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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   605,344:   132,850     96,731    179,145    251,613    274,237    563,608    550,113:    41,736     55,231
Old  :   490,310:   110,273     97,936    127,941    218,002    226,003    456,217    451,880:    34,093     38,430
Other:   115,034:    42,576     18,795     31,204     33,611     48,234    107,391     98,233:     7,643     16,801
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     5,205:    -4,356        377      1,972      7,436        835      5,052      3,184:       153      2,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       16.0       29.6       41.6       45.3       93.1       90.9:       6.9        9.1
Old  :     100.0:      22.5       20.0       26.1       44.5       46.1       93.0       92.2:       7.0        7.8
Other:     100.0:      37.0       16.3       27.1       29.2       41.9       93.4       85.4:       6.6       14.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       433:       161        119        174        107        132        344        361:
Old  :       420:       156        121        152         89        128        310        342:
Other:       235:        58         57         59         61        100        152        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       13.1       24.6       20.2       12.6        9.9       21.1       15.2
Old  :                 16.8       14.4       28.2       22.0       15.1       12.7       24.9       18.9
Other:                 30.7       21.0       44.7       32.3       22.7        9.5       31.9       15.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  : 1,897,016:   372,672     64,349    651,539    693,097    904,583  1,717,308  1,620,471:   179,708    276,545
Old  : 1,748,821:   336,934     85,510    604,458    641,704    815,115  1,583,096  1,505,083:   165,724    243,737
Other:   148,195:    68,461     11,562     14,357     51,393     89,468    134,211    115,387:    13,984     32,808
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    46,928:     2,323      5,295     14,495     29,344     26,556     46,162     46,347:       767        582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        3.4       34.3       36.5       47.7       90.5       85.4:       9.5       14.6
Old  :     100.0:      19.3        4.9       34.6       36.7       46.6       90.5       86.1:       9.5       13.9
Other:     100.0:      46.2        7.8        9.7       34.7       60.4       90.6       77.9:       9.4       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       848:       254        158        285        289        394        652        740:
Old  :       844:       242        167        279        280        391        637        733:
Other:       447:        72         62         46         88        276        181        366:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       10.0       18.0       17.2        7.0        6.1       12.3        9.6
Old  :                 10.8        9.8       18.5       16.2        8.1        6.3       13.7        9.8
Other:                 36.7       27.5       46.3       34.3       36.6       26.8       45.2       32.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    12,710:     3,132        497        608      6,594     10,482     10,334     11,586:     2,376      1,124
Old  :    12,658:     3,137        499        601      6,556     10,447     10,294     11,546:     2,364      1,112
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       600:       976        -41         -5       -557        491        414        446:       186        154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        3.9        4.8       51.9       82.5       81.3       91.2:      18.7        8.8
Old  :     100.0:      24.8        3.9        4.7       51.8       82.5       81.3       91.2:      18.7        8.8
Other:     100.0:       3.8        9.7        0.0       73.0       67.3       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        19          5          9         15         12         36         24:
Old  :        42:        19          5          9         15         12         36         24:
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  :                 33.9       67.9       53.2       80.2       29.5       59.3       46.7       69.5
Old  :                 34.0       68.0       53.2       80.3       29.6       59.6       46.7       69.6
Other:                 73.0       76.9       76.9       76.9       63.4       67.3       67.3       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  : 1,126,262:   216,332     33,884    435,013    399,216    566,307  1,050,561  1,035,203:    75,701     91,059
Old  : 1,065,465:   197,343     32,544    417,442    379,532    532,048    994,317    982,035:    71,148     83,431
Other:    60,797:    28,871     11,221      7,689     19,684     34,259     56,244     53,169:     4,553      7,629
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -4,804:   -12,947       -223     10,273      1,651    -15,488     -1,023     -5,437:    -3,781        634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        3.0       38.6       35.4       50.3       93.3       91.9:       6.7        8.1
Old  :     100.0:      18.5        3.1       39.2       35.6       49.9       93.3       92.2:       6.7        7.8
Other:     100.0:      47.5       18.5       12.6       32.4       56.3       92.5       87.5:       7.5       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       636:       241        160        286        176        201        540        543:
Old  :       634:       247        157        280        174        200        533        539:
Other:       253:        44         73         33         45        117        107        209:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       14.3       22.1       22.9        7.2        8.0       12.1       12.2
Old  :                 14.7       14.2       22.8       22.3        9.2        8.4       14.2       12.6
Other:                 46.2       42.8       58.9       52.0       46.2       42.8       56.0       49.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   399,354:    50,344     67,405    112,100    201,814    181,461    364,258    360,966:    35,096     38,388
Old  :   384,327:    51,928     67,929    106,845    193,357    171,913    352,131    346,688:    32,196     37,639
Other:    15,027:     1,291      2,351      2,379      8,457      9,548     12,127     14,278:     2,900        749
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    18,797:    -4,410     10,519     11,404     11,226     -2,939     18,220     18,985:       577       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       16.9       28.1       50.5       45.4       91.2       90.4:       8.8        9.6
Old  :     100.0:      13.5       17.7       27.8       50.3       44.7       91.6       90.2:       8.4        9.8
Other:     100.0:       8.6       15.6       15.8       56.3       63.5       80.7       95.0:      19.3        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        62         94        130         94         89        250        261:
Old  :       307:        63         97        130         94         88        250        260:
Other:        55:        12          8         13         23         14         42         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       21.1       21.0       28.8        9.8       12.7       16.6       18.2
Old  :                 12.6       21.4       21.4       28.9       10.0       13.3       17.0       19.1
Other:                 34.5       52.3       50.4       71.6       30.7       52.3       43.5       69.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   696,698:    60,842     52,024     65,231    419,517    425,373    545,590    542,629:   151,107    154,069
Old  :   696,698:    60,842     52,024     65,231    419,517    425,373    545,590    542,629:   151,107    154,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    -7,985:    -4,712     -8,659       -621     -2,178     -2,808     -7,511    -12,088:      -475      4,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        7.5        9.4       60.2       61.1       78.3       77.9:      21.7       22.1
Old  :     100.0:       8.7        7.5        9.4       60.2       61.1       78.3       77.9:      21.7       22.1
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  :       175:        33         32         44         88         93        147        143:
Old  :       175:        33         32         44         88         93        147        143:
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       13.4       26.1       23.2       14.6       12.5       21.6       21.1
Old  :                 18.8       13.4       26.1       23.2       14.6       12.5       21.6       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, October 16, 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  :   371,376:    38,402     32,410      8,777    251,327    274,288    298,506    315,475:    72,870     55,901
Old  :   371,376:    38,402     32,410      8,777    251,327    274,288    298,506    315,475:    72,870     55,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       672:     2,028      2,916      1,543     -2,445     -1,656      1,126      2,803:      -455     -2,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        8.7        2.4       67.7       73.9       80.4       84.9:      19.6       15.1
Old  :     100.0:      10.3        8.7        2.4       67.7       73.9       80.4       84.9:      19.6       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         7          6          5         29         37         39         45:
Old  :        61:         7          6          5         29         37         39         45:
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  :                 34.9       36.9       50.7       48.3       32.4       36.4       44.0       46.6
Old  :                 34.9       36.9       50.7       48.3       32.4       36.4       44.0       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    10,281:     3,299        282      1,715      4,724      8,027      9,738     10,024:       543        257
Old  :    10,281:     3,299        282      1,715      4,724      8,027      9,738     10,024:       543        257
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -178:       -19       -160         38       -247        -42       -228       -164:        50        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        2.7       16.7       45.9       78.1       94.7       97.5:       5.3        2.5
Old  :     100.0:      32.1        2.7       16.7       45.9       78.1       94.7       97.5:       5.3        2.5
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  :        40:         9          4          5         22         23         35         30:
Old  :        40:         9          4          5         22         23         35         30:
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  :                 56.0       44.3       69.5       73.0       29.7       24.4       36.3       34.3
Old  :                 56.0       44.3       69.5       73.0       29.7       24.4       36.3       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   277,390:    63,972     11,571     74,252     95,798    168,558    234,022    254,380:    43,368     23,009
Old  :   264,042:    60,658     11,602     70,202     91,204    160,004    222,064    241,809:    41,978     22,233
Other:    13,347:     4,569      1,223      2,795      4,594      8,553     11,957     12,572:     1,390        776
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     2,102:     2,484        166     -2,911      1,242      6,757        815      4,012:     1,288     -1,910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.2       26.8       34.5       60.8       84.4       91.7:      15.6        8.3
Old  :     100.0:      23.0        4.4       26.6       34.5       60.6       84.1       91.6:      15.9        8.4
Other:     100.0:      34.2        9.2       20.9       34.4       64.1       89.6       94.2:      10.4        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        65         30         50         84         79        177        140:
Old  :       203:        67         32         49         84         79        177        139:
Other:        53:         9         12         12         28         10         45         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       31.7       20.4       43.3        6.4       24.0       11.3       30.3
Old  :                 13.1       30.5       20.7       42.5        6.7       23.3       11.8       29.7
Other:                 46.9       59.2       63.6       75.5       38.0       48.5       47.0       57.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    16,182:     2,809      5,424      1,305      8,728      7,613     12,842     14,342:     3,340      1,839
Old  :    16,177:     2,809      5,421      1,305      8,727      7,613     12,841     14,339:     3,336      1,837
Other:         5:         0          3          0          1          0          1          3:         4          2
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       245:      -544        -92        202        446         28        104        138:       140        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       33.5        8.1       53.9       47.0       79.4       88.6:      20.6       11.4
Old  :     100.0:      17.4       33.5        8.1       53.9       47.1       79.4       88.6:      20.6       11.4
Other:     100.0:       0.0       60.0        0.0       20.0        0.0       20.0       60.0:      80.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        18         22         10         28         12         51         39:
Old  :        70:        18         22         10         28         12         51         39:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       41.6       46.9       55.4       32.6       40.2       45.0       53.1
Old  :                 32.6       41.6       46.9       55.5       32.6       40.2       45.0       53.1
Other:                 20.0       60.0       20.0       60.0       20.0       60.0       20.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  : 1,047,391:   256,085    246,449     81,659    572,161    638,912    909,906    967,021:   137,486     80,371
Old  : 1,047,391:   256,085    246,449     81,659    572,161    638,912    909,906    967,021:   137,486     80,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    26,226:   -13,770     26,867      2,811     39,456     -1,359     28,497     28,319:    -2,270     -2,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       23.5        7.8       54.6       61.0       86.9       92.3:      13.1        7.7
Old  :     100.0:      24.4       23.5        7.8       54.6       61.0       86.9       92.3:      13.1        7.7
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  :       228:        45         47         26        103         93        163        151:
Old  :       228:        45         47         26        103         93        163        151:
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  :                 18.4       30.7       27.2       41.0       17.6       29.2       24.7       38.1
Old  :                 18.4       30.7       27.2       41.0       17.6       29.2       24.7       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  : 2,064,012:   324,147    175,960    201,005  1,229,568  1,368,529  1,754,720  1,745,494:   309,292    318,518
Old  : 2,064,012:   324,147    175,960    201,005  1,229,568  1,368,529  1,754,720  1,745,494:   309,292    318,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    35,998:    37,703      5,182      2,221     16,139     16,104     56,064     23,507:   -20,066     12,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.5        9.7       59.6       66.3       85.0       84.6:      15.0       15.4
Old  :     100.0:      15.7        8.5        9.7       59.6       66.3       85.0       84.6:      15.0       15.4
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  :       280:        47         58         70        144        155        235        239:
Old  :       280:        47         58         70        144        155        235        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       23.1       26.7       29.0       16.7       18.6       24.8       23.7
Old  :                 17.4       23.1       26.7       29.0       16.7       18.6       24.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  : 1,616,158:   277,134    159,002    146,170    950,620  1,064,128  1,373,923  1,369,299:   242,235    246,859
Old  : 1,616,158:   277,134    159,002    146,170    950,620  1,064,128  1,373,923  1,369,299:   242,235    246,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :    31,963:   -28,277      2,815     32,233     38,579     -7,746     42,534     27,302:   -10,571      4,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        9.8        9.0       58.8       65.8       85.0       84.7:      15.0       15.3
Old  :     100.0:      17.1        9.8        9.0       58.8       65.8       85.0       84.7:      15.0       15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        42         35         37         84        104        142        160:
Old  :       203:        42         35         37         84        104        142        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  :                 19.2       24.1       30.7       33.7       17.3       24.0       27.3       32.8
Old  :                 19.2       24.1       30.7       33.7       17.3       24.0       27.3       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   395,730:     5,285     45,656     64,844    295,952    246,273    366,082    356,772:    29,649     38,958
Old  :   395,730:     5,285     45,656     64,844    295,952    246,273    366,082    356,772:    29,649     38,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     5,135:      -240      2,267     -2,255      7,787      5,667      5,292      5,678:      -157       -544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       11.5       16.4       74.8       62.2       92.5       90.2:       7.5        9.8
Old  :     100.0:       1.3       11.5       16.4       74.8       62.2       92.5       90.2:       7.5        9.8
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  :        75:        10         18         22         41         39         65         66:
Old  :        75:        10         18         22         41         39         65         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       28.3       51.5       47.0       33.1       22.3       38.7       33.4
Old  :                 43.2       28.3       51.5       47.0       33.1       22.3       38.7       33.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    61,702:    25,976      6,218        431     26,968     49,302     53,376     55,951:     8,326      5,751
Old  :    61,702:    25,976      6,218        431     26,968     49,302     53,376     55,951:     8,326      5,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     2,697:     2,518        255       -268       -233      2,364      2,017      2,350:       681        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       10.1        0.7       43.7       79.9       86.5       90.7:      13.5        9.3
Old  :     100.0:      42.1       10.1        0.7       43.7       79.9       86.5       90.7:      13.5        9.3
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  :       105:        40         11          9         33         32         77         48:
Old  :       105:        40         11          9         33         32         77         48:
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  :                 25.9       39.3       40.3       57.4       25.9       39.3       40.1       57.4
Old  :                 25.9       39.3       40.3       57.4       25.9       39.3       40.1       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :   123,404:    51,952     12,436        862     53,937     98,605    106,751    111,902:    16,652     11,501
Old  :   123,404:    51,952     12,436        862     53,937     98,605    106,751    111,902:    16,652     11,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :     5,395:     5,036        510       -536       -466      4,727      4,033      4,701:     1,361        694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       10.1        0.7       43.7       79.9       86.5       90.7:      13.5        9.3
Old  :     100.0:      42.1       10.1        0.7       43.7       79.9       86.5       90.7:      13.5        9.3
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  :       105:        40         11          9         33         32         77         48:
Old  :       105:        40         11          9         33         32         77         48:
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  :                 25.9       39.3       40.3       57.4       25.9       39.3       40.1       57.4
Old  :                 25.9       39.3       40.3       57.4       25.9       39.3       40.1       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2012                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,419:     6,116      6,945      1,042      1,134        431      8,292      8,418:       127          1
Old  :     8,419:     6,116      6,945      1,042      1,134        431      8,292      8,418:       127          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :       -64:       147        -19        -20       -193        -25        -66        -64:         2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6       82.5       12.4       13.5        5.1       98.5      100.0:       1.5        0.0
Old  :     100.0:      72.6       82.5       12.4       13.5        5.1       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        12          9          3          1          2         15         12:
Old  :        24:        12          9          3          1          2         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       80.8       89.6       97.5       66.8       73.7       81.7       86.1
Old  :                 66.8       80.8       89.6       97.5       66.8       73.7       81.7       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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  :    11,506:     2,069      5,013          1      9,257      6,432     11,327     11,446:       179         60
Old  :    11,506:     2,069      5,013          1      9,257      6,432     11,327     11,446:       179         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -500:       914       -877          0     -1,430        366       -516       -511:        16         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       43.6        0.0       80.5       55.9       98.4       99.5:       1.6        0.5
Old  :     100.0:      18.0       43.6        0.0       80.5       55.9       98.4       99.5:       1.6        0.5
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  :        28:         7          6          1          5         10         13         16:
Old  :        28:         7          6          1          5         10         13         16:
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  :                 87.0       85.6       96.1       94.7       87.0       85.6       96.1       94.7
Old  :                 87.0       85.6       96.1       94.7       87.0       85.6       96.1       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 with Delta-adjusted Options and Futures Combined, October 16, 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  :    13,631:     1,683      1,493          0     11,676     12,101     13,359     13,594:       272         37
Old  :    13,631:     1,683      1,493          0     11,676     12,101     13,359     13,594:       272         37
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 9, 2012                      :
     :      -330:      -561       -436          0        213        107       -348       -329:        18         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       11.0        0.0       85.7       88.8       98.0       99.7:       2.0        0.3
Old  :     100.0:      12.3       11.0        0.0       85.7       88.8       98.0       99.7:       2.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6          7          0          4         15         10         22:
Old  :        31:         6          7          0          4         15         10         22:
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  :                 94.4       68.6       97.3       84.7       94.4       68.6       97.3       84.7
Old  :                 94.4       68.6       97.3       84.7       94.4       68.6       97.3       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated June 29, 2007