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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   638,623:   123,593    100,496    195,261    277,065    288,092    595,918    583,849:    42,704     54,774
Old  :   489,677:    96,512     95,998    135,983    224,090    222,534    456,585    454,515:    33,091     35,161
Other:   148,946:    47,320     24,737     39,038     52,976     65,559    139,333    129,334:     9,613     19,612
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     2,288:   -19,753     -3,379      6,955     13,479      1,487        681      5,062:     1,607     -2,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       15.7       30.6       43.4       45.1       93.3       91.4:       6.7        8.6
Old  :     100.0:      19.7       19.6       27.8       45.8       45.4       93.2       92.8:       6.8        7.2
Other:     100.0:      31.8       16.6       26.2       35.6       44.0       93.5       86.8:       6.5       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       451:       159        140        182        110        133        361        375:
Old  :       437:       152        142        159         98        129        333        353:
Other:       271:        73         74         63         71        106        175        218:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       14.3       24.7       22.0       12.3       10.5       20.5       15.9
Old  :                 16.8       16.4       28.0       25.2       14.7       15.0       23.2       22.0
Other:                 26.3       17.0       38.7       26.8       21.2       10.8       29.6       17.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,880,049:   364,117     71,359    617,829    716,295    925,129  1,698,241  1,614,318:   181,808    265,731
Old  : 1,669,828:   315,241     73,748    553,475    636,202    820,677  1,504,917  1,447,899:   164,911    221,929
Other:   210,221:    90,012     38,747     23,219     80,093    104,453    193,324    166,419:    16,897     43,802
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :   -23,394:    22,458    -20,972    -28,755    -16,355     32,325    -22,651    -17,402:      -742     -5,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        3.8       32.9       38.1       49.2       90.3       85.9:       9.7       14.1
Old  :     100.0:      18.9        4.4       33.1       38.1       49.1       90.1       86.7:       9.9       13.3
Other:     100.0:      42.8       18.4       11.0       38.1       49.7       92.0       79.2:       8.0       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       860:       225        193        307        305        396        688        758:
Old  :       855:       237        183        295        295        392        671        744:
Other:       506:        64        112         55        105        288        198        428:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4       10.5       17.9       17.6        6.7        6.5       12.2        9.8
Old  :                 11.1        9.9       18.6       17.0        7.8        7.0       13.5       10.2
Other:                 35.8       23.0       49.5       32.3       35.4       21.8       48.3       30.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,256:     2,194        222        697      6,951      9,800      9,841     10,719:     2,415      1,536
Old  :    12,148:     2,195        222        695      6,865      9,717      9,754     10,634:     2,395      1,514
Other:       107:         1          2          0         86         83         87         85:        20         22
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -406:       133        -95        -32       -253       -132       -153       -259:      -253       -147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        1.8        5.7       56.7       80.0       80.3       87.5:      19.7       12.5
Old  :     100.0:      18.1        1.8        5.7       56.5       80.0       80.3       87.5:      19.7       12.5
Other:     100.0:       0.9        1.9        0.0       80.4       77.6       81.3       79.4:      18.7       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        21          3         12         17         11         39         25:
Old  :        43:        21          3         12         17         11         39         25:
Other:        12:         1          1          0          6          5          7          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       68.2       49.3       77.6       28.3       55.6       43.2       63.3
Old  :                 32.2       68.5       49.2       77.6       28.1       55.8       43.1       63.7
Other:                 76.6       72.9       81.3       79.4       71.0       71.9       75.7       73.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   874,049:   177,845     47,336    313,903    314,182    439,572    805,929    800,811:    68,119     73,238
Old  :   797,087:   161,959     41,059    285,302    287,537    409,551    734,799    735,912:    62,288     61,175
Other:    76,962:    30,400     20,792     14,086     26,645     30,021     71,131     64,899:     5,831     12,063
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    13,321:   -10,214      3,398     19,754      5,619     -7,497     15,159     15,654:    -1,838     -2,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        5.4       35.9       35.9       50.3       92.2       91.6:       7.8        8.4
Old  :     100.0:      20.3        5.2       35.8       36.1       51.4       92.2       92.3:       7.8        7.7
Other:     100.0:      39.5       27.0       18.3       34.6       39.0       92.4       84.3:       7.6       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       519:       178        139        220        150        179        438        439:
Old  :       513:       190        128        204        147        176        426        423:
Other:       233:        37         70         38         46        108        110        192:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       13.7       22.4       21.8        9.8       10.2       15.8       15.3
Old  :                 15.3       14.0       22.9       22.1       11.6       11.0       18.0       16.7
Other:                 37.8       23.3       52.7       35.1       37.8       22.6       51.1       32.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   426,242:    48,080    104,452    114,890    228,694    168,504    391,664    387,846:    34,579     38,396
Old  :   408,453:    50,213    106,157    106,806    220,591    158,069    377,610    371,032:    30,843     37,421
Other:    17,790:     2,511      2,939      3,440      8,103     10,435     14,054     16,814:     3,736        975
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :   -21,613:      -802      5,976    -17,454     -4,272     -6,678    -22,527    -18,155:       914     -3,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       24.5       27.0       53.7       39.5       91.9       91.0:       8.1        9.0
Old  :     100.0:      12.3       26.0       26.1       54.0       38.7       92.4       90.8:       7.6        9.2
Other:     100.0:      14.1       16.5       19.3       45.6       58.7       79.0       94.5:      21.0        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        51        108        121         91         81        235        255:
Old  :       300:        58        112        119         91         81        235        253:
Other:        67:        12         14         15         30         17         52         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       18.5       24.9       27.2       11.2       11.8       17.6       17.8
Old  :                 16.1       18.3       25.1       26.9       11.6       11.5       18.1       17.7
Other:                 34.7       45.5       48.5       65.5       20.8       39.7       33.0       55.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   746,805:    81,960     43,756     64,013    429,004    467,509    574,978    575,278:   171,827    171,527
Old  :   746,805:    81,960     43,756     64,013    429,004    467,509    574,978    575,278:   171,827    171,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    11,231:    11,170     -1,226       -942     -9,559      9,150        670      6,982:    10,561      4,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        5.9        8.6       57.4       62.6       77.0       77.0:      23.0       23.0
Old  :     100.0:      11.0        5.9        8.6       57.4       62.6       77.0       77.0:      23.0       23.0
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  :       181:        35         34         44         87         95        149        146:
Old  :       181:        35         34         44         87         95        149        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       14.6       24.9       24.0       14.7       13.2       20.6       22.1
Old  :                 17.6       14.6       24.9       24.0       14.7       13.2       20.6       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   357,205:    24,352     52,586      1,877    259,427    244,979    285,656    299,443:    71,549     57,763
Old  :   357,205:    24,352     52,586      1,877    259,427    244,979    285,656    299,443:    71,549     57,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -917:       484        558         85     -2,672     -4,509     -2,103     -3,866:     1,186      2,949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       14.7        0.5       72.6       68.6       80.0       83.8:      20.0       16.2
Old  :     100.0:       6.8       14.7        0.5       72.6       68.6       80.0       83.8:      20.0       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         8          6          4         32         36         43         43:
Old  :        63:         8          6          4         32         36         43         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       39.6       49.1       50.7       31.9       39.4       43.0       49.4
Old  :                 34.0       39.6       49.1       50.7       31.9       39.4       43.0       49.4
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 with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,408:     2,617        247      2,584      5,574      8,380     10,775     11,211:       633        197
Old  :    11,408:     2,617        247      2,584      5,574      8,380     10,775     11,211:       633        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       -72:    -1,338       -214        648        534       -414       -156         20:        84        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        2.2       22.7       48.9       73.5       94.5       98.3:       5.5        1.7
Old  :     100.0:      22.9        2.2       22.7       48.9       73.5       94.5       98.3:       5.5        1.7
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  :        33:         6          4          6         15         19         25         28:
Old  :        33:         6          4          6         15         19         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       49.2       77.0       72.0       22.4       23.9       29.6       30.0
Old  :                 61.2       49.2       77.0       72.0       22.4       23.9       29.6       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   280,286:    56,778     20,682     69,662    105,379    159,983    231,820    250,327:    48,466     29,959
Old  :   263,036:    52,363     21,405     65,670     99,263    148,135    217,296    235,210:    45,740     27,826
Other:    17,250:     5,966        827      2,442      6,116     11,848     14,524     15,117:     2,726      2,133
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    -1,709:    -2,606     -1,493     -5,285      7,292      4,513       -599     -2,266:    -1,110        558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        7.4       24.9       37.6       57.1       82.7       89.3:      17.3       10.7
Old  :     100.0:      19.9        8.1       25.0       37.7       56.3       82.6       89.4:      17.4       10.6
Other:     100.0:      34.6        4.8       14.2       35.5       68.7       84.2       87.6:      15.8       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        55         37         52         88         78        172        144:
Old  :       191:        54         40         51         87         78        170        143:
Other:        50:        10          8         10         30         12         43         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       31.4       21.5       42.6        7.4       23.6       12.7       30.0
Old  :                 12.9       30.9       21.3       41.8        7.1       23.3       12.4       29.4
Other:                 44.5       52.9       61.1       69.4       39.6       50.1       49.6       61.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,974:     2,645      5,421        541      8,510      6,960     11,697     12,922:     3,277      2,051
Old  :    14,955:     2,646      5,421        540      8,510      6,944     11,697     12,905:     3,258      2,049
Other:        19:         0          1          0          0         16          0         17:        19          2
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       134:        12        155         31         84       -148        127         38:         7         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       36.2        3.6       56.8       46.5       78.1       86.3:      21.9       13.7
Old  :     100.0:      17.7       36.2        3.6       56.9       46.4       78.2       86.3:      21.8       13.7
Other:     100.0:       0.0        5.3        0.0        0.0       84.2        0.0       89.5:     100.0       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        19         19          5         26         12         45         36:
Old  :        67:        19         19          5         26         11         45         35:
Other:         5:         0          1          0          0          4          0          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  :                 35.7       44.2       50.0       59.7       35.7       42.5       50.0       58.1
Old  :                 35.7       44.1       50.1       59.7       35.7       42.5       50.1       58.1
Other:                  0.0       84.2        0.0       89.5        0.0       84.2        0.0       89.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,223,724:   309,439    273,339    112,589    656,032    759,614  1,078,060  1,145,542:   145,664     78,182
Old  : 1,223,724:   309,439    273,339    112,589    656,032    759,614  1,078,060  1,145,542:   145,664     78,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    57,149:    53,369    -17,158      9,498    -18,516     71,251     44,351     63,591:    12,798     -6,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       22.3        9.2       53.6       62.1       88.1       93.6:      11.9        6.4
Old  :     100.0:      25.3       22.3        9.2       53.6       62.1       88.1       93.6:      11.9        6.4
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  :       233:        46         42         35        114        101        182        157:
Old  :       233:        46         42         35        114        101        182        157:
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  :                 13.6       32.0       22.9       43.8       11.5       27.9       19.6       37.7
Old  :                 13.6       32.0       22.9       43.8       11.5       27.9       19.6       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,238,859:   408,983    208,304    270,814  1,243,244  1,393,802  1,923,041  1,872,920:   315,818    365,939
Old  : 2,238,859:   408,983    208,304    270,814  1,243,244  1,393,802  1,923,041  1,872,920:   315,818    365,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    76,087:    43,115     39,485      9,390     25,805     22,833     78,310     71,707:    -2,223      4,380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        9.3       12.1       55.5       62.3       85.9       83.7:      14.1       16.3
Old  :     100.0:      18.3        9.3       12.1       55.5       62.3       85.9       83.7:      14.1       16.3
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  :       304:        54         64         77        148        160        248        255:
Old  :       304:        54         64         77        148        160        248        255:
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  :                 16.4       17.2       26.4       23.4       15.6       13.4       23.9       19.0
Old  :                 16.4       17.2       26.4       23.4       15.6       13.4       23.9       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,748,215:   321,516    176,966    185,044    970,418  1,115,854  1,476,977  1,477,863:   271,237    270,352
Old  : 1,748,215:   321,516    176,966    185,044    970,418  1,115,854  1,476,977  1,477,863:   271,237    270,352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    45,781:    35,095     28,532    -21,963      8,089     31,853     21,221     38,422:    24,560      7,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       10.1       10.6       55.5       63.8       84.5       84.5:      15.5       15.5
Old  :     100.0:      18.4       10.1       10.6       55.5       63.8       84.5       84.5:      15.5       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        36         43         36         91        114        149        171:
Old  :       211:        36         43         36         91        114        149        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       18.9       29.3       28.6       17.6       18.7       27.2       27.3
Old  :                 18.6       18.9       29.3       28.6       17.6       18.7       27.2       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   394,867:    16,386     46,594     67,393    283,976    248,162    367,755    362,149:    27,112     32,718
Old  :   394,867:    16,386     46,594     67,393    283,976    248,162    367,755    362,149:    27,112     32,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :     9,468:     2,036     -2,026      1,000      2,868     11,168      5,904     10,143:     3,564       -675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       11.8       17.1       71.9       62.8       93.1       91.7:       6.9        8.3
Old  :     100.0:       4.1       11.8       17.1       71.9       62.8       93.1       91.7:       6.9        8.3
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  :        76:        12         18         24         39         39         64         69:
Old  :        76:        12         18         24         39         39         64         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  :                 39.8       29.1       49.7       48.1       31.5       27.9       37.6       36.8
Old  :                 39.8       29.1       49.7       48.1       31.5       27.9       37.6       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    49,227:     9,396     10,887      3,070     27,985     30,159     40,451     44,116:     8,776      5,111
Old  :    49,227:     9,396     10,887      3,070     27,985     30,159     40,451     44,116:     8,776      5,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    -3,047:    -3,188      2,165       -263      1,656     -6,025     -1,795     -4,123:    -1,252      1,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       22.1        6.2       56.8       61.3       82.2       89.6:      17.8       10.4
Old  :     100.0:      19.1       22.1        6.2       56.8       61.3       82.2       89.6:      17.8       10.4
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  :        93:        23         20          9         34         25         62         49:
Old  :        93:        23         20          9         34         25         62         49:
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  :                 20.3       35.5       36.1       57.3       18.8       31.5       32.9       52.6
Old  :                 20.3       35.5       36.1       57.3       18.8       31.5       32.9       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    98,455:    18,792     21,774      6,140     55,970     60,318     80,902     88,232:    17,553     10,223
Old  :    98,455:    18,792     21,774      6,140     55,970     60,318     80,902     88,232:    17,553     10,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :    -6,093:    -6,376      4,330       -527      3,313    -12,049     -3,589     -8,246:    -2,504      2,153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       22.1        6.2       56.8       61.3       82.2       89.6:      17.8       10.4
Old  :     100.0:      19.1       22.1        6.2       56.8       61.3       82.2       89.6:      17.8       10.4
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  :        93:        23         20          9         34         25         62         49:
Old  :        93:        23         20          9         34         25         62         49:
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  :                 20.3       35.5       36.1       57.3       18.8       31.5       32.9       52.6
Old  :                 20.3       35.5       36.1       57.3       18.8       31.5       32.9       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     7,153:     4,921      5,764        986      1,121        394      7,028      7,144:       125          9
Old  :     7,153:     4,921      5,764        986      1,121        394      7,028      7,144:       125          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -953:      -958     -1,353         33        -28        367       -953       -953:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       80.6       13.8       15.7        5.5       98.3       99.9:       1.7        0.1
Old  :     100.0:      68.8       80.6       13.8       15.7        5.5       98.3       99.9:       1.7        0.1
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  :        20:         9          8          3          2          1         13         10:
Old  :        20:         9          8          3          2          1         13         10:
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  :                 70.6       79.9       90.9       97.1       70.6       68.4       80.3       85.7
Old  :                 70.6       79.9       90.9       97.1       70.6       68.4       80.3       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,356:       950      4,119          1     11,188      8,159     12,139     12,279:       217         77
Old  :    12,356:       950      4,119          1     11,188      8,159     12,139     12,279:       217         77
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :       609:      -138       -220          0        761        815        623        595:       -14         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7       33.3        0.0       90.5       66.0       98.2       99.4:       1.8        0.6
Old  :     100.0:       7.7       33.3        0.0       90.5       66.0       98.2       99.4:       1.8        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  :        31:         7          7          1          5         12         13         19:
Old  :        31:         7          7          1          5         12         13         19:
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  :                 91.0       80.4       96.3       90.5       91.0       80.4       96.3       90.5
Old  :                 91.0       80.4       96.3       90.5       91.0       80.4       96.3       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    13,606:     1,111      2,102          0     12,239     11,455     13,350     13,557:       256         49
Old  :    13,606:     1,111      2,102          0     12,239     11,455     13,350     13,557:       256         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 13, 2012                    :
     :      -441:      -301       -232          0        -98       -219       -399       -451:       -42         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       15.4        0.0       90.0       84.2       98.1       99.6:       1.9        0.4
Old  :     100.0:       8.2       15.4        0.0       90.0       84.2       98.1       99.6:       1.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         6          6          0          4         15         10         21:
Old  :        30:         6          6          0          4         15         10         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.0       56.0       97.6       77.7       95.0       56.0       97.6       77.7
Old  :                 95.0       56.0       97.6       77.7       95.0       56.0       97.6       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 26, 2012