14,272    -11,030:       311     -2,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        8.8        2.0       72.0       74.3       80.5       85.1:      19.5       14.9
Old  :     100.0:       6.5        8.8        2.0       72.0       74.3       80.5       85.1:      19.5       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         7          6          5         32         38         42         46:
Old  :        62:         7          6          5         32         38         42         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       37.0       49.4       49.0       32.4       36.9       43.3       47.9
Old  :                 34.1       37.0       49.4       49.0       32.4       36.9       43.3       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, October 30, 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  :    10,970:     3,960        628      1,898      4,576      8,220     10,434     10,746:       536        224
Old  :    10,970:     3,960        628      1,898      4,576      8,220     10,434     10,746:       536        224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       783:       407        128         94        260        571        761        793:        22        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1        5.7       17.3       41.7       74.9       95.1       98.0:       4.9        2.0
Old  :     100.0:      36.1        5.7       17.3       41.7       74.9       95.1       98.0:       4.9        2.0
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  :        36:         7          4          6         18         22         30         29:
Old  :        36:         7          4          6         18         22         30         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  :                 64.4       42.0       77.4       70.0       35.7       25.4       39.7       36.5
Old  :                 64.4       42.0       77.4       70.0       35.7       25.4       39.7       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 30, 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  :   221,538:    76,019     18,183     21,257     80,322    161,387    177,598    200,827:    43,940     20,711
Old  :   207,326:    71,587     18,988     17,466     75,934    151,192    164,987    187,646:    42,339     19,680
Other:    14,212:     6,125        888      2,098      4,388     10,195     12,611     13,181:     1,601      1,031
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    10,264:     8,426      2,984       -500        810      7,670      8,736     10,154:     1,528        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        8.2        9.6       36.3       72.8       80.2       90.7:      19.8        9.3
Old  :     100.0:      34.5        9.2        8.4       36.6       72.9       79.6       90.5:      20.4        9.5
Other:     100.0:      43.1        6.2       14.8       30.9       71.7       88.7       92.7:      11.3        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        72         25         43         78         71        168        130:
Old  :       198:        71         30         42         78         70        168        128:
Other:        56:        15          6          5         30         11         46         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       37.9       18.7       47.3        8.9       33.0       15.5       41.5
Old  :                 10.8       37.2       19.2       47.2        8.9       32.2       15.7       41.2
Other:                 49.6       53.1       64.5       73.5       41.2       48.9       50.8       65.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 30, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,527:     2,551      4,943        406      8,253      7,275     11,210     12,624:     3,317      1,903
Old  :    14,510:     2,551      4,943        406      8,253      7,260     11,210     12,609:     3,300      1,901
Other:        17:         0          0          0          0         15          0         15:        17          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :      -449:      -277       -394        -65       -119       -158       -461       -617:        12        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       34.0        2.8       56.8       50.1       77.2       86.9:      22.8       13.1
Old  :     100.0:      17.6       34.1        2.8       56.9       50.0       77.3       86.9:      22.7       13.1
Other:     100.0:       0.0        0.0        0.0        0.0       88.2        0.0       88.2:     100.0       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        16         18          5         26         11         45         32:
Old  :        65:        16         18          5         26         10         45         31:
Other:         3:         0          0          0          0          3          0          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       43.8       49.0       59.9       35.6       43.0       49.0       57.6
Old  :                 35.6       43.8       49.1       59.9       35.6       43.0       49.1       57.6
Other:                  0.0       88.2        0.0       88.2        0.0       88.2        0.0       88.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 30, 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  :   952,256:   247,803    251,048     10,666    576,971    592,564    835,440    854,278:   116,816     97,978
Old  :   952,256:   247,803    251,048     10,666    576,971    592,564    835,440    854,278:   116,816     97,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -28,891:    -3,224     -5,525     -2,305     10,708      7,640      5,179       -190:   -34,070    -28,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       26.4        1.1       60.6       62.2       87.7       89.7:      12.3       10.3
Old  :     100.0:      26.0       26.4        1.1       60.6       62.2       87.7       89.7:      12.3       10.3
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  :       216:        39         42         18        102         86        151        136:
Old  :       216:        39         42         18        102         86        151        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       31.4       26.7       42.2       15.0       30.4       25.0       41.2
Old  :                 16.2       31.4       26.7       42.2       15.0       30.4       25.0       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 30, 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  : 1,702,252:   356,950    187,494     50,451  1,031,419  1,149,338  1,438,820  1,387,283:   263,432    314,969
Old  : 1,702,252:   356,950    187,494     50,451  1,031,419  1,149,338  1,438,820  1,387,283:   263,432    314,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :     8,119:    89,532       -628     12,359    -79,433    -24,506     22,458    -12,775:   -14,339     20,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       11.0        3.0       60.6       67.5       84.5       81.5:      15.5       18.5
Old  :     100.0:      21.0       11.0        3.0       60.6       67.5       84.5       81.5:      15.5       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        44         54         34        113        124        179        191:
Old  :       270:        44         54         34        113        124        179        191:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       27.0       31.4       34.6       20.1       22.0       29.5       29.6
Old  :                 20.7       27.0       31.4       34.6       20.1       22.0       29.5       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 30, 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  : 1,337,485:   215,618    159,476     11,509    883,370    916,706  1,110,497  1,087,691:   226,988    249,794
Old  : 1,337,485:   215,618    159,476     11,509    883,370    916,706  1,110,497  1,087,691:   226,988    249,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :   -21,040:   -12,761     14,323     -5,324    -12,501    -25,608    -30,586    -16,609:     9,546     -4,431
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.9        0.9       66.0       68.5       83.0       81.3:      17.0       18.7
Old  :     100.0:      16.1       11.9        0.9       66.0       68.5       83.0       81.3:      17.0       18.7
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  :       193:        30         40         15         81         89        120        135:
Old  :       193:        30         40         15         81         89        120        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       26.3       30.8       36.4       17.2       25.7       28.4       34.6
Old  :                 19.2       26.3       30.8       36.4       17.2       25.7       28.4       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 30, 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  :   418,586:    33,513     47,784     55,550    308,895    282,150    397,958    385,484:    20,628     33,102
Old  :   418,586:    33,513     47,784     55,550    308,895    282,150    397,958    385,484:    20,628     33,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    30,811:    22,828       -275      1,354      8,961     34,485     33,143     35,564:    -2,332     -4,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.4       13.3       73.8       67.4       95.1       92.1:       4.9        7.9
Old  :     100.0:       8.0       11.4       13.3       73.8       67.4       95.1       92.1:       4.9        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        17         14         24         39         38         64         69:
Old  :        76:        17         14         24         39         38         64         69:
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  :                 42.5       31.1       50.9       51.7       33.0       28.1       39.6       40.3
Old  :                 42.5       31.1       50.9       51.7       33.0       28.1       39.6       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, October 30, 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  :    53,837:    16,472      8,687      1,090     27,849     39,967     45,411     49,744:     8,427      4,094
Old  :    53,837:    16,472      8,687      1,090     27,849     39,967     45,411     49,744:     8,427      4,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -1,329:    -2,250        748        572        217     -2,680     -1,462     -1,361:       134         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       16.1        2.0       51.7       74.2       84.3       92.4:      15.7        7.6
Old  :     100.0:      30.6       16.1        2.0       51.7       74.2       84.3       92.4:      15.7        7.6
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  :        98:        33         15          7         35         22         72         40:
Old  :        98:        33         15          7         35         22         72         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       40.8       35.6       62.4       19.8       40.8       35.0       62.2
Old  :                 20.3       40.8       35.6       62.4       19.8       40.8       35.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 30, 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  :   107,674:    32,943     17,374      2,180     55,698     79,933     90,821     99,487:    16,853      8,187
Old  :   107,674:    32,943     17,374      2,180     55,698     79,933     90,821     99,487:    16,853      8,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -2,657:    -4,500      1,495      1,143        433     -5,359     -2,924     -2,721:       267         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       16.1        2.0       51.7       74.2       84.3       92.4:      15.7        7.6
Old  :     100.0:      30.6       16.1        2.0       51.7       74.2       84.3       92.4:      15.7        7.6
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  :        98:        33         15          7         35         22         72         40:
Old  :        98:        33         15          7         35         22         72         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       40.8       35.6       62.4       19.8       40.8       35.0       62.2
Old  :                 20.3       40.8       35.6       62.4       19.8       40.8       35.0       62.2
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 - Futures Only, October 30, 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  :     6,756:     4,306      5,721      1,031      1,262          0      6,599      6,752:       157          4
Old  :     6,756:     4,306      5,721      1,031      1,262          0      6,599      6,752:       157          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :    -1,693:    -1,810     -1,355        -21        128       -316     -1,703     -1,692:        10         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.7       84.7       15.3       18.7        0.0       97.7       99.9:       2.3        0.1
Old  :     100.0:      63.7       84.7       15.3       18.7        0.0       97.7       99.9:       2.3        0.1
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  :        22:        12          8          3          2          0         16          9:
Old  :        22:        12          8          3          2          0         16          9:
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  :                 68.9       83.4       87.9       99.5       67.2       74.6       76.6       84.7
Old  :                 68.9       83.4       87.9       99.5       67.2       74.6       76.6       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, October 30, 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  :    12,000:     2,207      5,166          1      9,612      6,789     11,820     11,956:       180         44
Old  :    12,000:     2,207      5,166          1      9,612      6,789     11,820     11,956:       180         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       370:       187         91          0        179        296        366        387:         4        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       43.1        0.0       80.1       56.6       98.5       99.6:       1.5        0.4
Old  :     100.0:      18.4       43.1        0.0       80.1       56.6       98.5       99.6:       1.5        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  :        27:         7          6          1          5          9         13         15:
Old  :        27:         7          6          1          5          9         13         15:
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  :                 87.8       84.8       95.9       94.7       87.8       84.8       95.9       94.7
Old  :                 87.8       84.8       95.9       94.7       87.8       84.8       95.9       94.7
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 - Futures Only, October 30, 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  :    13,969:     1,781      1,802          0     11,900     12,112     13,681     13,914:       288         55
Old  :    13,969:     1,781      1,802          0     11,900     12,112     13,681     13,914:       288         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 23, 2012                     :
     :       275:       126        214          0        142         37        268        251:         7         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       12.9        0.0       85.2       86.7       97.9       99.6:       2.1        0.4
Old  :     100.0:      12.7       12.9        0.0       85.2       86.7       97.9       99.6:       2.1        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:         7          5          0          4         14         11         19:
Old  :        29:         7          5          0          4         14         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  :                 93.0       67.9       96.6       86.8       93.0       67.9       96.6       86.8
Old  :                 93.0       67.9       96.6       86.8       93.0       67.9       96.6       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 2, 2012