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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 29, 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  :   457,933:   112,235    119,659     87,348    220,326    199,340    419,909    406,347:    38,024     51,586
Old  :   295,218:    91,079    111,714     27,634    151,726    126,380    270,439    265,728:    24,779     29,490
Other:   162,715:    53,515     40,304     27,355     68,600     72,960    149,470    140,619:    13,245     22,096
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    -1,128:     5,803     -3,405        865     -8,335        154     -1,667     -2,386:       539      1,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       26.1       19.1       48.1       43.5       91.7       88.7:       8.3       11.3
Old  :     100.0:      30.9       37.8        9.4       51.4       42.8       91.6       90.0:       8.4       10.0
Other:     100.0:      32.9       24.8       16.8       42.2       44.8       91.9       86.4:       8.1       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       134        114        124         95        114        295        299:
Old  :       367:       141         98         68         67         93        239        231:
Other:       259:        52         80         54         69         99        162        203:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       18.3       27.4       26.3       15.8       15.8       26.1       22.4
Old  :                 21.7       26.0       32.9       37.1       21.7       26.0       32.6       37.1
Other:                 25.3       15.2       39.4       25.0       22.9       14.1       35.6       21.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 29, 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  : 1,223,428:   375,850    132,255    181,086    516,449    683,642  1,073,385    996,983:   150,043    226,445
Old  :   957,004:   316,278    104,905    113,129    405,677    568,265    835,084    786,299:   121,920    170,705
Other:   266,424:   121,463     89,241      6,066    110,772    115,377    238,301    210,684:    28,123     55,740
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    28,632:    14,823      3,425      5,379      4,111      9,245     24,313     18,049:     4,319     10,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       10.8       14.8       42.2       55.9       87.7       81.5:      12.3       18.5
Old  :     100.0:      33.0       11.0       11.8       42.4       59.4       87.3       82.2:      12.7       17.8
Other:     100.0:      45.6       33.5        2.3       41.6       43.3       89.4       79.1:      10.6       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       706:       177        144        188        223        315        503        570:
Old  :       685:       189        125        152        199        298        458        521:
Other:       505:        73        124         32        107        250        203        387:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       11.1       21.2       18.1       11.3        9.3       20.2       14.8
Old  :                 12.8       11.9       23.1       19.4       12.5       11.5       22.3       18.1
Other:                 32.8       20.8       45.8       27.1       32.6       20.4       45.5       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 29, 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  :    10,558:     1,191      1,906        447      6,407      6,673      8,045      9,026:     2,513      1,532
Old  :     9,954:     1,275      1,899        358      5,871      6,331      7,504      8,588:     2,450      1,366
Other:       604:         5         96          0        536        342        541        438:        63        166
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       -69:       231        -52       -140       -449         66       -358       -126:       289         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       18.1        4.2       60.7       63.2       76.2       85.5:      23.8       14.5
Old  :     100.0:      12.8       19.1        3.6       59.0       63.6       75.4       86.3:      24.6       13.7
Other:     100.0:       0.8       15.9        0.0       88.7       56.6       89.6       72.5:      10.4       27.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10         13          8         15          9         30         26:
Old  :        43:        10         13          7         14          9         28         26:
Other:        17:         1          3          0          8          8          9         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       51.7       50.7       66.3       36.2       49.8       50.4       61.7
Old  :                 35.2       54.3       49.3       68.7       35.2       52.4       48.6       64.1
Other:                 74.3       51.0       88.7       69.2       74.3       51.0       83.8       65.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 29, 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  :   574,109:   166,323     73,905    109,868    234,494    325,835    510,685    509,608:    63,424     64,501
Old  :   476,890:   155,678     64,920     70,976    195,152    296,466    421,806    432,362:    55,084     44,528
Other:    97,219:    45,244     43,584      4,293     39,342     29,369     88,879     77,246:     8,340     19,973
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    25,863:     3,160        291     14,272      3,967      7,142     21,399     21,705:     4,464      4,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       12.9       19.1       40.8       56.8       89.0       88.8:      11.0       11.2
Old  :     100.0:      32.6       13.6       14.9       40.9       62.2       88.4       90.7:      11.6        9.3
Other:     100.0:      46.5       44.8        4.4       40.5       30.2       91.4       79.5:       8.6       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       161        118        165        108        126        364        340:
Old  :       433:       169        108        139         97        110        335        302:
Other:       242:        59         81         20         53         71        126        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       14.8       26.0       22.7       16.1       13.3       24.1       20.4
Old  :                 19.7       17.0       28.9       26.5       19.6       15.8       28.6       24.8
Other:                 33.6       20.3       46.8       32.0       33.6       20.3       46.8       31.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   318,695:    73,205     81,661     46,708    161,082    156,508    280,995    284,877:    37,700     33,818
Old  :   283,307:    75,989     79,793     31,295    145,062    140,895    252,346    251,983:    30,961     31,324
Other:    35,388:     7,128     11,780      5,501     16,020     15,613     28,649     32,894:     6,739      2,494
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     1,504:     1,910     -3,441        335       -373      6,554      1,872      3,448:      -368     -1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       25.6       14.7       50.5       49.1       88.2       89.4:      11.8       10.6
Old  :     100.0:      26.8       28.2       11.0       51.2       49.7       89.1       88.9:      10.9       11.1
Other:     100.0:      20.1       33.3       15.5       45.3       44.1       81.0       93.0:      19.0        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        72         80         83         62         63        191        187:
Old  :       249:        71         82         75         61         62        182        181:
Other:        91:        28         15         16         34         20         71         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       20.7       25.1       30.3       11.6       19.9       19.9       28.5
Old  :                 15.7       22.0       26.9       31.9       13.2       21.6       23.0       30.8
Other:                 24.9       36.3       42.1       57.4       24.4       31.1       35.0       50.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 29, 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  :   564,575:    39,691     60,806      2,625    386,009    336,485    428,325    399,916:   136,250    164,659
Old  :   564,575:    39,691     60,806      2,625    386,009    336,485    428,325    399,916:   136,250    164,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    14,819:    -9,520      7,474     -1,573     24,311      2,548     13,218      8,449:     1,601      6,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0       10.8        0.5       68.4       59.6       75.9       70.8:      24.1       29.2
Old  :     100.0:       7.0       10.8        0.5       68.4       59.6       75.9       70.8:      24.1       29.2
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  :       149:        18         29         15         68         76         96        110:
Old  :       149:        18         29         15         68         76         96        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       18.6       33.2       27.4       23.1       15.6       30.1       23.8
Old  :                 25.7       18.6       33.2       27.4       23.1       15.6       30.1       23.8
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 29, 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  :   365,171:    19,974     45,696      3,067    273,932    250,637    296,973    299,400:    68,198     65,771
Old  :   365,171:    19,974     45,696      3,067    273,932    250,637    296,973    299,400:    68,198     65,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     7,714:       -29     -1,241       -105      9,956        650      9,822       -696:    -2,108      8,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       12.5        0.8       75.0       68.6       81.3       82.0:      18.7       18.0
Old  :     100.0:       5.5       12.5        0.8       75.0       68.6       81.3       82.0:      18.7       18.0
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  :        64:         7          6          3         30         38         39         45:
Old  :        64:         7          6          3         30         38         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       36.8       52.3       50.9       34.1       36.7       45.9       50.4
Old  :                 37.7       36.8       52.3       50.9       34.1       36.7       45.9       50.4
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 29, 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  :     9,294:     1,155        641        622      6,774      7,694      8,551      8,957:       743        337
Old  :     9,294:     1,155        641        622      6,774      7,694      8,551      8,957:       743        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       166:       -85         52        -10        175        156         80        198:        86        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        6.9        6.7       72.9       82.8       92.0       96.4:       8.0        3.6
Old  :     100.0:      12.4        6.9        6.7       72.9       82.8       92.0       96.4:       8.0        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          4          7         20         24         31         33:
Old  :        40:         7          4          7         20         24         31         33:
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  :                 44.0       36.2       61.2       58.3       26.7       22.8       35.4       32.8
Old  :                 44.0       36.2       61.2       58.3       26.7       22.8       35.4       32.8
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 29, 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  :   275,945:    74,965     31,779     38,372    120,732    179,172    234,069    249,323:    41,876     26,622
Old  :   236,047:    62,720     26,492     31,249    105,697    154,226    199,666    211,967:    36,381     24,080
Other:    39,898:    14,970      8,012      4,398     15,035     24,946     34,403     37,356:     5,495      2,542
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    14,588:     2,231        742      7,213      4,153      6,592     13,597     14,547:       991         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       11.5       13.9       43.8       64.9       84.8       90.4:      15.2        9.6
Old  :     100.0:      26.6       11.2       13.2       44.8       65.3       84.6       89.8:      15.4       10.2
Other:     100.0:      37.5       20.1       11.0       37.7       62.5       86.2       93.6:      13.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        62         45         53         68         68        165        143:
Old  :       207:        64         41         52         64         68        159        141:
Other:        87:        24         18         11         37         18         68         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       33.4       20.0       43.8        8.7       32.0       15.7       37.8
Old  :                 12.6       33.8       21.6       43.2        9.8       33.1       17.6       39.1
Other:                 29.1       31.9       47.7       51.7       29.1       29.5       45.1       43.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 29, 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  :    14,682:     2,698      5,596        411      8,560      6,975     11,669     12,982:     3,013      1,700
Old  :    14,469:     2,666      5,594        410      8,500      6,793     11,576     12,797:     2,893      1,672
Other:       213:        33          3          0         60        182         93        185:       120         28
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       545:        56        -85        293        150        329        499        537:        46          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       38.1        2.8       58.3       47.5       79.5       88.4:      20.5       11.6
Old  :     100.0:      18.4       38.7        2.8       58.7       46.9       80.0       88.4:      20.0       11.6
Other:     100.0:      15.5        1.4        0.0       28.2       85.4       43.7       86.9:      56.3       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        23         17          6         29         13         54         34:
Old  :        72:        21         18          6         28         12         52         33:
Other:        10:         3          1          0          2          4          5          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       43.7       45.1       59.4       32.4       43.7       44.4       58.8
Old  :                 32.9       44.3       45.8       59.5       32.9       44.3       45.2       59.4
Other:                 43.2       85.9       43.7       86.9       43.2       85.9       43.7       86.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 29, 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  :   979,644:   289,139    192,757     30,749    551,020    665,946    870,908    889,452:   108,736     90,192
Old  :   979,644:   289,139    192,757     30,749    551,020    665,946    870,908    889,452:   108,736     90,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   -13,290:   -11,190      3,633      8,829      4,285    -42,572      1,924    -30,110:   -15,214     16,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       19.7        3.1       56.2       68.0       88.9       90.8:      11.1        9.2
Old  :     100.0:      29.5       19.7        3.1       56.2       68.0       88.9       90.8:      11.1        9.2
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  :       224:        47         43         22         92         99        149        154:
Old  :       224:        47         43         22         92         99        149        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  :                 20.9       28.7       33.3       39.0       19.6       27.3       30.9       37.3
Old  :                 20.9       28.7       33.3       39.0       19.6       27.3       30.9       37.3
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 29, 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  : 1,983,650:   324,553    282,001     66,523  1,351,741  1,266,289  1,742,817  1,614,813:   240,833    368,837
Old  : 1,983,650:   324,553    282,001     66,523  1,351,741  1,266,289  1,742,817  1,614,813:   240,833    368,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    97,086:    -5,033     19,138     10,104    100,348     61,034    105,419     90,276:    -8,333      6,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       14.2        3.4       68.1       63.8       87.9       81.4:      12.1       18.6
Old  :     100.0:      16.4       14.2        3.4       68.1       63.8       87.9       81.4:      12.1       18.6
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  :       293:        43         67         46        112        152        187        233:
Old  :       293:        43         67         46        112        152        187        233:
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  :                 21.7       16.6       34.1       23.8       21.0       13.6       30.9       19.3
Old  :                 21.7       16.6       34.1       23.8       21.0       13.6       30.9       19.3
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 29, 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  : 1,518,520:   222,035    166,643     23,039  1,079,791  1,047,025  1,324,865  1,236,707:   193,655    281,813
Old  : 1,518,520:   222,035    166,643     23,039  1,079,791  1,047,025  1,324,865  1,236,707:   193,655    281,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   -19,236:    19,767      6,913     -4,742     -6,428    -53,553      8,597    -51,382:   -27,833     32,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       11.0        1.5       71.1       69.0       87.2       81.4:      12.8       18.6
Old  :     100.0:      14.6       11.0        1.5       71.1       69.0       87.2       81.4:      12.8       18.6
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  :       205:        35         37         18         84        104        128        150:
Old  :       205:        35         37         18         84        104        128        150:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       21.9       42.2       35.0       27.3       21.2       39.8       33.7
Old  :                 27.9       21.9       42.2       35.0       27.3       21.2       39.8       33.7
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 29, 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  :   365,782:    26,893     28,049     52,240    271,265    254,680    350,398    334,969:    15,384     30,813
Old  :   365,782:    26,893     28,049     52,240    271,265    254,680    350,398    334,969:    15,384     30,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    -7,485:     2,051        -31     -1,321     -4,003        -72     -3,273     -1,424:    -4,212     -6,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        7.7       14.3       74.2       69.6       95.8       91.6:       4.2        8.4
Old  :     100.0:       7.4        7.7       14.3       74.2       69.6       95.8       91.6:       4.2        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  :        81:        18         16         24         40         38         67         69:
Old  :        81:        18         16         24         40         38         67         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  :                 38.1       32.1       51.2       47.2       31.7       25.7       40.7       35.4
Old  :                 38.1       32.1       51.2       47.2       31.7       25.7       40.7       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 29, 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  :    57,873:    17,078      6,281        115     30,994     44,133     48,187     50,528:     9,687      7,346
Old  :    57,873:    17,078      6,281        115     30,994     44,133     48,187     50,528:     9,687      7,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     2,734:     1,377      2,252         91       -166        -59      1,301      2,284:     1,433        451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       10.9        0.2       53.6       76.3       83.3       87.3:      16.7       12.7
Old  :     100.0:      29.5       10.9        0.2       53.6       76.3       83.3       87.3:      16.7       12.7
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  :       105:        29         20          2         37         27         67         48:
Old  :       105:        29         20          2         37         27         67         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  :                 23.5       43.8       38.4       62.5       23.5       43.7       38.2       62.4
Old  :                 23.5       43.8       38.4       62.5       23.5       43.7       38.2       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 29, 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  :   115,746:    34,156     12,561        229     61,988     88,265     96,373    101,055:    19,373     14,691
Old  :   115,746:    34,156     12,561        229     61,988     88,265     96,373    101,055:    19,373     14,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     5,468:     2,753      4,504        181       -332       -118      2,602      4,567:     2,866        901
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       10.9        0.2       53.6       76.3       83.3       87.3:      16.7       12.7
Old  :     100.0:      29.5       10.9        0.2       53.6       76.3       83.3       87.3:      16.7       12.7
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  :       105:        29         20          2         37         27         67         48:
Old  :       105:        29         20          2         37         27         67         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  :                 23.5       43.8       38.4       62.5       23.5       43.7       38.2       62.4
Old  :                 23.5       43.8       38.4       62.5       23.5       43.7       38.2       62.4
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 29, 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  :     9,600:     1,623      5,590          0      7,889      3,890      9,512      9,480:        88        120
Old  :     9,600:     1,623      5,590          0      7,889      3,890      9,512      9,480:        88        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       774:     1,059        558          0       -285        170        774        728:         0         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       58.2        0.0       82.2       40.5       99.1       98.8:       0.9        1.3
Old  :     100.0:      16.9       58.2        0.0       82.2       40.5       99.1       98.8:       0.9        1.3
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  :        23:         5          6          0          3         10          8         16:
Old  :        23:         5          6          0          3         10          8         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       77.3       99.1       90.9       97.3       77.3       99.1       90.9
Old  :                 97.3       77.3       99.1       90.9       97.3       77.3       99.1       90.9
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 29, 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  :     6,562:       224        606          0      6,201      5,914      6,425      6,520:       137         42
Old  :     6,562:       224        606          0      6,201      5,914      6,425      6,520:       137         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :      -470:        -5       -448          0       -409        -23       -414       -471:       -56          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        9.2        0.0       94.5       90.1       97.9       99.4:       2.1        0.6
Old  :     100.0:       3.4        9.2        0.0       94.5       90.1       97.9       99.4:       2.1        0.6
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  :        23:         3          6          0          5         10          8         16:
Old  :        23:         3          6          0          5         10          8         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  :                 95.9       74.6       97.9       90.9       95.9       74.6       97.3       90.9
Old  :                 95.9       74.6       97.9       90.9       95.9       74.6       97.3       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 1, 2013