```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      460,271
COMMITMENTS
 110,117  122,951   81,831  230,022  203,916  421,970  408,698   38,301   51,573

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:    -12,007)
   1,300   -6,749      799  -17,309   -4,914  -15,210  -10,864    3,203   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     26.7     17.8     50.0     44.3     91.7     88.8      8.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     126      116      112       92      115      276      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,192,286
COMMITMENTS
 366,755  138,092  165,717  513,878  672,856  1046350  976,665  145,936  215,621

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     43,852)
  21,206   13,403    3,128    9,647   17,604   33,981   34,135    9,871    9,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     11.6     13.9     43.1     56.4     87.8     81.9     12.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      735)
     179      149      182      227      332      503      589
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,628
COMMITMENTS
   1,562    2,154      579    6,447    6,414    8,588    9,147    2,040    1,481

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:         -9)
    -124      146      189       58     -476      123     -141     -132      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     20.3      5.4     60.7     60.4     80.8     86.1     19.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      10       14        6       15        9       30       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,386
COMMITMENTS
 156,100   76,737   89,153  230,101  307,771  475,354  473,661   57,032   58,725

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     -7,058)
  -1,082      435    8,182  -16,935  -15,264   -9,835   -6,647    2,777     -411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     14.4     16.7     43.2     57.8     89.3     89.0     10.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     153      114      157      109      131      347      336
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      318,829
COMMITMENTS
  67,098   92,186   49,425  168,992  142,819  285,515  284,430   33,314   34,399

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     15,599)
  -1,280   -3,530    8,558    4,641   10,724   11,919   15,752    3,680     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     28.9     15.5     53.0     44.8     89.6     89.2     10.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      63       87       79       65       61      185      189
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      544,407
COMMITMENTS
  49,046   54,419    3,455  357,701  330,428  410,202  388,302  134,205  156,105

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        343)
      11   -2,065      647      601   -2,642    1,259   -4,060     -916    4,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.0      0.6     65.7     60.7     75.3     71.3     24.7     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      27       29       15       59       71       95      106
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      357,653
COMMITMENTS
  19,975   44,783    3,264  266,354  252,259  289,593  300,306   68,060   57,347

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      6,379)
     234      371      100    6,198    4,401    6,532    4,872     -153    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     12.5      0.9     74.5     70.5     81.0     84.0     19.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        5        4       30       40       40       46
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,033
COMMITMENTS
   1,306      716      665    6,473    7,354    8,444    8,735      589      298

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -289)
      50      -46     -293     -206        7     -449     -332      160       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      7.9      7.4     71.7     81.4     93.5     96.7      6.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        5        6       20       23       30       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      245,142
COMMITMENTS
  68,566   36,068   22,604  114,683  160,889  205,853  219,561   39,289   25,581

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     13,762)
  -1,746    7,411     -538   14,736    6,786   12,452   13,659    1,310      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     14.7      9.2     46.8     65.6     84.0     89.6     16.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      68       47       47       71       63      164      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,334
COMMITMENTS
   2,984    5,627       69    8,381    6,598   11,434   12,294    2,900    2,040

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -129)
       0      211      -88     -195     -516     -283     -393      154      264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     39.3      0.5     58.5     46.0     79.8     85.8     20.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25       16        6       27       14       52       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,014,787
COMMITMENTS
 306,532  182,682   19,309  562,708  735,193  888,549  937,184  126,238   77,603

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     51,956)
  25,538   31,308   -2,824   18,755   28,163   41,469   56,647   10,487   -4,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     18.0      1.9     55.5     72.4     87.6     92.4     12.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       36       12       93       91      149      133
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,785,576
COMMITMENTS
 291,957  264,659   40,995  1196457  1112961  1529409  1418615  256,167  366,961

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     69,976)
    -196   17,312   -3,090   71,178   55,091   67,892   69,313    2,084      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4     14.8      2.3     67.0     62.3     85.7     79.4     14.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      42       68       39       99      137      171      214
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,544,548
COMMITMENTS
 153,996  165,785   31,701  1145416  1098661  1331113  1296147  213,435  248,401

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     32,804)
 -24,657  -17,040    3,372   42,173   42,889   20,888   29,221   11,916    3,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     10.7      2.1     74.2     71.1     86.2     83.9     13.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      31       36       18       85      104      126      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      372,623
COMMITMENTS
  29,149   31,608   63,111  257,916  247,687  350,176  342,406   22,447   30,217

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:     15,136)
  -2,742   -3,682       83   12,740   18,398   10,081   14,799    5,055      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      8.5     16.9     69.2     66.5     94.0     91.9      6.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       15       21       40       39       64       68
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       51,142
COMMITMENTS
  13,688    3,723       18   29,189   42,091   42,895   45,831    8,247    5,311

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      4,460)
   1,225      132       18    2,957    3,074    4,199    3,224      261    1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.3      0.0     57.1     82.3     83.9     89.6     16.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       13        2       33       28       65       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      102,283
COMMITMENTS
  27,376    7,445       35   58,378   84,181   85,789   91,661   16,494   10,622

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:      8,919)
   2,450      264       35    5,913    6,148    8,398    6,447      521    2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      7.3      0.0     57.1     82.3     83.9     89.6     16.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      31       13        2       33       28       65       43
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        8,853
COMMITMENTS
   6,163    7,766    1,083    1,476        0    8,722    8,849      131        4

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.6     87.7     12.2     16.7      0.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        8        3        3        0       14        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,949
COMMITMENTS
     592    5,106        0    8,246    3,771    8,838    8,877      111       72

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:        311)
     -38      403        0      354     -107      316      296       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     57.1      0.0     92.1     42.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        8        0        4       10        8       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 01/15/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,679
COMMITMENTS
     296    1,468        0    7,245    6,183    7,541    7,651      138       28

CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST:       -133)
     -77      161        0      -58     -262     -135     -101        2      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     19.1      0.0     94.3     80.5     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        6        0        3       12        5       18
```

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Updated January 18, 2013