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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   460,271:   110,117    122,951     81,831    230,022    203,916    421,970    408,698:    38,301     51,573
Old  :   299,134:    85,651    112,060     25,072    162,879    130,829    273,602    267,961:    25,532     31,173
Other:   161,137:    55,028     41,453     26,197     67,143     73,087    148,368    140,737:    12,769     20,400
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :   -12,007:     1,300     -6,749        799    -17,309     -4,914    -15,210    -10,864:     3,203     -1,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       26.7       17.8       50.0       44.3       91.7       88.8:       8.3       11.2
Old  :     100.0:      28.6       37.5        8.4       54.5       43.7       91.5       89.6:       8.5       10.4
Other:     100.0:      34.1       25.7       16.3       41.7       45.4       92.1       87.3:       7.9       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       126        116        112         92        115        276        295:
Old  :       361:       127        104         66         76         92        231        236:
Other:       247:        50         75         46         66        100        147        198:
     :----------------------------------------------------------------------------------------------------
     :             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       19.9       27.7       28.3       15.9       17.4       26.4       23.8
Old  :                 22.0       28.6       33.2       39.3       21.9       28.1       32.8       38.8
Other:                 25.4       14.9       39.8       25.1       23.9       13.6       36.7       21.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,192,286:   366,755    138,092    165,717    513,878    672,856  1,046,350    976,665:   145,936    215,621
Old  :   948,931:   310,218    118,062    102,770    414,709    564,582    827,697    785,414:   121,234    163,517
Other:   243,355:   114,608     78,101      4,876     99,169    108,274    218,653    191,251:    24,702     52,104
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    43,852:    21,206     13,403      3,128      9,647     17,604     33,981     34,135:     9,871      9,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       11.6       13.9       43.1       56.4       87.8       81.9:      12.2       18.1
Old  :     100.0:      32.7       12.4       10.8       43.7       59.5       87.2       82.8:      12.8       17.2
Other:     100.0:      47.1       32.1        2.0       40.8       44.5       89.8       78.6:      10.2       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       179        149        182        227        332        503        589:
Old  :       719:       191        131        149        205        317        463        546:
Other:       511:        67        122         32         99        265        187        403:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       10.8       21.8       17.7       11.7        9.4       20.8       15.4
Old  :                 13.0       11.5       23.4       19.0       12.9       11.5       22.7       18.3
Other:                 35.2       21.5       48.1       29.1       34.9       21.2       47.9       28.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,628:     1,562      2,154        579      6,447      6,414      8,588      9,147:     2,040      1,481
Old  :    10,164:     1,614      2,146        527      6,039      6,104      8,180      8,777:     1,984      1,387
Other:       464:         0         60          0        408        310        408        370:        56         94
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :        -9:      -124        146        189         58       -476        123       -141:      -132        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.3        5.4       60.7       60.4       80.8       86.1:      19.2       13.9
Old  :     100.0:      15.9       21.1        5.2       59.4       60.1       80.5       86.4:      19.5       13.6
Other:     100.0:       0.0       12.9        0.0       87.9       66.8       87.9       79.7:      12.1       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        10         14          6         15          9         30         27:
Old  :        45:        10         14          6         14          8         29         26:
Other:        16:         0          3          0          8          8          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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       49.7       52.5       65.6       33.9       48.0       51.0       59.7
Old  :                 33.8       50.6       52.8       66.5       33.8       49.8       52.2       62.0
Other:                 73.5       57.8       87.9       76.7       58.4       48.5       68.8       59.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   532,386:   156,100     76,737     89,153    230,101    307,771    475,354    473,661:    57,032     58,725
Old  :   448,460:   144,038     68,326     56,990    198,057    281,257    399,085    406,573:    49,375     41,887
Other:    83,926:    41,412     37,761      2,813     32,044     26,514     76,269     67,088:     7,657     16,838
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    -7,058:    -1,082        435      8,182    -16,935    -15,264     -9,835     -6,647:     2,777       -411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       14.4       16.7       43.2       57.8       89.3       89.0:      10.7       11.0
Old  :     100.0:      32.1       15.2       12.7       44.2       62.7       89.0       90.7:      11.0        9.3
Other:     100.0:      49.3       45.0        3.4       38.2       31.6       90.9       79.9:       9.1       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       436:       153        114        157        109        131        347        336:
Old  :       425:       157        109        127        105        116        327        296:
Other:       228:        48         78         20         40         80        103        167:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       15.4       29.1       24.9       18.2       14.5       26.9       23.2
Old  :                 22.2       17.2       31.9       28.1       22.1       16.2       31.6       26.3
Other:                 38.3       20.9       52.7       32.7       38.3       20.9       52.7       32.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   318,829:    67,098     92,186     49,425    168,992    142,819    285,515    284,430:    33,314     34,399
Old  :   283,940:    69,640     92,435     34,395    152,767    125,536    256,802    252,366:    27,138     31,574
Other:    34,889:     7,166      9,459      5,322     16,225     17,283     28,713     32,064:     6,176      2,825
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    15,599:    -1,280     -3,530      8,558      4,641     10,724     11,919     15,752:     3,680       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       28.9       15.5       53.0       44.8       89.6       89.2:      10.4       10.8
Old  :     100.0:      24.5       32.6       12.1       53.8       44.2       90.4       88.9:       9.6       11.1
Other:     100.0:      20.5       27.1       15.3       46.5       49.5       82.3       91.9:      17.7        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        63         87         79         65         61        185        189:
Old  :       249:        62         92         71         63         60        177        183:
Other:        86:        24         12         16         33         22         63         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       20.3       25.4       29.4       12.3       17.8       21.4       25.8
Old  :                 16.4       21.6       27.1       30.9       14.8       20.3       24.6       29.2
Other:                 29.5       38.2       44.5       54.9       27.2       32.4       37.0       48.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   544,407:    49,046     54,419      3,455    357,701    330,428    410,202    388,302:   134,205    156,105
Old  :   544,407:    49,046     54,419      3,455    357,701    330,428    410,202    388,302:   134,205    156,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :       343:        11     -2,065        647        601     -2,642      1,259     -4,060:      -916      4,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       10.0        0.6       65.7       60.7       75.3       71.3:      24.7       28.7
Old  :     100.0:       9.0       10.0        0.6       65.7       60.7       75.3       71.3:      24.7       28.7
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  :       148:        27         29         15         59         71         95        106:
Old  :       148:        27         29         15         59         71         95        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       17.4       34.8       28.6       23.5       14.9       30.9       24.7
Old  :                 27.2       17.4       34.8       28.6       23.5       14.9       30.9       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   357,653:    19,975     44,783      3,264    266,354    252,259    289,593    300,306:    68,060     57,347
Old  :   357,653:    19,975     44,783      3,264    266,354    252,259    289,593    300,306:    68,060     57,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     6,379:       234        371        100      6,198      4,401      6,532      4,872:      -153      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.5        0.9       74.5       70.5       81.0       84.0:      19.0       16.0
Old  :     100.0:       5.6       12.5        0.9       74.5       70.5       81.0       84.0:      19.0       16.0
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  :        65:         7          5          4         30         40         40         46:
Old  :        65:         7          5          4         30         40         40         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  :                 36.0       37.6       51.0       49.3       34.1       37.6       44.7       48.7
Old  :                 36.0       37.6       51.0       49.3       34.1       37.6       44.7       48.7
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 - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,033:     1,306        716        665      6,473      7,354      8,444      8,735:       589        298
Old  :     9,033:     1,306        716        665      6,473      7,354      8,444      8,735:       589        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -289:        50        -46       -293       -206          7       -449       -332:       160         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        7.9        7.4       71.7       81.4       93.5       96.7:       6.5        3.3
Old  :     100.0:      14.5        7.9        7.4       71.7       81.4       93.5       96.7:       6.5        3.3
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  :        39:         6          5          6         20         23         30         32:
Old  :        39:         6          5          6         20         23         30         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       38.1       61.1       57.5       19.7       20.9       30.2       30.3
Old  :                 42.1       38.1       61.1       57.5       19.7       20.9       30.2       30.3
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 - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   245,142:    68,566     36,068     22,604    114,683    160,889    205,853    219,561:    39,289     25,581
Old  :   212,460:    60,496     31,141     16,741    100,067    140,944    177,304    188,826:    35,156     23,634
Other:    32,682:     9,745      6,602      4,188     14,616     19,945     28,549     30,735:     4,133      1,947
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    13,762:    -1,746      7,411       -538     14,736      6,786     12,452     13,659:     1,310        103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       14.7        9.2       46.8       65.6       84.0       89.6:      16.0       10.4
Old  :     100.0:      28.5       14.7        7.9       47.1       66.3       83.5       88.9:      16.5       11.1
Other:     100.0:      29.8       20.2       12.8       44.7       61.0       87.4       94.0:      12.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        68         47         47         71         63        164        138:
Old  :       207:        67         46         42         68         63        158        133:
Other:        79:        15         21         10         37         15         59         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       37.6       20.8       46.8       10.5       34.9       18.2       41.3
Old  :                 12.7       37.6       22.0       46.1       11.4       36.2       19.2       43.1
Other:                 31.3       40.2       52.1       60.3       31.3       35.2       46.9       45.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,334:     2,984      5,627         69      8,381      6,598     11,434     12,294:     2,900      2,040
Old  :    14,172:     2,967      5,627         60      8,329      6,453     11,356     12,140:     2,816      2,032
Other:       162:        26          9          0         52        145         78        154:        84          8
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -129:         0        211        -88       -195       -516       -283       -393:       154        264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       39.3        0.5       58.5       46.0       79.8       85.8:      20.2       14.2
Old  :     100.0:      20.9       39.7        0.4       58.8       45.5       80.1       85.7:      19.9       14.3
Other:     100.0:      16.0        5.6        0.0       32.1       89.5       48.1       95.1:      51.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        25         16          6         27         14         52         36:
Old  :        74:        24         16          5         27         13         51         34:
Other:        10:         2          2          0          1          5          3          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.8       44.2       49.3       60.6       35.8       44.2       49.3       60.1
Old  :                 36.2       44.8       49.8       60.5       36.2       44.8       49.8       60.2
Other:                 48.1       90.1       48.1       95.1       48.1       90.1       48.1       95.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,014,787:   306,532    182,682     19,309    562,708    735,193    888,549    937,184:   126,238     77,603
Old  : 1,014,787:   306,532    182,682     19,309    562,708    735,193    888,549    937,184:   126,238     77,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    51,956:    25,538     31,308     -2,824     18,755     28,163     41,469     56,647:    10,487     -4,691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       18.0        1.9       55.5       72.4       87.6       92.4:      12.4        7.6
Old  :     100.0:      30.2       18.0        1.9       55.5       72.4       87.6       92.4:      12.4        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        50         36         12         93         91        149        133:
Old  :       220:        50         36         12         93         91        149        133:
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  :                 19.7       32.7       30.2       43.8       18.4       32.3       28.3       43.0
Old  :                 19.7       32.7       30.2       43.8       18.4       32.3       28.3       43.0
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 - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,785,576:   291,957    264,659     40,995  1,196,457  1,112,961  1,529,409  1,418,615:   256,167    366,961
Old  : 1,785,576:   291,957    264,659     40,995  1,196,457  1,112,961  1,529,409  1,418,615:   256,167    366,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    69,976:      -196     17,312     -3,090     71,178     55,091     67,892     69,313:     2,084        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       14.8        2.3       67.0       62.3       85.7       79.4:      14.3       20.6
Old  :     100.0:      16.4       14.8        2.3       67.0       62.3       85.7       79.4:      14.3       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        42         68         39         99        137        171        214:
Old  :       281:        42         68         39         99        137        171        214:
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  :                 22.7       19.9       35.0       27.4       22.2       14.8       32.4       21.5
Old  :                 22.7       19.9       35.0       27.4       22.2       14.8       32.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,544,548:   153,996    165,785     31,701  1,145,416  1,098,661  1,331,113  1,296,147:   213,435    248,401
Old  : 1,544,548:   153,996    165,785     31,701  1,145,416  1,098,661  1,331,113  1,296,147:   213,435    248,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    32,804:   -24,657    -17,040      3,372     42,173     42,889     20,888     29,221:    11,916      3,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       10.7        2.1       74.2       71.1       86.2       83.9:      13.8       16.1
Old  :     100.0:      10.0       10.7        2.1       74.2       71.1       86.2       83.9:      13.8       16.1
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  :       200:        31         36         18         85        104        126        148:
Old  :       200:        31         36         18         85        104        126        148:
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  :                 30.4       24.8       43.6       36.0       30.2       24.3       42.8       34.9
Old  :                 30.4       24.8       43.6       36.0       30.2       24.3       42.8       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   372,623:    29,149     31,608     63,111    257,916    247,687    350,176    342,406:    22,447     30,217
Old  :   372,623:    29,149     31,608     63,111    257,916    247,687    350,176    342,406:    22,447     30,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    15,136:    -2,742     -3,682         83     12,740     18,398     10,081     14,799:     5,055        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        8.5       16.9       69.2       66.5       94.0       91.9:       6.0        8.1
Old  :     100.0:       7.8        8.5       16.9       69.2       66.5       94.0       91.9:       6.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        78:        16         15         21         40         39         64         68:
Old  :        78:        16         15         21         40         39         64         68:
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  :                 37.4       30.9       49.5       44.0       31.4       25.5       39.3       34.2
Old  :                 37.4       30.9       49.5       44.0       31.4       25.5       39.3       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    51,142:    13,688      3,723         18     29,189     42,091     42,895     45,831:     8,247      5,311
Old  :    51,142:    13,688      3,723         18     29,189     42,091     42,895     45,831:     8,247      5,311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     4,460:     1,225        132         18      2,957      3,074      4,199      3,224:       261      1,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.3        0.0       57.1       82.3       83.9       89.6:      16.1       10.4
Old  :     100.0:      26.8        7.3        0.0       57.1       82.3       83.9       89.6:      16.1       10.4
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  :       100:        31         13          2         33         28         65         43:
Old  :       100:        31         13          2         33         28         65         43:
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  :                 24.7       48.5       39.8       67.5       24.5       48.5       39.5       67.5
Old  :                 24.7       48.5       39.8       67.5       24.5       48.5       39.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   102,283:    27,376      7,445         35     58,378     84,181     85,789     91,661:    16,494     10,622
Old  :   102,283:    27,376      7,445         35     58,378     84,181     85,789     91,661:    16,494     10,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     8,919:     2,450        264         35      5,913      6,148      8,398      6,447:       521      2,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        7.3        0.0       57.1       82.3       83.9       89.6:      16.1       10.4
Old  :     100.0:      26.8        7.3        0.0       57.1       82.3       83.9       89.6:      16.1       10.4
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  :       100:        31         13          2         33         28         65         43:
Old  :       100:        31         13          2         33         28         65         43:
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  :                 24.7       48.5       39.8       67.5       24.5       48.5       39.5       67.5
Old  :                 24.7       48.5       39.8       67.5       24.5       48.5       39.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,853:     6,163      7,766      1,083      1,476          0      8,722      8,849:       131          4
Old  :     8,853:     6,163      7,766      1,083      1,476          0      8,722      8,849:       131          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       87.7       12.2       16.7        0.0       98.5      100.0:       1.5        0.0
Old  :     100.0:      69.6       87.7       12.2       16.7        0.0       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  :        20:         9          8          3          3          0         14          9:
Old  :        20:         9          8          3          3          0         14          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       78.1       87.0       99.0       68.1       78.1       81.6       87.7
Old  :                 68.1       78.1       87.0       99.0       68.1       78.1       81.6       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,949:       592      5,106          0      8,246      3,771      8,838      8,877:       111         72
Old  :     8,949:       592      5,106          0      8,246      3,771      8,838      8,877:       111         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :       311:       -38        403          0        354       -107        316        296:        -5         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       57.1        0.0       92.1       42.1       98.8       99.2:       1.2        0.8
Old  :     100.0:       6.6       57.1        0.0       92.1       42.1       98.8       99.2:       1.2        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  :        25:         4          8          0          4         10          8         18:
Old  :        25:         4          8          0          4         10          8         18:
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  :                 96.6       73.0       98.8       90.0       96.6       73.0       98.7       90.0
Old  :                 96.6       73.0       98.8       90.0       96.6       73.0       98.7       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,679:       296      1,468          0      7,245      6,183      7,541      7,651:       138         28
Old  :     7,679:       296      1,468          0      7,245      6,183      7,541      7,651:       138         28
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -133:       -77        161          0        -58       -262       -135       -101:         2        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       19.1        0.0       94.3       80.5       98.2       99.6:       1.8        0.4
Old  :     100.0:       3.9       19.1        0.0       94.3       80.5       98.2       99.6:       1.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          6          0          3         12          5         18:
Old  :        22:         2          6          0          3         12          5         18:
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  :                 97.8       66.3       98.2       85.7       97.6       66.3       97.6       85.7
Old  :                 97.8       66.3       98.2       85.7       97.6       66.3       97.6       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 18, 2013