```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      548,370
COMMITMENTS
 103,559  122,986  137,257  271,016  233,971  511,831  494,213   36,539   54,157

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     15,946)
    -315    3,961    3,232   11,400    8,339   14,317   15,532    1,629      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     22.4     25.0     49.4     42.7     93.3     90.1      6.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     124      126      135      105      126      292      329
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,528,736
COMMITMENTS
 305,249  123,072  427,612  636,083  740,038  1368944  1290722  159,792  238,014

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      9,538)
  -6,222   -1,708   16,257   -1,869   -2,487    8,166   12,061    1,371   -2,523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      8.1     28.0     41.6     48.4     89.5     84.4     10.5     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      736)
     180      153      215      268      363      550      638
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,755
COMMITMENTS
   1,062    1,127    1,109    6,510    7,339    8,681    9,575    2,075    1,181

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -132)
    -660     -240      404      415     -510      160     -345     -291      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     10.5     10.3     60.5     68.2     80.7     89.0     19.3     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        8        9       18       12       36       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      756,932
COMMITMENTS
 169,600   52,516  243,711  280,879  397,617  694,191  693,844   62,741   63,088

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:    -15,752)
  -3,416    3,819   -1,721   -8,044  -11,754  -13,181   -9,656   -2,571   -6,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      6.9     32.2     37.1     52.5     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     165      117      200      128      149      391      384
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      344,337
COMMITMENTS
  63,481   97,991   73,910  175,861  138,375  313,252  310,277   31,085   34,060

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -8,827)
     363   -2,921   -3,117   -6,206   -2,816   -8,960   -8,853      133       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     28.5     21.5     51.1     40.2     91.0     90.1      9.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      63       98       95       70       64      195      212
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      616,161
COMMITMENTS
  51,543   51,269   35,701  388,601  372,743  475,845  459,713  140,316  156,449

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      7,446)
    -707    1,412   -1,216   12,579   16,660   10,656   16,856   -3,210   -9,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      8.3      5.8     63.1     60.5     77.2     74.6     22.8     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      32       27       39       75       84      125      132
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      349,199
COMMITMENTS
  21,680   44,550    2,945  258,692  248,160  283,317  295,655   65,882   53,543

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -6,890)
       2   -1,922      -58   -8,345   -4,524   -8,401   -6,504    1,511     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     12.8      0.8     74.1     71.1     81.1     84.7     18.9     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        5        3       28       38       38       44
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        8,582
COMMITMENTS
   1,097      604      724    6,165    6,943    7,986    8,271      596      311

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -42)
    -100       52     -196      597      468      301      324     -343     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      7.0      8.4     71.8     80.9     93.1     96.4      6.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        6       20       21       30       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      253,318
COMMITMENTS
  61,340   20,957   52,370   97,634  156,483  211,344  229,810   41,974   23,508

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -4,017)
  -1,873    2,379    1,991   -1,386  -10,480   -1,268   -6,110   -2,749    2,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      8.3     20.7     38.5     61.8     83.4     90.7     16.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      59       37       50       73       71      162      136
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,783
COMMITMENTS
   2,901    4,889      619    8,434    7,449   11,954   12,956    2,829    1,826

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -980)
    -275      583     -147     -267   -1,385     -689     -950     -291      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     33.1      4.2     57.1     50.4     80.9     87.6     19.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      20       16        8       28       16       53       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,100,626
COMMITMENTS
 324,645  181,149   64,662  583,123  778,754  972,430  1024565  128,196   76,060

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      1,253)
   9,988    5,053    3,588   -7,901   -1,411    5,676    7,230   -4,423   -5,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.5     16.5      5.9     53.0     70.8     88.4     93.1     11.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      48       39       26       99       95      160      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,941,520
COMMITMENTS
 322,672  230,617  183,597  1143998  1190486  1650267  1604699  291,253  336,821

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     21,711)
  16,956   -1,039    4,791    4,549   18,838   26,296   22,589   -4,586     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     11.9      9.5     58.9     61.3     85.0     82.7     15.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      41       54       59      131      142      207      220
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,625,202
COMMITMENTS
 193,212  181,597   77,209  1140120  1115225  1410542  1374030  214,661  251,172

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      3,613)
 -13,279   -9,162    4,221    7,722   19,921   -1,336   14,980    4,949  -11,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     11.2      4.8     70.2     68.6     86.8     84.5     13.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      37       31       30       87      106      133      158
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      457,281
COMMITMENTS
  65,268   42,859   69,797  305,286  312,396  440,351  425,051   16,929   32,230

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:      7,610)
  -3,736   -8,397    3,535    7,487   11,347    7,287    6,485      323    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      9.4     15.3     66.8     68.3     96.3     93.0      3.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       19       26       41       42       69       75
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       48,036
COMMITMENTS
  13,940    4,532      606   25,985   39,518   40,531   44,657    7,505    3,379

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -1,219)
     317    1,538      103   -1,117   -2,283     -698     -642     -521     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      9.4      1.3     54.1     82.3     84.4     93.0     15.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      33       12        6       35       26       69       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       96,072
COMMITMENTS
  27,880    9,065    1,212   51,970   79,037   81,062   89,314   15,010    6,758

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:     -2,437)
     633    3,075      205   -2,234   -4,565   -1,395   -1,285   -1,042   -1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      9.4      1.3     54.1     82.3     84.4     93.0     15.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      33       12        6       35       26       69       43
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,990
COMMITMENTS
     969    4,936        0    7,900    3,981    8,869    8,917      121       73

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:        -14)
     -21       22        0        9      -38      -12      -16       -2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     54.9      0.0     87.9     44.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        7        0        3       10        8       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        7,804
COMMITMENTS
     356    1,339        0    7,298    6,438    7,654    7,777      150       27

CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST:       -388)
    -331       63        0      -27     -444     -358     -381      -30       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     17.2      0.0     93.5     82.5     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        6        0        3       12        5       18
```

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Updated January 4, 2013