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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   548,370:   103,559    122,986    137,257    271,016    233,971    511,831    494,213:    36,539     54,157
Old  :   378,863:    72,186    120,178     72,067    208,724    153,019    352,977    345,264:    25,886     33,599
Other:   169,507:    54,492     25,928     42,070     62,292     80,951    158,855    148,949:    10,653     20,558
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    15,946:      -315      3,961      3,232     11,400      8,339     14,317     15,532:     1,629        414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       22.4       25.0       49.4       42.7       93.3       90.1:       6.7        9.9
Old  :     100.0:      19.1       31.7       19.0       55.1       40.4       93.2       91.1:       6.8        8.9
Other:     100.0:      32.1       15.3       24.8       36.7       47.8       93.7       87.9:       6.3       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       124        126        135        105        126        292        329:
Old  :       375:       112        125        104         95        115        259        294:
Other:       253:        65         62         62         70        107        164        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  :                 16.6       17.1       27.9       24.7       15.7       13.9       26.3       19.6
Old  :                 20.1       23.2       33.5       32.1       20.0       21.5       32.9       30.2
Other:                 21.3       16.1       33.7       24.8       20.2       14.8       30.5       21.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  : 1,528,736:   305,249    123,072    427,612    636,083    740,038  1,368,944  1,290,722:   159,792    238,014
Old  : 1,237,683:   246,951    117,543    321,503    532,538    619,309  1,100,992  1,058,355:   136,691    179,328
Other:   291,053:   109,822     57,052     54,586    103,545    120,728    267,952    232,367:    23,100     58,686
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     9,538:    -6,222     -1,708     16,257     -1,869     -2,487      8,166     12,061:     1,371     -2,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        8.1       28.0       41.6       48.4       89.5       84.4:      10.5       15.6
Old  :     100.0:      20.0        9.5       26.0       43.0       50.0       89.0       85.5:      11.0       14.5
Other:     100.0:      37.7       19.6       18.8       35.6       41.5       92.1       79.8:       7.9       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       736:       180        153        215        268        363        550        638:
Old  :       720:       185        137        186        257        352        524        599:
Other:       497:        70         99         69        118        283        222        419:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       18.9       18.2        8.8        6.4       15.6       10.1
Old  :                 11.0       10.5       20.3       17.7        9.8        8.0       17.9       12.5
Other:                 27.3       20.8       43.8       28.8       27.1       17.3       40.3       24.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :    10,755:     1,062      1,127      1,109      6,510      7,339      8,681      9,575:     2,075      1,181
Old  :    10,393:     1,065      1,124      1,090      6,189      7,027      8,343      9,241:     2,050      1,152
Other:       363:         3          9         13        321        312        338        334:        25         28
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -132:      -660       -240        404        415       -510        160       -345:      -291        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       10.5       10.3       60.5       68.2       80.7       89.0:      19.3       11.0
Old  :     100.0:      10.2       10.8       10.5       59.5       67.6       80.3       88.9:      19.7       11.1
Other:     100.0:       0.9        2.5        3.6       88.6       86.0       93.1       92.2:       6.9        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        14          8          9         18         12         36         26:
Old  :        43:        15          7          9         18         12         36         26:
Other:        19:         2          3          3         10          6         14         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.4       55.1       50.4       71.5       33.3       51.2       47.6       61.9
Old  :                 33.3       55.9       49.4       72.3       33.2       52.8       47.4       63.0
Other:                 74.0       74.7       86.4       90.3       54.3       59.6       61.9       62.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   756,932:   169,600     52,516    243,711    280,879    397,617    694,191    693,844:    62,741     63,088
Old  :   657,674:   147,562     44,079    206,899    248,054    359,969    602,515    610,947:    55,159     46,727
Other:    99,258:    38,044     24,443     20,807     32,826     37,648     91,676     82,897:     7,582     16,361
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :   -15,752:    -3,416      3,819     -1,721     -8,044    -11,754    -13,181     -9,656:    -2,571     -6,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        6.9       32.2       37.1       52.5       91.7       91.7:       8.3        8.3
Old  :     100.0:      22.4        6.7       31.5       37.7       54.7       91.6       92.9:       8.4        7.1
Other:     100.0:      38.3       24.6       21.0       33.1       37.9       92.4       83.5:       7.6       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       165        117        200        128        149        391        384:
Old  :       444:       166        111        182        125        140        374        360:
Other:       227:        59         65         51         47         86        132        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       14.5       24.0       24.2       12.0       12.0       18.5       19.6
Old  :                 17.1       15.8       25.4       25.7       14.2       13.3       21.4       20.9
Other:                 32.3       21.0       47.0       34.6       32.3       20.2       44.1       30.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   344,337:    63,481     97,991     73,910    175,861    138,375    313,252    310,277:    31,085     34,060
Old  :   315,913:    64,801    100,143     62,756    162,450    120,669    290,007    283,567:    25,906     32,346
Other:    28,424:     4,563      3,732      5,270     13,411     17,707     23,245     26,710:     5,179      1,715
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -8,827:       363     -2,921     -3,117     -6,206     -2,816     -8,960     -8,853:       133         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       28.5       21.5       51.1       40.2       91.0       90.1:       9.0        9.9
Old  :     100.0:      20.5       31.7       19.9       51.4       38.2       91.8       89.8:       8.2       10.2
Other:     100.0:      16.1       13.1       18.5       47.2       62.3       81.8       94.0:      18.2        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        63         98         95         70         64        195        212:
Old  :       262:        65        103         90         70         63        190        208:
Other:        83:        27          9         18         32         21         69         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       18.2       24.9       27.5       12.0       13.4       20.9       21.0
Old  :                 14.3       18.7       26.0       27.3       13.6       14.5       22.7       22.8
Other:                 26.2       45.2       41.9       61.9       20.8       37.7       31.5       51.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  :   616,161:    51,543     51,269     35,701    388,601    372,743    475,845    459,713:   140,316    156,449
Old  :   616,161:    51,543     51,269     35,701    388,601    372,743    475,845    459,713:   140,316    156,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     7,446:      -707      1,412     -1,216     12,579     16,660     10,656     16,856:    -3,210     -9,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        8.3        5.8       63.1       60.5       77.2       74.6:      22.8       25.4
Old  :     100.0:       8.4        8.3        5.8       63.1       60.5       77.2       74.6:      22.8       25.4
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  :       158:        32         27         39         75         84        125        132:
Old  :       158:        32         27         39         75         84        125        132:
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  :                 24.3       15.2       32.0       25.2       21.0       13.2       28.0       22.2
Old  :                 24.3       15.2       32.0       25.2       21.0       13.2       28.0       22.2
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, December 31, 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  :   349,199:    21,680     44,550      2,945    258,692    248,160    283,317    295,655:    65,882     53,543
Old  :   349,199:    21,680     44,550      2,945    258,692    248,160    283,317    295,655:    65,882     53,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -6,890:         2     -1,922        -58     -8,345     -4,524     -8,401     -6,504:     1,511       -386
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.8        0.8       74.1       71.1       81.1       84.7:      18.9       15.3
Old  :     100.0:       6.2       12.8        0.8       74.1       71.1       81.1       84.7:      18.9       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  :        63:         8          5          3         28         38         38         44:
Old  :        63:         8          5          3         28         38         38         44:
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  :                 36.3       41.4       51.4       53.7       34.1       41.4       45.0       52.8
Old  :                 36.3       41.4       51.4       53.7       34.1       41.4       45.0       52.8
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, December 31, 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  :     8,582:     1,097        604        724      6,165      6,943      7,986      8,271:       596        311
Old  :     8,582:     1,097        604        724      6,165      6,943      7,986      8,271:       596        311
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       -42:      -100         52       -196        597        468        301        324:      -343       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        7.0        8.4       71.8       80.9       93.1       96.4:       6.9        3.6
Old  :     100.0:      12.8        7.0        8.4       71.8       80.9       93.1       96.4:       6.9        3.6
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  :        38:         5          5          6         20         21         30         29:
Old  :        38:         5          5          6         20         21         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       43.9       61.8       65.4       18.7       25.4       30.3       37.2
Old  :                 41.9       43.9       61.8       65.4       18.7       25.4       30.3       37.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   253,318:    61,340     20,957     52,370     97,634    156,483    211,344    229,810:    41,974     23,508
Old  :   224,066:    57,013     20,727     45,357     83,710    136,780    186,080    202,865:    37,986     21,201
Other:    29,252:     6,187      2,089      5,153     13,924     19,704     25,264     26,945:     3,988      2,307
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -4,017:    -1,873      2,379      1,991     -1,386    -10,480     -1,268     -6,110:    -2,749      2,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.3       20.7       38.5       61.8       83.4       90.7:      16.6        9.3
Old  :     100.0:      25.4        9.3       20.2       37.4       61.0       83.0       90.5:      17.0        9.5
Other:     100.0:      21.2        7.1       17.6       47.6       67.4       86.4       92.1:      13.6        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        59         37         50         73         71        162        136:
Old  :       190:        60         37         50         72         69        160        134:
Other:        67:        10         16         15         35         17         55         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       36.7       20.6       48.5        7.8       27.5       13.8       32.6
Old  :                 12.8       36.5       21.0       46.4        7.9       28.0       13.9       33.3
Other:                 36.0       49.2       57.5       66.8       27.8       43.2       42.6       53.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,783:     2,901      4,889        619      8,434      7,449     11,954     12,956:     2,829      1,826
Old  :    14,725:     2,912      4,886        607      8,434      7,405     11,954     12,898:     2,771      1,826
Other:        58:         0         14          0          0         44          0         58:        58          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -980:      -275        583       -147       -267     -1,385       -689       -950:      -291        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       33.1        4.2       57.1       50.4       80.9       87.6:      19.1       12.4
Old  :     100.0:      19.8       33.2        4.1       57.3       50.3       81.2       87.6:      18.8       12.4
Other:     100.0:       0.0       24.1        0.0        0.0       75.9        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        20         16          8         28         16         53         35:
Old  :        69:        21         15          8         28         16         53         35:
Other:         5:         0          2          0          0          3          0          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       46.3       50.5       62.2       37.1       45.0       50.4       60.4
Old  :                 37.3       46.3       50.7       62.2       37.2       45.0       50.6       60.4
Other:                  0.0       96.6        0.0      100.0        0.0       96.6        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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  : 1,100,626:   324,645    181,149     64,662    583,123    778,754    972,430  1,024,565:   128,196     76,060
Old  : 1,100,626:   324,645    181,149     64,662    583,123    778,754    972,430  1,024,565:   128,196     76,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     1,253:     9,988      5,053      3,588     -7,901     -1,411      5,676      7,230:    -4,423     -5,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       16.5        5.9       53.0       70.8       88.4       93.1:      11.6        6.9
Old  :     100.0:      29.5       16.5        5.9       53.0       70.8       88.4       93.1:      11.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       224:        48         39         26         99         95        160        147:
Old  :       224:        48         39         26         99         95        160        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       35.1       25.3       47.6       15.7       34.1       23.9       44.6
Old  :                 16.6       35.1       25.3       47.6       15.7       34.1       23.9       44.6
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, December 31, 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  : 1,941,520:   322,672    230,617    183,597  1,143,998  1,190,486  1,650,267  1,604,699:   291,253    336,821
Old  : 1,941,520:   322,672    230,617    183,597  1,143,998  1,190,486  1,650,267  1,604,699:   291,253    336,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    21,711:    16,956     -1,039      4,791      4,549     18,838     26,296     22,589:    -4,586       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       11.9        9.5       58.9       61.3       85.0       82.7:      15.0       17.3
Old  :     100.0:      16.6       11.9        9.5       58.9       61.3       85.0       82.7:      15.0       17.3
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  :       259:        41         54         59        131        142        207        220:
Old  :       259:        41         54         59        131        142        207        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       20.1       27.8       27.1       15.5       15.3       24.7       21.8
Old  :                 17.0       20.1       27.8       27.1       15.5       15.3       24.7       21.8
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, December 31, 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  : 1,625,202:   193,212    181,597     77,209  1,140,120  1,115,225  1,410,542  1,374,030:   214,661    251,172
Old  : 1,625,202:   193,212    181,597     77,209  1,140,120  1,115,225  1,410,542  1,374,030:   214,661    251,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     3,613:   -13,279     -9,162      4,221      7,722     19,921     -1,336     14,980:     4,949    -11,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       11.2        4.8       70.2       68.6       86.8       84.5:      13.2       15.5
Old  :     100.0:      11.9       11.2        4.8       70.2       68.6       86.8       84.5:      13.2       15.5
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  :       195:        37         31         30         87        106        133        158:
Old  :       195:        37         31         30         87        106        133        158:
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  :                 28.5       21.5       40.4       31.9       27.9       20.6       39.6       29.8
Old  :                 28.5       21.5       40.4       31.9       27.9       20.6       39.6       29.8
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, December 31, 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  :   457,281:    65,268     42,859     69,797    305,286    312,396    440,351    425,051:    16,929     32,230
Old  :   457,281:    65,268     42,859     69,797    305,286    312,396    440,351    425,051:    16,929     32,230
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :     7,610:    -3,736     -8,397      3,535      7,487     11,347      7,287      6,485:       323      1,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.4       15.3       66.8       68.3       96.3       93.0:       3.7        7.0
Old  :     100.0:      14.3        9.4       15.3       66.8       68.3       96.3       93.0:       3.7        7.0
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  :        83:        14         19         26         41         42         69         75:
Old  :        83:        14         19         26         41         42         69         75:
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       40.2       45.6       54.2       28.7       37.5       37.6       43.5
Old  :                 34.9       40.2       45.6       54.2       28.7       37.5       37.6       43.5
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, December 31, 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  :    48,036:    13,940      4,532        606     25,985     39,518     40,531     44,657:     7,505      3,379
Old  :    48,036:    13,940      4,532        606     25,985     39,518     40,531     44,657:     7,505      3,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -1,219:       317      1,538        103     -1,117     -2,283       -698       -642:      -521       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        9.4        1.3       54.1       82.3       84.4       93.0:      15.6        7.0
Old  :     100.0:      29.0        9.4        1.3       54.1       82.3       84.4       93.0:      15.6        7.0
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  :        96:        33         12          6         35         26         69         43:
Old  :        96:        33         12          6         35         26         69         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  :                 20.0       53.2       34.9       69.1       19.8       53.2       34.6       69.0
Old  :                 20.0       53.2       34.9       69.1       19.8       53.2       34.6       69.0
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, December 31, 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  :    96,072:    27,880      9,065      1,212     51,970     79,037     81,062     89,314:    15,010      6,758
Old  :    96,072:    27,880      9,065      1,212     51,970     79,037     81,062     89,314:    15,010      6,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :    -2,437:       633      3,075        205     -2,234     -4,565     -1,395     -1,285:    -1,042     -1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        9.4        1.3       54.1       82.3       84.4       93.0:      15.6        7.0
Old  :     100.0:      29.0        9.4        1.3       54.1       82.3       84.4       93.0:      15.6        7.0
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  :        96:        33         12          6         35         26         69         43:
Old  :        96:        33         12          6         35         26         69         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  :                 20.0       53.2       34.9       69.1       19.8       53.2       34.6       69.0
Old  :                 20.0       53.2       34.9       69.1       19.8       53.2       34.6       69.0
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, December 31, 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  :     8,990:       969      4,936          0      7,900      3,981      8,869      8,917:       121         73
Old  :     8,990:       969      4,936          0      7,900      3,981      8,869      8,917:       121         73
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :       -14:       -21         22          0          9        -38        -12        -16:        -2          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       54.9        0.0       87.9       44.3       98.7       99.2:       1.3        0.8
Old  :     100.0:      10.8       54.9        0.0       87.9       44.3       98.7       99.2:       1.3        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:         5          7          0          3         10          8         17:
Old  :        25:         5          7          0          3         10          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.8       72.6       98.7       88.3       95.8       72.6       98.7       88.3
Old  :                 95.8       72.6       98.7       88.3       95.8       72.6       98.7       88.3
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, December 31, 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  :     7,804:       356      1,339          0      7,298      6,438      7,654      7,777:       150         27
Old  :     7,804:       356      1,339          0      7,298      6,438      7,654      7,777:       150         27
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2012                    :
     :      -388:      -331         63          0        -27       -444       -358       -381:       -30         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       17.2        0.0       93.5       82.5       98.1       99.7:       1.9        0.3
Old  :     100.0:       4.6       17.2        0.0       93.5       82.5       98.1       99.7:       1.9        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  :        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  :                 97.6       66.1       98.1       86.9       97.5       66.1       97.5       86.9
Old  :                 97.6       66.1       98.1       86.9       97.5       66.1       97.5       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 4, 2013