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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   521,903:   128,734     94,545    123,743    224,660    249,060    477,137    467,349:    44,766     54,554
Old  :   372,170:   101,266     90,682     64,618    172,161    183,324    338,044    338,623:    34,126     33,547
Other:   149,733:    48,273     24,668     38,321     52,499     65,736    139,093    128,725:    10,640     21,007
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :  -116,720:     5,141     -5,951    -71,517    -52,405    -39,032   -118,781   -116,500:     2,062       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       18.1       23.7       43.0       47.7       91.4       89.5:       8.6       10.5
Old  :     100.0:      27.2       24.4       17.4       46.3       49.3       90.8       91.0:       9.2        9.0
Other:     100.0:      32.2       16.5       25.6       35.1       43.9       92.9       86.0:       7.1       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       140        127        150        102        126        328        331:
Old  :       392:       130        125        124         87        114        290        298:
Other:       262:        76         59         62         69        108        170        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  :                 15.3       18.5       26.2       26.9       15.0       14.3       25.0       20.7
Old  :                 18.9       23.4       30.3       33.4       18.7       21.9       29.8       30.7
Other:                 26.3       16.0       38.6       26.0       21.7       10.9       30.2       17.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  : 1,541,817:   372,124     71,368    366,401    624,013    849,321  1,362,538  1,287,090:   179,279    254,727
Old  : 1,321,861:   319,644     72,224    299,368    542,316    741,606  1,161,328  1,113,197:   160,532    208,664
Other:   219,956:    92,139     38,804     27,374     81,697    107,716    201,210    173,894:    18,746     46,063
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :  -338,232:     8,007          8   -251,428    -92,282    -75,808   -335,703   -327,228:    -2,529    -11,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        4.6       23.8       40.5       55.1       88.4       83.5:      11.6       16.5
Old  :     100.0:      24.2        5.5       22.6       41.0       56.1       87.9       84.2:      12.1       15.8
Other:     100.0:      41.9       17.6       12.4       37.1       49.0       91.5       79.1:       8.5       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       784:       195        158        231        286        386        603        669:
Old  :       775:       209        139        216        275        381        582        650:
Other:       499:        69         95         56        103        294        197        422:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       11.7       18.8       18.5        8.5        8.3       15.1       12.8
Old  :                 11.7       10.5       20.1       17.6        9.8        9.3       17.2       13.7
Other:                 35.1       23.1       48.9       31.2       34.8       21.7       47.4       28.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :    11,052:     2,202          6        316      5,756      8,883      8,273      9,204:     2,778      1,847
Old  :    10,924:     2,202          7        315      5,647      8,776      8,163      9,097:     2,760      1,826
Other:       128:         1          0          0        109        107        110        107:        18         21
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    -1,204:         8       -217       -381     -1,194       -917     -1,567     -1,515:       364        311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        0.0        2.9       52.1       80.4       74.9       83.3:      25.1       16.7
Old  :     100.0:      20.2        0.1        2.9       51.7       80.3       74.7       83.3:      25.3       16.7
Other:     100.0:       0.8        0.0        0.0       85.1       83.6       85.9       83.6:      14.1       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18          2          9         16         11         36         20:
Old  :        39:        18          2          9         16         11         36         20:
Other:        12:         1          1          0          6          5          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       63.9       46.4       76.9       28.8       61.2       45.9       69.4
Old  :                 29.2       64.4       46.2       76.8       28.7       61.6       45.7       69.4
Other:                 82.0       79.7       85.9       83.6       75.8       77.3       79.7       77.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   843,320:   176,139     53,949    285,917    311,470    429,646    773,527    769,513:    69,793     73,807
Old  :   764,093:   159,379     47,167    256,393    284,710    399,111    700,482    702,671:    63,610     61,421
Other:    79,227:    32,015     22,037     14,269     26,760     30,535     73,045     66,841:     6,183     12,386
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -30,729:    -1,705      6,613    -27,986     -2,712     -9,925    -32,403    -31,298:     1,674        569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.4       33.9       36.9       50.9       91.7       91.2:       8.3        8.8
Old  :     100.0:      20.9        6.2       33.6       37.3       52.2       91.7       92.0:       8.3        8.0
Other:     100.0:      40.4       27.8       18.0       33.8       38.5       92.2       84.4:       7.8       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       507:       173        140        215        146        170        433        426:
Old  :       500:       185        129        198        144        166        421        408:
Other:       230:        45         65         41         44        103        111        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       13.3       23.2       21.6       10.6       10.7       16.8       16.4
Old  :                 16.0       13.9       23.8       22.2       12.6       11.7       19.3       18.1
Other:                 37.8       24.3       52.5       35.7       37.8       23.7       51.2       31.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   370,218:    50,351    101,245     83,095    200,654    144,846    334,100    329,186:    36,118     41,032
Old  :   350,914:    52,546    103,425     74,389    192,628    133,456    319,562    311,269:    31,351     39,645
Other:    19,304:     3,008      3,023      3,503      8,026     11,390     14,538     17,917:     4,766      1,388
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -56,024:     2,272     -3,207    -31,795    -28,040    -23,659    -57,564    -58,660:     1,539      2,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       27.3       22.4       54.2       39.1       90.2       88.9:       9.8       11.1
Old  :     100.0:      15.0       29.5       21.2       54.9       38.0       91.1       88.7:       8.9       11.3
Other:     100.0:      15.6       15.7       18.1       41.6       59.0       75.3       92.8:      24.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        42        104         99         83         72        205        219:
Old  :       264:        44        110         95         83         72        203        216:
Other:        66:        16          9         15         30         18         52         37:
     :----------------------------------------------------------------------------------------------------
     :             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       18.4       25.6       26.2       12.1       11.5       19.7       18.5
Old  :                 16.1       18.2       26.0       26.3       12.6       11.2       20.9       18.4
Other:                 33.2       44.8       48.3       63.9       22.6       36.3       32.7       52.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   753,318:    74,536     48,101     64,020    432,671    468,597    571,227    580,719:   182,091    172,599
Old  :   753,318:    74,536     48,101     64,020    432,671    468,597    571,227    580,719:   182,091    172,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :     6,513:    -7,424      4,345          7      3,667      1,088     -3,751      5,440:    10,264      1,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        6.4        8.5       57.4       62.2       75.8       77.1:      24.2       22.9
Old  :     100.0:       9.9        6.4        8.5       57.4       62.2       75.8       77.1:      24.2       22.9
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  :       153:        34         23         33         72         74        122        115:
Old  :       153:        34         23         33         72         74        122        115:
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       16.9       26.4       26.2       15.2       12.5       21.4       21.1
Old  :                 19.2       16.9       26.4       26.2       15.2       12.5       21.4       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   389,603:    21,891     53,104      8,521    266,987    256,121    297,399    317,746:    92,204     71,857
Old  :   389,603:    21,891     53,104      8,521    266,987    256,121    297,399    317,746:    92,204     71,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    32,397:    -2,461        517      6,644      7,560     11,142     11,743     18,303:    20,655     14,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       13.6        2.2       68.5       65.7       76.3       81.6:      23.7       18.4
Old  :     100.0:       5.6       13.6        2.2       68.5       65.7       76.3       81.6:      23.7       18.4
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  :        63:         7          6          8         30         36         44         46:
Old  :        63:         7          6          8         30         36         44         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  :                 31.3       35.9       45.3       47.0       29.5       35.9       39.6       45.7
Old  :                 31.3       35.9       45.3       47.0       29.5       35.9       39.6       45.7
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, November 27, 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  :    10,761:     1,809        180      2,842      5,556      7,502     10,207     10,524:       554        237
Old  :    10,761:     1,809        180      2,842      5,556      7,502     10,207     10,524:       554        237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -647:      -808        -67        258        -18       -878       -568       -687:       -79         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        1.7       26.4       51.6       69.7       94.9       97.8:       5.1        2.2
Old  :     100.0:      16.8        1.7       26.4       51.6       69.7       94.9       97.8:       5.1        2.2
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  :        33:         7          3          6         15         19         26         27:
Old  :        33:         7          3          6         15         19         26         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       50.2       75.2       70.6       20.1       25.8       30.3       33.2
Old  :                 58.5       50.2       75.2       70.6       20.1       25.8       30.3       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   253,348:    55,302     23,512     52,293     96,867    147,216    204,461    223,021:    48,887     30,327
Old  :   234,902:    50,940     24,291     47,829     90,035    134,525    188,803    206,645:    46,099     28,257
Other:    18,446:     6,046        906      2,779      6,832     12,691     15,658     16,376:     2,788      2,070
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -26,938:    -1,477      2,831    -17,370     -8,512    -12,767    -27,359    -27,306:       421        368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        9.3       20.6       38.2       58.1       80.7       88.0:      19.3       12.0
Old  :     100.0:      21.7       10.3       20.4       38.3       57.3       80.4       88.0:      19.6       12.0
Other:     100.0:      32.8        4.9       15.1       37.0       68.8       84.9       88.8:      15.1       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        59         31         55         76         68        162        137:
Old  :       184:        59         33         54         76         68        161        136:
Other:        52:        12          7         11         30         14         44         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       32.2       20.3       42.6        8.2       25.0       14.0       30.9
Old  :                 11.8       31.7       19.8       41.3        8.0       25.0       13.7       31.3
Other:                 43.5       53.4       61.2       69.2       37.8       49.9       48.6       60.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :    14,993:     2,786      5,421        557      8,426      7,038     11,770     13,016:     3,223      1,977
Old  :    14,975:     2,787      5,421        556      8,426      7,023     11,770     13,000:     3,205      1,975
Other:        18:         0          1          0          0         15          0         16:        18          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :        19:       141          0         16        -84         78         73         94:       -54        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       36.2        3.7       56.2       46.9       78.5       86.8:      21.5       13.2
Old  :     100.0:      18.6       36.2        3.7       56.3       46.9       78.6       86.8:      21.4       13.2
Other:     100.0:       0.0        5.6        0.0        0.0       83.3        0.0       88.9:     100.0       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        21         18          7         27         14         50         39:
Old  :        72:        21         18          7         27         13         50         38:
Other:         4:         0          1          0          0          3          0          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       43.9       49.3       59.4       35.5       42.8       49.2       58.4
Old  :                 35.6       43.9       49.4       59.5       35.6       42.8       49.3       58.4
Other:                  0.0       88.9        0.0       88.9        0.0       88.9        0.0       88.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  : 1,157,985:   280,248    268,267     92,826    614,769    686,607    987,843  1,047,700:   170,142    110,285
Old  : 1,157,985:   280,248    268,267     92,826    614,769    686,607    987,843  1,047,700:   170,142    110,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -65,739:   -29,191     -5,073    -19,763    -41,263    -73,007    -90,217    -97,843:    24,478     32,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       23.2        8.0       53.1       59.3       85.3       90.5:      14.7        9.5
Old  :     100.0:      24.2       23.2        8.0       53.1       59.3       85.3       90.5:      14.7        9.5
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  :       223:        46         40         39        105         99        170        160:
Old  :       223:        46         40         39        105         99        170        160:
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  :                 14.1       31.6       23.0       41.9       12.9       31.5       21.4       39.0
Old  :                 14.1       31.6       23.0       41.9       12.9       31.5       21.4       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  : 2,051,670:   377,209    186,814    199,981  1,145,908  1,275,077  1,723,099  1,661,872:   328,571    389,797
Old  : 2,051,670:   377,209    186,814    199,981  1,145,908  1,275,077  1,723,099  1,661,872:   328,571    389,797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :  -187,190:   -31,774    -21,490    -70,832    -97,336   -118,725   -199,942   -211,048:    12,753     23,858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        9.1        9.7       55.9       62.1       84.0       81.0:      16.0       19.0
Old  :     100.0:      18.4        9.1        9.7       55.9       62.1       84.0       81.0:      16.0       19.0
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  :       262:        49         54         59        123        138        204        219:
Old  :       262:        49         54         59        123        138        204        219:
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  :                 17.0       17.9       26.7       24.4       16.3       14.1       24.2       20.1
Old  :                 17.0       17.9       26.7       24.4       16.3       14.1       24.2       20.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  : 1,691,723:   318,346    178,241     99,744    994,184  1,139,859  1,412,273  1,417,844:   279,450    273,879
Old  : 1,691,723:   318,346    178,241     99,744    994,184  1,139,859  1,412,273  1,417,844:   279,450    273,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :   -56,491:    -3,170      1,275    -85,300     23,766     24,006    -64,704    -60,019:     8,213      3,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       10.5        5.9       58.8       67.4       83.5       83.8:      16.5       16.2
Old  :     100.0:      18.8       10.5        5.9       58.8       67.4       83.5       83.8:      16.5       16.2
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  :       198:        39         33         30         93        103        148        150:
Old  :       198:        39         33         30         93        103        148        150:
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  :                 18.8       19.3       29.4       30.6       17.4       19.1       27.2       29.1
Old  :                 18.8       19.3       29.4       30.6       17.4       19.1       27.2       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :   405,822:    23,913     47,271     66,738    290,136    260,103    380,787    374,111:    25,034     31,710
Old  :   405,822:    23,913     47,271     66,738    290,136    260,103    380,787    374,111:    25,034     31,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :    10,955:     7,527        677       -655      6,161     11,941     13,032     11,962:    -2,078     -1,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       11.6       16.4       71.5       64.1       93.8       92.2:       6.2        7.8
Old  :     100.0:       5.9       11.6       16.4       71.5       64.1       93.8       92.2:       6.2        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        13         18         24         40         40         67         69:
Old  :        77:        13         18         24         40         40         67         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  :                 39.4       32.0       49.5       50.9       31.9       30.2       38.5       39.6
Old  :                 39.4       32.0       49.5       50.9       31.9       30.2       38.5       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :    49,294:     8,095     10,288      3,104     29,735     30,738     40,934     44,131:     8,360      5,163
Old  :    49,294:     8,095     10,288      3,104     29,735     30,738     40,934     44,131:     8,360      5,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :        67:    -1,301       -599         34      1,750        579        483         15:      -417         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.9        6.3       60.3       62.4       83.0       89.5:      17.0       10.5
Old  :     100.0:      16.4       20.9        6.3       60.3       62.4       83.0       89.5:      17.0       10.5
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  :        96:        19         25          9         37         25         63         52:
Old  :        96:        19         25          9         37         25         63         52:
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  :                 20.8       32.4       34.9       54.5       19.6       31.8       32.1       52.8
Old  :                 20.8       32.4       34.9       54.5       19.6       31.8       32.1       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :    98,588:    16,190     20,577      6,208     59,471     61,476     81,869     88,261:    16,719     10,327
Old  :    98,588:    16,190     20,577      6,208     59,471     61,476     81,869     88,261:    16,719     10,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :       133:    -2,602     -1,197         69      3,501      1,158        967         29:      -833        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.9        6.3       60.3       62.4       83.0       89.5:      17.0       10.5
Old  :     100.0:      16.4       20.9        6.3       60.3       62.4       83.0       89.5:      17.0       10.5
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  :        96:        19         25          9         37         25         63         52:
Old  :        96:        19         25          9         37         25         63         52:
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  :                 20.8       32.4       34.9       54.5       19.6       31.8       32.1       52.8
Old  :                 20.8       32.4       34.9       54.5       19.6       31.8       32.1       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :     9,331:     7,194      7,418        985      1,024        919      9,203      9,322:       128          9
Old  :     9,331:     7,194      7,418        985      1,024        919      9,203      9,322:       128          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :     2,178:     2,273      1,654         -1        -97        525      2,175      2,178:         3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.1       79.5       10.6       11.0        9.8       98.6       99.9:       1.4        0.1
Old  :     100.0:      77.1       79.5       10.6       11.0        9.8       98.6       99.9:       1.4        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:        11          8          3          1          2         14         11:
Old  :        22:        11          8          3          1          2         14         11:
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  :                 66.8       73.6       91.6       94.7       66.8       66.8       83.7       85.9
Old  :                 66.8       73.6       91.6       94.7       66.8       66.8       83.7       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, November 27, 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  :    12,877:       982      4,596          1     11,677      8,180     12,660     12,777:       217        100
Old  :    12,877:       982      4,596          1     11,677      8,180     12,660     12,777:       217        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :       521:        32        477          0        489         21        521        498:         0         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       35.7        0.0       90.7       63.5       98.3       99.2:       1.7        0.8
Old  :     100.0:       7.6       35.7        0.0       90.7       63.5       98.3       99.2:       1.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          8          1          5         11         12         19:
Old  :        30:         6          8          1          5         11         12         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  :                 91.2       77.4       97.1       89.1       91.2       77.4       97.1       89.1
Old  :                 91.2       77.4       97.1       89.1       91.2       77.4       97.1       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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  :    13,198:       753      1,609         12     12,176     11,484     12,941     13,105:       257         93
Old  :    13,198:       753      1,609         12     12,176     11,484     12,941     13,105:       257         93
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 20, 2012                    :
     :      -408:      -358       -493         12        -63         29       -409       -452:         1         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       12.2        0.1       92.3       87.0       98.1       99.3:       1.9        0.7
Old  :     100.0:       5.7       12.2        0.1       92.3       87.0       98.1       99.3:       1.9        0.7
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  :        29:         6          5          1          4         15         11         20:
Old  :        29:         6          5          1          4         15         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.1       58.0       97.4       79.6       95.1       58.0       97.4       79.6
Old  :                 95.1       58.0       97.4       79.6       95.1       58.0       97.4       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 5, 2012