```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,424
COMMITMENTS
 103,874  119,025  134,025  259,616  225,632  497,514  478,681   34,910   53,743

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      3,895)
  -2,829    2,102      197    9,205    3,655    6,573    5,954   -2,678   -2,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     22.4     25.2     48.8     42.4     93.4     89.9      6.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     121      132      141      106      124      298      334
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,519,198
COMMITMENTS
 311,471  124,780  411,356  637,952  742,525  1360778  1278661  158,420  240,537

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -14,152)
 -22,208   11,243    5,263   11,729  -35,669   -5,216  -19,162   -8,936    5,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      8.2     27.1     42.0     48.9     89.6     84.2     10.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      740)
     178      156      214      263      363      545      639
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,887
COMMITMENTS
   1,722    1,367      705    6,095    7,849    8,521    9,920    2,366      967

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -816)
  -1,704       73      193      601   -1,052     -910     -786       94      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     12.6      6.5     56.0     72.1     78.3     91.1     21.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        8        8       18       12       36       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      772,684
COMMITMENTS
 173,016   48,697  245,432  288,924  409,371  707,372  703,501   65,312   69,183

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -102,468)
 -17,240    1,532  -60,419  -14,378  -35,555  -92,038  -94,443  -10,431   -8,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      6.3     31.8     37.4     53.0     91.5     91.0      8.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      463)
     164      119      202      134      153      400      391
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      353,164
COMMITMENTS
  63,118  100,912   77,027  182,068  141,191  322,212  319,130   30,952   34,034

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -15,535)
   2,678    7,366  -12,615   -3,445   -8,355  -13,381  -13,604   -2,154   -1,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     28.6     21.8     51.6     40.0     91.2     90.4      8.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      63       95      100       75       70      205      223
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      608,715
COMMITMENTS
  52,250   49,857   36,917  376,022  356,083  465,189  442,857  143,526  165,858

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -83,903)
 -18,437  -18,603  -31,426  -20,691  -34,948  -70,554  -84,977  -13,350    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      8.2      6.1     61.8     58.5     76.4     72.8     23.6     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      34       23       39       74       78      123      125
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      356,089
COMMITMENTS
  21,678   46,472    3,003  267,037  252,684  291,718  302,159   64,371   53,930

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -10,484)
    -149   -4,006      -31   -9,700       57   -9,880   -3,981     -604   -6,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     13.1      0.8     75.0     71.0     81.9     84.9     18.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        6        5       28       38       40       45
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,624
COMMITMENTS
   1,197      552      920    5,568    6,475    7,685    7,947      939      677

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:       -156)
     487       -6     -270     -413      -80     -196     -356       40      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      6.4     10.7     64.6     75.1     89.1     92.1     10.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        4        6       18       19       29       27
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      257,334
COMMITMENTS
  63,213   18,577   50,379   99,019  166,964  212,611  235,920   44,723   21,415

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -28,511)
  -6,424   -1,244  -11,666   -6,776  -13,599  -24,866  -26,509   -3,645   -2,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6      7.2     19.6     38.5     64.9     82.6     91.7     17.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      61       39       49       73       71      164      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,763
COMMITMENTS
   3,176    4,306      766    8,700    8,834   12,643   13,906    3,120    1,856

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:         12)
    -237      201     -183      309      246     -111      263      123     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     27.3      4.9     55.2     56.0     80.2     88.2     19.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       12        6       29       18       53       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,099,373
COMMITMENTS
 314,657  176,096   61,074  591,024  780,165  966,754  1017335  132,619   82,037

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -35,835)
 -41,587  -28,061  -15,641   19,949    5,454  -37,278  -38,247    1,444    2,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     16.0      5.6     53.8     71.0     87.9     92.5     12.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      48       33       23       98       96      154      144
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,919,809
COMMITMENTS
 305,716  231,656  178,806  1139449  1171648  1623971  1582110  295,838  337,700

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:   -271,798)
 -26,435  -21,472  -88,073 -136,832 -144,950 -251,340 -254,495  -20,458  -17,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     12.1      9.3     59.4     61.0     84.6     82.4     15.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      49       49       60      126      136      204      216
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,621,589
COMMITMENTS
 206,491  190,759   72,988  1132398  1095303  1411878  1359051  209,712  262,539

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:     35,876)
 -38,016   19,183  -26,985  131,201   39,460   66,201   31,658  -30,325    4,218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     11.8      4.5     69.8     67.5     87.1     83.8     12.9     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      27       40       27       85      103      128      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      449,671
COMMITMENTS
  69,004   51,256   66,262  297,799  301,048  433,065  418,566   16,606   31,105

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:      6,533)
   1,660     -817      -58    8,544    5,873   10,146    4,998   -3,613    1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     11.4     14.7     66.2     66.9     96.3     93.1      3.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       15       25       41       42       70       73
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,255
COMMITMENTS
  13,623    2,995      504   27,102   41,801   41,229   45,299    8,026    3,955

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -30,691)
  -2,040    1,025   -6,371  -20,298  -22,462  -28,709  -27,809   -1,982   -2,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      6.1      1.0     55.0     84.9     83.7     92.0     16.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28        9        6       35       26       65       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,509
COMMITMENTS
  27,247    5,989    1,007   54,204   83,602   82,458   90,599   16,052    7,911

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:    -28,670)
     895   -7,230   -2,629  -25,203  -15,435  -26,937  -25,294   -1,733   -3,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7      6.1      1.0     55.0     84.9     83.7     92.0     16.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28        9        6       35       26       65       39
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        9,004
COMMITMENTS
     990    4,914        0    7,891    4,019    8,881    8,933      123       71

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        234)
     178      140        0       68       75      246      215      -12       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     54.6      0.0     87.6     44.6     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        0        3       10        8       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,192
COMMITMENTS
     687    1,276        0    7,325    6,882    8,012    8,158      180       34

CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST:        -17)
    -339      -30        0      326        8      -13      -22       -4        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4     15.6      0.0     89.4     84.0     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        0        4       12        7       16
```

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Updated December 28, 2012