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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 8, 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  :   472,278:   108,817    129,700     81,032    247,331    208,830    437,180    419,562:    35,098     52,716
Old  :   320,624:    83,724    122,490     24,834    188,129    140,460    296,687    287,784:    23,937     32,840
Other:   151,654:    56,452     38,569     24,839     59,202     68,370    140,493    131,778:    11,161     19,876
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    15,944:     2,426       -144      8,270      2,337      5,682     13,033     13,808:     2,911      2,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       27.5       17.2       52.4       44.2       92.6       88.8:       7.4       11.2
Old  :     100.0:      26.1       38.2        7.7       58.7       43.8       92.5       89.8:       7.5       10.2
Other:     100.0:      37.2       25.4       16.4       39.0       45.1       92.6       86.9:       7.4       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       387:       121        126        112         91        111        272        299:
Old  :       369:       124        115         65         76         87        231        238:
Other:       250:        51         78         47         65         99        150        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       21.0       31.3       28.9       18.2       18.6       30.3       24.9
Old  :                 23.5       29.0       37.8       38.6       23.5       28.5       37.8       38.1
Other:                 24.3       15.3       38.7       24.7       23.7       14.6       36.1       22.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 8, 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  : 1,148,434:   345,549    124,689    162,589    504,231    655,252  1,012,369    942,530:   136,065    205,904
Old  :   922,822:   304,489    126,437     89,727    413,721    550,137    807,937    766,301:   114,885    156,521
Other:   225,612:   110,113     67,305      3,809     90,510    105,115    204,432    176,229:    21,180     49,383
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    20,251:     4,702     18,688      1,396      7,196       -785     13,294     19,299:     6,957        952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       10.9       14.2       43.9       57.1       88.2       82.1:      11.8       17.9
Old  :     100.0:      33.0       13.7        9.7       44.8       59.6       87.6       83.0:      12.4       17.0
Other:     100.0:      48.8       29.8        1.7       40.1       46.6       90.6       78.1:       9.4       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       701:       166        139        176        224        323        477        570:
Old  :       688:       176        124        141        204        310        441        527:
Other:       479:        56        106         26         95        264        167        381:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       11.8       21.7       19.0       11.6        9.5       20.7       15.1
Old  :                 13.2       13.2       24.3       20.2       13.1       12.6       23.8       19.2
Other:                 35.6       23.9       51.6       31.0       35.3       23.8       51.3       30.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 8, 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  :    10,637:     1,686      2,008        390      6,389      6,890      8,465      9,288:     2,172      1,349
Old  :    10,247:     1,702      2,000        374      6,030      6,575      8,106      8,949:     2,141      1,298
Other:       390:         0         24          0        359        315        359        339:        31         51
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :       916:       128        747        193        434       -331        755        609:       161        307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       18.9        3.7       60.1       64.8       79.6       87.3:      20.4       12.7
Old  :     100.0:      16.6       19.5        3.6       58.8       64.2       79.1       87.3:      20.9       12.7
Other:     100.0:       0.0        6.2        0.0       92.1       80.8       92.1       86.9:       7.9       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        10         12          5         16         11         30         26:
Old  :        44:        10         12          5         15         10         29         25:
Other:        16:         0          3          0          9          7          9         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  :                 33.0       53.0       52.1       68.3       33.0       50.1       51.3       62.9
Old  :                 32.7       53.9       51.6       69.3       32.7       51.7       50.9       64.6
Other:                 75.4       68.7       91.3       85.9       61.8       59.2       71.5       66.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 8, 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  :   539,444:   157,182     76,302     80,971    247,036    323,035    485,189    480,308:    54,255     59,136
Old  :   461,370:   144,576     69,458     52,649    217,805    296,091    415,030    418,198:    46,340     43,172
Other:    78,074:    38,052     32,290      2,876     29,231     26,944     70,159     62,110:     7,915     15,964
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    -6,831:   -15,861     12,487      7,397      3,188    -29,264     -5,276     -9,380:    -1,555      2,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       14.1       15.0       45.8       59.9       89.9       89.0:      10.1       11.0
Old  :     100.0:      31.3       15.1       11.4       47.2       64.2       90.0       90.6:      10.0        9.4
Other:     100.0:      48.7       41.4        3.7       37.4       34.5       89.9       79.6:      10.1       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       443:       141        129        145        112        135        332        348:
Old  :       435:       148        123        121        107        119        313        314:
Other:       215:        44         71         22         41         78        104        154:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       15.8       30.3       26.3       18.9       15.1       28.0       24.3
Old  :                 22.8       17.9       33.0       29.8       22.8       16.9       32.8       27.3
Other:                 40.9       24.1       56.2       36.4       40.9       24.1       56.2       36.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 8, 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  :   303,230:    68,378     95,716     40,867    164,351    132,095    273,596    268,678:    29,634     34,552
Old  :   270,731:    68,814     96,386     28,448    149,967    114,073    247,229    238,907:    23,502     31,824
Other:    32,499:     6,687      6,453      5,296     14,384     18,022     26,367     29,771:     6,132      2,728
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    -2,295:     2,783     -6,011     -6,432      1,632      8,591     -2,017     -3,852:      -278      1,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       31.6       13.5       54.2       43.6       90.2       88.6:       9.8       11.4
Old  :     100.0:      25.4       35.6       10.5       55.4       42.1       91.3       88.2:       8.7       11.8
Other:     100.0:      20.6       19.9       16.3       44.3       55.5       81.1       91.6:      18.9        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        64         91         80         64         57        181        193:
Old  :       253:        64         96         70         62         55        171        185:
Other:        86:        23         15         14         31         23         61         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  :                 17.2       20.0       27.7       28.9       14.9       17.5       24.5       25.9
Old  :                 18.4       21.2       29.2       31.0       17.9       19.9       28.2       29.3
Other:                 28.2       40.4       45.5       56.2       24.6       33.4       35.4       46.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 8, 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  :   544,064:    49,035     56,484      2,808    357,100    333,070    408,943    392,362:   135,121    151,702
Old  :   544,064:    49,035     56,484      2,808    357,100    333,070    408,943    392,362:   135,121    151,702
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :     1,369:    -3,042      4,842       -472     -2,592    -12,891     -6,106     -8,521:     7,475      9,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       10.4        0.5       65.6       61.2       75.2       72.1:      24.8       27.9
Old  :     100.0:       9.0       10.4        0.5       65.6       61.2       75.2       72.1:      24.8       27.9
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  :       144:        29         23         12         58         67         92         97:
Old  :       144:        29         23         12         58         67         92         97:
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  :                 26.7       18.6       34.7       29.9       22.9       16.1       30.3       26.2
Old  :                 26.7       18.6       34.7       29.9       22.9       16.1       30.3       26.2
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 - Futures Only, January 8, 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  :   351,274:    19,741     44,412      3,164    260,156    247,858    283,061    295,434:    68,213     55,840
Old  :   351,274:    19,741     44,412      3,164    260,156    247,858    283,061    295,434:    68,213     55,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :     2,719:    -1,939       -210        301      1,464       -302       -174       -211:     2,893      2,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.6        0.9       74.1       70.6       80.6       84.1:      19.4       15.9
Old  :     100.0:       5.6       12.6        0.9       74.1       70.6       80.6       84.1:      19.4       15.9
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  :        62:         7          5          4         29         37         39         43:
Old  :        62:         7          5          4         29         37         39         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  :                 35.7       39.0       50.9       50.7       34.0       39.0       44.5       49.7
Old  :                 35.7       39.0       50.9       50.7       34.0       39.0       44.5       49.7
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 8, 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  :     9,322:     1,256        762        958      6,679      7,347      8,893      9,067:       429        255
Old  :     9,322:     1,256        762        958      6,679      7,347      8,893      9,067:       429        255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :       740:       159        158        234        514        404        907        796:      -167        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        8.2       10.3       71.6       78.8       95.4       97.3:       4.6        2.7
Old  :     100.0:      13.5        8.2       10.3       71.6       78.8       95.4       97.3:       4.6        2.7
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  :        42:         7          6          7         21         22         33         32:
Old  :        42:         7          6          7         21         22         33         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  :                 38.0       42.0       57.9       62.2       18.0       24.2       29.1       33.4
Old  :                 38.0       42.0       57.9       62.2       18.0       24.2       29.1       33.4
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 8, 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  :   231,380:    70,312     28,657     23,142     99,947    154,103    193,401    205,902:    37,979     25,478
Old  :   201,916:    63,493     26,444     17,522     86,833    134,845    167,848    178,811:    34,068     23,105
Other:    29,464:     8,195      3,589      4,244     13,114     19,258     25,553     27,091:     3,911      2,373
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    19,062:     6,604      7,134     -1,536     15,366      9,683     20,434     15,281:    -1,372      3,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       12.4       10.0       43.2       66.6       83.6       89.0:      16.4       11.0
Old  :     100.0:      31.4       13.1        8.7       43.0       66.8       83.1       88.6:      16.9       11.4
Other:     100.0:      27.8       12.2       14.4       44.5       65.4       86.7       91.9:      13.3        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        74         41         51         74         64        176        136:
Old  :       210:        73         41         47         73         62        170        132:
Other:        75:        15         17         10         36         17         58         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  :                 12.4       38.4       20.4       48.3        9.5       33.5       16.1       40.1
Old  :                 13.4       37.8       21.5       46.9        9.8       34.6       16.1       41.5
Other:                 29.4       44.3       52.3       68.3       29.4       41.7       46.2       53.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 8, 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  :    14,463:     2,984      5,416        157      8,576      7,114     11,717     12,687:     2,746      1,776
Old  :    14,364:     2,980      5,416        146      8,551      7,027     11,677     12,589:     2,687      1,775
Other:        99:        15         11          0         25         87         40         98:        59          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :       203:        -8        519       -147        375       -179        220        193:       -17         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       37.4        1.1       59.3       49.2       81.0       87.7:      19.0       12.3
Old  :     100.0:      20.7       37.7        1.0       59.5       48.9       81.3       87.6:      18.7       12.4
Other:     100.0:      15.2       11.1        0.0       25.3       87.9       40.4       99.0:      59.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        24         15          7         27         14         53         34:
Old  :        71:        23         15          7         27         13         52         33:
Other:         8:         1          2          0          1          4          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       47.1       52.9       63.8       38.5       46.6       52.9       63.3
Old  :                 38.7       47.0       53.3       63.8       38.7       46.5       53.3       63.2
Other:                 40.4       93.9       40.4       99.0       40.4       93.9       40.4       99.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 8, 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  :   962,831:   280,994    151,374     22,133    543,953    707,030    847,080    880,537:   115,751     82,294
Old  :   962,831:   280,994    151,374     22,133    543,953    707,030    847,080    880,537:   115,751     82,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   -71,492:   -56,826    -22,901       -292     -3,630    -55,872    -60,748    -79,065:   -10,744      7,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       15.7        2.3       56.5       73.4       88.0       91.5:      12.0        8.5
Old  :     100.0:      29.2       15.7        2.3       56.5       73.4       88.0       91.5:      12.0        8.5
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  :       213:        48         33         12         94         86        146        127:
Old  :       213:        48         33         12         94         86        146        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       35.0       29.6       45.5       17.7       34.4       28.1       44.9
Old  :                 18.8       35.0       29.6       45.5       17.7       34.4       28.1       44.9
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 8, 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  : 1,715,600:   292,153    247,347     44,085  1,125,279  1,057,870  1,461,517  1,349,302:   254,083    366,298
Old  : 1,715,600:   292,153    247,347     44,085  1,125,279  1,057,870  1,461,517  1,349,302:   254,083    366,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    97,917:   -28,446      5,675      7,574    133,922     30,660    113,050     43,909:   -15,133     54,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.4        2.6       65.6       61.7       85.2       78.6:      14.8       21.4
Old  :     100.0:      17.0       14.4        2.6       65.6       61.7       85.2       78.6:      14.8       21.4
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  :       267:        48         60         34        100        125        169        198:
Old  :       267:        48         60         34        100        125        169        198:
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       20.9       34.8       27.5       22.1       15.8       32.3       22.1
Old  :                 22.7       20.9       34.8       27.5       22.1       15.8       32.3       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 8, 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  : 1,511,744:   178,653    182,825     28,329  1,103,243  1,055,772  1,310,225  1,266,926:   201,519    244,818
Old  : 1,511,744:   178,653    182,825     28,329  1,103,243  1,055,772  1,310,225  1,266,926:   201,519    244,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   -16,115:    -7,221     -1,503      9,036    -11,527    -24,705     -9,712    -17,172:    -6,403      1,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.1        1.9       73.0       69.8       86.7       83.8:      13.3       16.2
Old  :     100.0:      11.8       12.1        1.9       73.0       69.8       86.7       83.8:      13.3       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        37         33         16         85         99        131        139:
Old  :       202:        37         33         16         85         99        131        139:
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  :                 26.8       23.1       39.7       34.5       26.6       22.6       38.7       32.8
Old  :                 26.8       23.1       39.7       34.5       26.6       22.6       38.7       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 8, 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  :   357,487:    31,891     35,290     63,028    245,176    229,289    340,095    327,607:    17,392     29,880
Old  :   357,487:    31,891     35,290     63,028    245,176    229,289    340,095    327,607:    17,392     29,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   -89,682:   -35,763     -8,209      2,605    -57,103    -81,813    -90,261    -87,417:       579     -2,265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.9       17.6       68.6       64.1       95.1       91.6:       4.9        8.4
Old  :     100.0:       8.9        9.9       17.6       68.6       64.1       95.1       91.6:       4.9        8.4
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  :        75:        13         18         23         37         38         61         69:
Old  :        75:        13         18         23         37         38         61         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       31.6       47.8       45.3       30.3       26.4       39.6       34.2
Old  :                 35.6       31.6       47.8       45.3       30.3       26.4       39.6       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 8, 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  :    46,682:    12,463      3,591          0     26,233     39,017     38,696     42,607:     7,987      4,075
Old  :    46,682:    12,463      3,591          0     26,233     39,017     38,696     42,607:     7,987      4,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -123:    -1,187     -1,194       -158        577        394       -768       -959:       645        836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.7        0.0       56.2       83.6       82.9       91.3:      17.1        8.7
Old  :     100.0:      26.7        7.7        0.0       56.2       83.6       82.9       91.3:      17.1        8.7
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  :        89:        30         11          0         30         24         60         35:
Old  :        89:        30         11          0         30         24         60         35:
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  :                 24.1       51.9       39.3       71.8       23.7       51.9       39.0       71.8
Old  :                 24.1       51.9       39.3       71.8       23.7       51.9       39.0       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 8, 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  :    93,364:    24,926      7,181          0     52,465     78,033     77,391     85,214:    15,973      8,150
Old  :    93,364:    24,926      7,181          0     52,465     78,033     77,391     85,214:    15,973      8,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -246:    -2,374     -2,388       -316      1,154        787     -1,536     -1,917:     1,290      1,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.7        0.0       56.2       83.6       82.9       91.3:      17.1        8.7
Old  :     100.0:      26.7        7.7        0.0       56.2       83.6       82.9       91.3:      17.1        8.7
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  :        89:        30         11          0         30         24         60         35:
Old  :        89:        30         11          0         30         24         60         35:
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  :                 24.1       51.9       39.3       71.8       23.7       51.9       39.0       71.8
Old  :                 24.1       51.9       39.3       71.8       23.7       51.9       39.0       71.8
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 8, 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  :     8,638:       630      4,703          0      7,892      3,878      8,522      8,581:       116         57
Old  :     8,638:       630      4,703          0      7,892      3,878      8,522      8,581:       116         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -352:      -339       -233          0         -8       -103       -347       -336:        -5        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       54.4        0.0       91.4       44.9       98.7       99.3:       1.3        0.7
Old  :     100.0:       7.3       54.4        0.0       91.4       44.9       98.7       99.3:       1.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          7          0          3         11          7         18:
Old  :        24:         4          7          0          3         11          7         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  :                 97.1       75.6       98.7       91.0       97.1       75.6       98.6       91.0
Old  :                 97.1       75.6       98.7       91.0       97.1       75.6       98.6       91.0
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 8, 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  :     7,812:       373      1,307          0      7,303      6,445      7,676      7,752:       136         60
Old  :     7,812:       373      1,307          0      7,303      6,445      7,676      7,752:       136         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :         8:        17        -32          0          5          7         22        -25:       -14         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       16.7        0.0       93.5       82.5       98.3       99.2:       1.7        0.8
Old  :     100.0:       4.8       16.7        0.0       93.5       82.5       98.3       99.2:       1.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          4          0          3         12          6         16:
Old  :        21:         3          4          0          3         12          6         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.3       66.3       98.3       87.0       97.3       66.3       97.7       87.0
Old  :                 97.3       66.3       98.3       87.0       97.3       66.3       97.7       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 15, 2013