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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   602,272:   146,667     96,330    175,117    240,800    276,592    562,584    548,039:    39,688     54,233
Old  :   492,863:   120,928     93,710    128,685    211,403    232,301    461,015    454,695:    31,848     38,168
Other:   109,409:    42,997     19,878     29,175     29,397     44,292    101,569     93,344:     7,840     16,064
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :     5,655:    -5,667        843      7,965      2,915       -591      5,213      8,218:       442     -2,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       16.0       29.1       40.0       45.9       93.4       91.0:       6.6        9.0
Old  :     100.0:      24.5       19.0       26.1       42.9       47.1       93.5       92.3:       6.5        7.7
Other:     100.0:      39.3       18.2       26.7       26.9       40.5       92.8       85.3:       7.2       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       424:       152        125        171        103        131        343        348:
Old  :       413:       148        126        148         88        128        311        331:
Other:       232:        57         61         52         52        101        141        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       13.8       24.4       21.4       12.9       10.5       21.3       16.5
Old  :                 16.1       14.9       27.7       22.6       15.2       12.2       24.5       18.8
Other:                 33.0       22.5       47.6       33.9       24.8        9.9       35.4       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,843,335:   383,520     60,951    621,849    664,156    885,086  1,669,525  1,567,886:   173,810    275,449
Old  : 1,709,732:   351,402     81,799    579,965    617,508    802,780  1,548,874  1,464,543:   160,858    245,189
Other:   133,603:    61,332      8,366     12,671     46,648     82,307    120,651    103,343:    12,952     30,260
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    70,411:     1,040      2,489     43,636     21,264     25,318     65,940     71,443:     4,471     -1,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        3.3       33.7       36.0       48.0       90.6       85.1:       9.4       14.9
Old  :     100.0:      20.6        4.8       33.9       36.1       47.0       90.6       85.7:       9.4       14.3
Other:     100.0:      45.9        6.3        9.5       34.9       61.6       90.3       77.4:       9.7       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       846:       243        158        269        289        404        638        733:
Old  :       842:       232        166        265        276        401        619        729:
Other:       430:        67         57         40         81        272        162        356:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.4       17.9       16.9        7.3        6.4       12.8        9.7
Old  :                 10.3        9.5       18.3       16.0        7.5        6.6       13.2       10.0
Other:                 36.8       26.6       47.3       33.3       36.7       26.0       44.7       31.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,115:     2,126        650        606      6,983      9,999      9,715     11,255:     2,400        860
Old  :    12,062:     2,131        652        598      6,945      9,964      9,675     11,215:     2,388        848
Other:        52:         2          5          0         38         35         40         40:        12         12
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :      -134:    -1,363         15         14      1,267       -224        -82       -195:       -52         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        5.4        5.0       57.6       82.5       80.2       92.9:      19.8        7.1
Old  :     100.0:      17.7        5.4        5.0       57.6       82.6       80.2       93.0:      19.8        7.0
Other:     100.0:       3.8        9.7        0.0       73.0       67.2       76.9       76.9:      23.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          6          9         14         12         34         24:
Old  :        41:        17          6          9         14         12         34         24:
Other:         7:         1          1          0          4          3          5          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       65.8       55.2       80.5       32.0       56.2       44.4       69.5
Old  :                 38.7       66.1       55.2       80.6       31.9       56.5       44.5       69.9
Other:                 73.0       76.9       76.9       76.9       63.4       67.3       67.2       67.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,125,249:   234,573     35,501    416,367    398,871    584,121  1,049,810  1,035,989:    75,438     89,260
Old  : 1,075,922:   218,864     37,598    403,083    383,173    552,268  1,005,120    992,950:    70,802     82,971
Other:    49,327:    22,209      4,403      6,783     15,698     31,852     44,690     43,038:     4,637      6,289
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :   -10,968:   -11,074      4,070    -12,038     16,537        475     -6,575     -7,494:    -4,393     -3,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        3.2       37.0       35.4       51.9       93.3       92.1:       6.7        7.9
Old  :     100.0:      20.3        3.5       37.5       35.6       51.3       93.4       92.3:       6.6        7.7
Other:     100.0:      45.0        8.9       13.8       31.8       64.6       90.6       87.3:       9.4       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       655:       252        154        277        180        216        542        553:
Old  :       652:       243        169        272        176        214        531        551:
Other:       267:        61         60         32         49        123        127        200:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       15.8       21.7       24.7        6.8        9.3       11.5       13.3
Old  :                 14.4       14.7       21.7       23.8        8.6        9.8       13.6       14.0
Other:                 31.9       47.4       45.0       55.8       30.0       46.7       40.7       52.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   358,453:    53,302     50,956     86,387    185,102    187,858    324,790    325,201:    33,662     33,252
Old  :   344,555:    55,982     52,821     79,796    177,479    179,658    313,256    312,275:    31,299     32,281
Other:    13,897:     1,889      2,704      2,022      7,623      8,200     11,534     12,926:     2,363        971
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    16,801:   -10,049      9,683     17,208     12,514    -15,568     19,673     11,323:    -2,871      5,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       14.2       24.1       51.6       52.4       90.6       90.7:       9.4        9.3
Old  :     100.0:      16.2       15.3       23.2       51.5       52.1       90.9       90.6:       9.1        9.4
Other:     100.0:      13.6       19.5       14.5       54.9       59.0       83.0       93.0:      17.0        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        59         92        113         91         81        231        232:
Old  :       282:        61         94        112         90         81        229        232:
Other:        56:        11          9         12         26         12         43         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       23.6       22.2       31.8       10.6       15.8       18.2       21.7
Old  :                 13.0       24.1       22.6       32.0       10.8       16.8       18.6       22.5
Other:                 36.6       50.4       53.2       69.0       33.0       50.4       45.8       67.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   686,006:    52,620     52,201     60,498    416,176    416,743    529,293    529,441:   156,713    156,565
Old  :   686,006:    52,620     52,201     60,498    416,176    416,743    529,293    529,441:   156,713    156,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    33,022:    11,917     -4,547     11,462      2,963     27,254     26,342     34,169:     6,680     -1,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        7.6        8.8       60.7       60.7       77.2       77.2:      22.8       22.8
Old  :     100.0:       7.7        7.6        8.8       60.7       60.7       77.2       77.2:      22.8       22.8
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  :       159:        24         34         40         83         84        132        133:
Old  :       159:        24         34         40         83         84        132        133:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       15.4       26.8       24.7       14.4       14.6       21.7       21.9
Old  :                 18.8       15.4       26.8       24.7       14.4       14.6       21.7       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   370,398:    42,834     30,453      2,619    260,484    280,130    305,937    313,202:    64,461     57,196
Old  :   370,398:    42,834     30,453      2,619    260,484    280,130    305,937    313,202:    64,461     57,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    11,283:       927       -380        909      7,811     12,288      9,647     12,817:     1,636     -1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        8.2        0.7       70.3       75.6       82.6       84.6:      17.4       15.4
Old  :     100.0:      11.6        8.2        0.7       70.3       75.6       82.6       84.6:      17.4       15.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:         7          6          4         33         40         42         48:
Old  :        67:         7          6          4         33         40         42         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       38.1       50.9       50.0       33.7       38.1       45.5       49.0
Old  :                 34.9       38.1       50.9       50.0       33.7       38.1       45.5       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,699:     3,002        459      1,765      5,426      8,117     10,193     10,341:       506        358
Old  :    10,699:     3,002        459      1,765      5,426      8,117     10,193     10,341:       506        358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :       177:       551         11       -320       -196        407         35         98:       142         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        4.3       16.5       50.7       75.9       95.3       96.7:       4.7        3.3
Old  :     100.0:      28.1        4.3       16.5       50.7       75.9       95.3       96.7:       4.7        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         9          4          4         19         22         31         28:
Old  :        38:         9          4          4         19         22         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       49.9       73.5       73.3       25.2       24.0       33.2       32.2
Old  :                 56.5       49.9       73.5       73.3       25.2       24.0       33.2       32.2
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, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   277,138:    59,753     11,401     76,703     99,788    165,935    236,244    254,039:    40,894     23,099
Old  :   265,419:    56,975     10,946     72,922     95,659    159,228    225,556    243,097:    39,863     22,322
Other:    11,719:     3,851      1,527      2,708      4,129      6,707     10,688     10,942:     1,031        777
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :   -13,039:    -3,392        615     -5,706       -991     -6,358    -10,089    -11,449:    -2,950     -1,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        4.1       27.7       36.0       59.9       85.2       91.7:      14.8        8.3
Old  :     100.0:      21.5        4.1       27.5       36.0       60.0       85.0       91.6:      15.0        8.4
Other:     100.0:      32.9       13.0       23.1       35.2       57.2       91.2       93.4:       8.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        70         33         55         87         82        187        149:
Old  :       213:        73         32         55         87         82        186        149:
Other:        49:        11          9          6         27         10         41         22:
     :----------------------------------------------------------------------------------------------------
     :             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       32.3       21.2       43.7        7.0       22.9       12.1       29.5
Old  :                 13.6       31.4       21.4       43.1        7.3       22.7       12.5       29.4
Other:                 47.6       59.1       65.9       77.4       37.2       42.5       49.1       57.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :    15,672:     3,224      5,592      1,007      8,202      7,319     12,433     13,917:     3,240      1,756
Old  :    15,667:     3,226      5,590      1,005      8,199      7,319     12,430     13,914:     3,238      1,754
Other:         5:         0          3          0          3          0          3          3:         2          2
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :       763:       416       -406        325         18        694        759        613:         4        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       35.7        6.4       52.3       46.7       79.3       88.8:      20.7       11.2
Old  :     100.0:      20.6       35.7        6.4       52.3       46.7       79.3       88.8:      20.7       11.2
Other:     100.0:       0.0       60.0        0.0       60.0        0.0       60.0       60.0:      40.0       40.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        21         21          9         27          9         52         36:
Old  :        70:        22         20          9         27          9         52         36:
Other:         3:         0          2          0          1          0          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       43.4       46.2       56.9       32.8       42.5       44.9       55.8
Old  :                 32.9       43.4       46.2       56.9       32.8       42.5       44.9       55.8
Other:                 60.0       60.0       60.0       60.0       60.0       60.0       60.0       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,019,878:   287,319    219,598     78,581    515,394    641,877    881,295    940,056:   138,583     79,822
Old  : 1,019,878:   287,319    219,598     78,581    515,394    641,877    881,295    940,056:   138,583     79,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :   -28,718:    11,417        352      2,098    -44,012    -25,617    -30,497    -23,167:     1,779     -5,551
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       21.5        7.7       50.5       62.9       86.4       92.2:      13.6        7.8
Old  :     100.0:      28.2       21.5        7.7       50.5       62.9       86.4       92.2:      13.6        7.8
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  :       221:        48         42         24         96         91        159        142:
Old  :       221:        48         42         24         96         91        159        142:
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       31.0       26.7       41.5       16.4       28.7       24.4       38.8
Old  :                 17.0       31.0       26.7       41.5       16.4       28.7       24.4       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,040,582:   322,853    157,692    193,488  1,195,923  1,377,227  1,712,264  1,728,407:   328,318    312,176
Old  : 2,040,582:   322,853    157,692    193,488  1,195,923  1,377,227  1,712,264  1,728,407:   328,318    312,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :   122,781:    89,681     -2,472     20,539      1,444     97,949    111,664    116,017:    11,117      6,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.7        9.5       58.6       67.5       83.9       84.7:      16.1       15.3
Old  :     100.0:      15.8        7.7        9.5       58.6       67.5       83.9       84.7:      16.1       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  :       270:        53         51         68        138        144        230        224:
Old  :       270:        53         51         68        138        144        230        224:
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  :                 17.8       24.8       27.5       31.1       16.8       19.3       24.8       24.6
Old  :                 17.8       24.8       27.5       31.1       16.8       19.3       24.8       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  : 1,595,452:   302,858    160,070    110,738    929,268  1,092,480  1,342,864  1,363,288:   252,588    232,164
Old  : 1,595,452:   302,858    160,070    110,738    929,268  1,092,480  1,342,864  1,363,288:   252,588    232,164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :    26,701:    44,914      4,259     18,671    -30,452      9,302     33,133     32,232:    -6,432     -5,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       10.0        6.9       58.2       68.5       84.2       85.4:      15.8       14.6
Old  :     100.0:      19.0       10.0        6.9       58.2       68.5       84.2       85.4:      15.8       14.6
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  :       198:        36         32         30         82        108        134        154:
Old  :       198:        36         32         30         82        108        134        154:
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       26.0       29.8       36.4       18.1       25.7       28.0       35.5
Old  :                 18.8       26.0       29.8       36.4       18.1       25.7       28.0       35.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   386,748:     3,923     43,101     71,935    288,474    234,552    364,333    349,588:    22,415     37,160
Old  :   386,748:     3,923     43,101     71,935    288,474    234,552    364,333    349,588:    22,415     37,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :   -73,609:   -16,139     -1,694    -11,480    -41,882    -58,520    -69,501    -71,694:    -4,108     -1,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       11.1       18.6       74.6       60.6       94.2       90.4:       5.8        9.6
Old  :     100.0:       1.0       11.1       18.6       74.6       60.6       94.2       90.4:       5.8        9.6
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  :        76:         6         21         24         41         40         66         68:
Old  :        76:         6         21         24         41         40         66         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       28.5       52.2       44.6       34.1       21.7       39.3       29.5
Old  :                 43.6       28.5       52.2       44.6       34.1       21.7       39.3       29.5
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, October 2, 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  :    63,178:    27,413      5,277      1,168     26,681     52,576     55,262     59,021:     7,916      4,157
Old  :    63,178:    27,413      5,277      1,168     26,681     52,576     55,262     59,021:     7,916      4,157
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :     2,009:      -478     -1,081        464      2,651      3,139      2,637      2,522:      -628       -513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        8.4        1.8       42.2       83.2       87.5       93.4:      12.5        6.6
Old  :     100.0:      43.4        8.4        1.8       42.2       83.2       87.5       93.4:      12.5        6.6
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  :       108:        43         10         11         36         31         83         48:
Old  :       108:        43         10         11         36         31         83         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.9       37.5       61.3       22.9       43.9       36.6       61.3
Old  :                 23.6       43.9       37.5       61.3       22.9       43.9       36.6       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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  :   126,355:    54,826     10,555      2,335     53,362    105,152    110,524    118,042:    15,831      8,313
Old  :   126,355:    54,826     10,555      2,335     53,362    105,152    110,524    118,042:    15,831      8,313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :     4,018:      -956     -2,161        927      5,303      6,279      5,275      5,044:    -1,257     -1,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        8.4        1.8       42.2       83.2       87.5       93.4:      12.5        6.6
Old  :     100.0:      43.4        8.4        1.8       42.2       83.2       87.5       93.4:      12.5        6.6
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  :       108:        43         10         11         36         31         83         48:
Old  :       108:        43         10         11         36         31         83         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.9       37.5       61.3       22.9       43.9       36.6       61.3
Old  :                 23.6       43.9       37.5       61.3       22.9       43.9       36.6       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,269:     5,769      6,699      1,048      1,327        520      8,144      8,267:       125          2
Old  :     8,269:     5,769      6,699      1,048      1,327        520      8,144      8,267:       125          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :       -49:        49        -56         24        -51        -17         22        -49:       -71          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.8       81.0       12.7       16.0        6.3       98.5      100.0:       1.5        0.0
Old  :     100.0:      69.8       81.0       12.7       16.0        6.3       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          3          1          2         15         11:
Old  :        23:        12          8          3          1          2         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       80.1       91.4       96.9       68.9       72.4       82.2       86.0
Old  :                 68.9       80.1       91.4       96.9       68.9       72.4       82.2       86.0
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, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,681:     1,165      5,638          5     10,346      5,993     11,516     11,636:       165         45
Old  :    11,681:     1,165      5,638          5     10,346      5,993     11,516     11,636:       165         45
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :       896:        34         91          0        867        808        901        899:        -5         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       48.3        0.0       88.6       51.3       98.6       99.6:       1.4        0.4
Old  :     100.0:      10.0       48.3        0.0       88.6       51.3       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          7          1          7         10         14         17:
Old  :        29:         6          7          1          7         10         14         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  :                 86.8       76.8       96.0       92.7       86.8       76.8       96.0       92.6
Old  :                 86.8       76.8       96.0       92.7       86.8       76.8       96.0       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,560:     1,785      1,371          0     11,490     12,149     13,275     13,520:       285         40
Old  :    13,560:     1,785      1,371          0     11,490     12,149     13,275     13,520:       285         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 25, 2012                   :
     :        14:       117        -30          0       -126         61         -9         31:        23        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       10.1        0.0       84.7       89.6       97.9       99.7:       2.1        0.3
Old  :     100.0:      13.2       10.1        0.0       84.7       89.6       97.9       99.7:       2.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         7          6          0          4         15         11         21:
Old  :        31:         7          6          0          4         15         11         21:
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  :                 92.5       69.6       96.7       86.6       92.5       69.6       96.7       86.6
Old  :                 92.5       69.6       96.7       86.6       92.5       69.6       96.7       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated October 5, 2012