```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   562,941:   108,313    118,052    159,893    251,305    229,109    519,511    507,054:    43,431     55,887
Old  :   365,954:    77,504    110,831     84,307    175,284    138,148    337,095    333,286:    28,859     32,667
Other:   196,988:    53,353     29,765     53,042     76,021     90,962    182,416    173,768:    14,571     23,220
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   -12,466:     4,253        162     -8,049     -8,669     -5,313    -12,465    -13,200:        -1        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       21.0       28.4       44.6       40.7       92.3       90.1:       7.7        9.9
Old  :     100.0:      21.2       30.3       23.0       47.9       37.8       92.1       91.1:       7.9        8.9
Other:     100.0:      27.1       15.1       26.9       38.6       46.2       92.6       88.2:       7.4       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       149        124        165        109        126        336        347:
Old  :       395:       134        125        127         95        116        294        305:
Other:       271:        71         74         77         75        106        187        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       15.5       24.4       23.2       13.3       12.5       21.6       17.9
Old  :                 17.9       21.5       27.5       30.7       17.7       20.4       26.4       29.4
Other:                 21.2       15.5       34.5       24.6       18.9       12.1       29.2       18.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,638,105:   349,925    144,531    455,232    650,406    774,509  1,455,563  1,374,271:   182,542    263,834
Old  : 1,265,320:   271,267    104,913    336,451    511,410    632,200  1,119,128  1,073,564:   146,192    191,756
Other:   372,785:   128,056     89,017     69,382    138,996    142,308    336,435    300,708:    36,351     72,078
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   -15,353:    11,780      4,776    -30,157       -252       -807    -18,628    -26,187:     3,275     10,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        8.8       27.8       39.7       47.3       88.9       83.9:      11.1       16.1
Old  :     100.0:      21.4        8.3       26.6       40.4       50.0       88.4       84.8:      11.6       15.2
Other:     100.0:      34.4       23.9       18.6       37.3       38.2       90.2       80.7:       9.8       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       744:       190        167        240        270        343        589        635:
Old  :       725:       197        150        209        246        327        546        593:
Other:       530:        96        118         86        145        266        285        429:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       10.9       17.8       17.1        8.5        7.0       15.1       11.0
Old  :                 10.2       10.5       18.9       17.4        9.6        8.6       16.7       13.3
Other:                 23.7       18.8       35.9       25.9       23.2       15.3       32.2       21.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,533:     1,083      1,720      1,026      6,816      7,112      8,925      9,857:     2,608      1,676
Old  :    10,858:     1,122      1,696        937      6,273      6,721      8,332      9,354:     2,526      1,504
Other:       675:         1         64         49        543        391        593        504:        82        171
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :      -147:       243         -4       -192       -495          5       -444       -191:       297         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       14.9        8.9       59.1       61.7       77.4       85.5:      22.6       14.5
Old  :     100.0:      10.3       15.6        8.6       57.8       61.9       76.7       86.1:      23.3       13.9
Other:     100.0:       0.1        9.4        7.2       80.5       58.0       87.9       74.6:      12.1       25.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        14         10          9         17         11         32         29:
Old  :        43:        15          9          9         17         11         32         29:
Other:        18:         3          2          4          8          9         13         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.8       47.5       48.0       62.1       33.2       44.5       46.7       55.5
Old  :                 33.0       49.9       46.8       64.0       32.7       46.9       45.5       57.3
Other:                 66.6       45.7       83.7       67.7       62.8       42.1       68.2       54.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   807,210:   169,308     57,379    296,435    271,044    380,289    736,787    734,103:    70,423     73,106
Old  :   671,643:   152,030     48,376    232,239    226,073    340,282    610,343    620,897:    61,301     50,746
Other:   135,566:    47,480     39,206     33,993     44,971     40,007    126,444    113,206:     9,122     22,360
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    20,136:     7,103      3,201      5,949      3,240      6,863     16,291     16,013:     3,845      4,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        7.1       36.7       33.6       47.1       91.3       90.9:       8.7        9.1
Old  :     100.0:      22.6        7.2       34.6       33.7       50.7       90.9       92.4:       9.1        7.6
Other:     100.0:      35.0       28.9       25.1       33.2       29.5       93.3       83.5:       6.7       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       483:       184        136        227        119        142        419        404:
Old  :       470:       184        129        199        113        130        395        369:
Other:       264:        75         84         71         62         81        179        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       12.5       22.0       19.8       10.3        9.3       15.8       14.3
Old  :                 15.6       13.3       23.3       20.8       12.8       11.0       18.9       17.3
Other:                 25.9       19.9       39.1       32.0       24.1       17.1       33.6       25.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   361,369:    72,110     77,457     75,247    174,951    173,941    322,309    326,645:    39,061     34,724
Old  :   324,759:    74,927     75,409     59,166    158,444    158,014    292,537    292,590:    32,221     32,169
Other:    36,611:     6,972     11,836      6,292     16,507     15,927     29,771     34,055:     6,839      2,556
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :      -231:     1,125     -3,002     -1,155        374      6,166        344      2,008:      -574     -2,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       21.4       20.8       48.4       48.1       89.2       90.4:      10.8        9.6
Old  :     100.0:      23.1       23.2       18.2       48.8       48.7       90.1       90.1:       9.9        9.9
Other:     100.0:      19.0       32.3       17.2       45.1       43.5       81.3       93.0:      18.7        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        79         76         95         66         71        205        200:
Old  :       255:        77         79         87         65         71        196        195:
Other:        93:        25         20         22         35         22         74         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       19.8       23.4       29.3       10.4       17.7       17.7       25.3
Old  :                 14.5       20.5       24.5       29.9       11.5       19.1       20.0       27.0
Other:                 24.1       35.4       40.7       55.8       23.6       29.7       33.8       48.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   655,720:    40,943     58,327     36,893    418,564    372,181    496,400    467,400:   159,321    188,321
Old  :   655,720:    40,943     58,327     36,893    418,564    372,181    496,400    467,400:   159,321    188,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    18,984:    -4,217      6,926     -7,817     22,973      9,837     10,939      8,947:     8,044     10,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        8.9        5.6       63.8       56.8       75.7       71.3:      24.3       28.7
Old  :     100.0:       6.2        8.9        5.6       63.8       56.8       75.7       71.3:      24.3       28.7
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  :       155:        25         26         29         77         87        115        129:
Old  :       155:        25         26         29         77         87        115        129:
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  :                 22.2       17.3       28.7       25.0       19.8       14.7       25.8       21.8
Old  :                 22.2       17.3       28.7       25.0       19.8       14.7       25.8       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   365,897:    19,974     45,650      3,117    273,932    250,637    297,023    299,405:    68,874     66,492
Old  :   365,897:    19,974     45,650      3,117    273,932    250,637    297,023    299,405:    68,874     66,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     7,870:       -29     -1,207       -145      9,956        650      9,782       -701:    -1,912      8,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       12.5        0.9       74.9       68.5       81.2       81.8:      18.8       18.2
Old  :     100.0:       5.5       12.5        0.9       74.9       68.5       81.2       81.8:      18.8       18.2
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  :        64:         7          6          4         30         38         40         45:
Old  :        64:         7          6          4         30         38         40         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       36.7       52.2       50.8       34.1       36.7       45.8       50.3
Old  :                 37.6       36.7       52.2       50.8       34.1       36.7       45.8       50.3
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, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,294:     1,155        641        622      6,774      7,694      8,551      8,957:       743        337
Old  :     9,294:     1,155        641        622      6,774      7,694      8,551      8,957:       743        337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       166:       -85         52        -10        175        156         80        198:        86        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        6.9        6.7       72.9       82.8       92.0       96.4:       8.0        3.6
Old  :     100.0:      12.4        6.9        6.7       72.9       82.8       92.0       96.4:       8.0        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          4          7         20         24         31         33:
Old  :        40:         7          4          7         20         24         31         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       36.2       61.2       58.3       26.7       22.8       35.4       32.8
Old  :                 44.0       36.2       61.2       58.3       26.7       22.8       35.4       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   323,734:    71,482     32,087     68,621    139,306    194,708    279,408    295,415:    44,325     28,318
Old  :   278,538:    60,359     25,557     59,107    120,460    168,255    239,926    252,919:    38,611     25,618
Other:    45,196:    13,029      8,436      7,607     18,846     26,453     39,482     42,496:     5,714      2,700
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    18,401:     1,526      1,910      8,020      7,795      8,222     17,341     18,152:     1,060        249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.9       21.2       43.0       60.1       86.3       91.3:      13.7        8.7
Old  :     100.0:      21.7        9.2       21.2       43.2       60.4       86.1       90.8:      13.9        9.2
Other:     100.0:      28.8       18.7       16.8       41.7       58.5       87.4       94.0:      12.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       214:        61         48         60         76         77        176        157:
Old  :       211:        64         43         59         73         76        171        154:
Other:        89:        15         27         22         40         23         71         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       31.8       19.9       42.3        7.4       27.7       13.5       32.7
Old  :                 12.7       32.2       20.9       41.7        8.7       28.8       15.2       33.8
Other:                 29.2       30.2       46.4       50.9       25.7       27.0       40.8       39.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,190:     2,671      5,586        718      8,712      7,150     12,101     13,455:     3,089      1,735
Old  :    14,971:     2,643      5,594        707      8,652      6,968     12,002     13,270:     2,969      1,701
Other:       219:        39          3          0         60        182         99        185:       120         34
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       485:       103        -95        247         87        330        437        482:        48          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       36.8        4.7       57.4       47.1       79.7       88.6:      20.3       11.4
Old  :     100.0:      17.7       37.4        4.7       57.8       46.5       80.2       88.6:      19.8       11.4
Other:     100.0:      17.8        1.4        0.0       27.4       83.1       45.2       84.5:      54.8       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        24         17          9         31         17         57         41:
Old  :        75:        24         17          9         30         17         56         41:
Other:        13:         6          1          0          2          4          8          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  :                 31.3       42.4       43.6       57.6       31.2       41.8       42.8       56.5
Old  :                 31.8       43.0       44.3       57.7       31.7       42.4       43.6       57.0
Other:                 42.0       83.6       45.2       84.5       42.0       83.6       45.2       84.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,017,673:   277,805    195,382     57,069    572,621    673,681    907,496    926,132:   110,178     91,542
Old  : 1,017,673:   277,805    195,382     57,069    572,621    673,681    907,496    926,132:   110,178     91,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   -33,211:   -11,058        209     -4,608     -2,238    -46,085    -17,904    -50,485:   -15,307     17,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       19.2        5.6       56.3       66.2       89.2       91.0:      10.8        9.0
Old  :     100.0:      27.3       19.2        5.6       56.3       66.2       89.2       91.0:      10.8        9.0
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  :       226:        44         46         32         98        101        160        161:
Old  :       226:        44         46         32         98        101        160        161:
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  :                 20.1       27.6       32.0       37.6       18.8       26.3       29.7       35.9
Old  :                 20.1       27.6       32.0       37.6       18.8       26.3       29.7       35.9
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, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,511,697:   316,402    274,846    304,954  1,623,475  1,528,882  2,244,831  2,108,682:   266,865    403,014
Old  : 2,511,697:   316,402    274,846    304,954  1,623,475  1,528,882  2,244,831  2,108,682:   266,865    403,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :   185,805:   -10,714     25,084     56,813    141,892     89,640    187,992    171,537:    -2,188     14,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       10.9       12.1       64.6       60.9       89.4       84.0:      10.6       16.0
Old  :     100.0:      12.6       10.9       12.1       64.6       60.9       89.4       84.0:      10.6       16.0
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  :       308:        46         72         75        147        169        240        269:
Old  :       308:        46         72         75        147        169        240        269:
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       13.8       27.5       19.7       16.8       10.9       24.8       15.6
Old  :                 17.6       13.8       27.5       19.7       16.8       10.9       24.8       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,764,755:   237,158    165,030    147,330  1,175,353  1,158,292  1,559,841  1,470,651:   204,914    294,104
Old  : 1,764,755:   237,158    165,030    147,330  1,175,353  1,158,292  1,559,841  1,470,651:   204,914    294,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    33,373:    31,637     15,282     -7,740     33,597     -9,039     57,494     -1,496:   -24,121     34,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        9.4        8.3       66.6       65.6       88.4       83.3:      11.6       16.7
Old  :     100.0:      13.4        9.4        8.3       66.6       65.6       88.4       83.3:      11.6       16.7
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  :       207:        30         42         35         98        116        148        173:
Old  :       207:        30         42         35         98        116        148        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       19.1       38.0       31.4       21.9       18.2       32.6       29.1
Old  :                 25.4       19.1       38.0       31.4       21.9       18.2       32.6       29.1
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, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   372,012:    25,883     27,439     57,572    273,063    256,122    356,518    341,133:    15,494     30,879
Old  :   372,012:    25,883     27,439     57,572    273,063    256,122    356,518    341,133:    15,494     30,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :    -7,489:     2,026        -17     -1,114     -4,188       -284     -3,276     -1,414:    -4,214     -6,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.4       15.5       73.4       68.8       95.8       91.7:       4.2        8.3
Old  :     100.0:       7.0        7.4       15.5       73.4       68.8       95.8       91.7:       4.2        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  :        83:        19         16         25         41         40         69         72:
Old  :        83:        19         16         25         41         40         69         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       31.6       50.3       46.4       31.2       25.4       40.0       34.9
Old  :                 37.5       31.6       50.3       46.4       31.2       25.4       40.0       34.9
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, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    59,278:    17,277      5,937        733     31,490     45,043     49,499     51,712:     9,779      7,566
Old  :    59,278:    17,277      5,937        733     31,490     45,043     49,499     51,712:     9,779      7,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     3,031:     1,374      2,188        213         -0        125      1,586      2,525:     1,445        505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       10.0        1.2       53.1       76.0       83.5       87.2:      16.5       12.8
Old  :     100.0:      29.1       10.0        1.2       53.1       76.0       83.5       87.2:      16.5       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        31         19          8         39         28         74         51:
Old  :       106:        31         19          8         39         28         74         51:
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  :                 22.9       42.8       37.5       61.1       22.9       42.7       37.3       61.0
Old  :                 22.9       42.8       37.5       61.1       22.9       42.7       37.3       61.0
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, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   118,557:    34,554     11,875      1,465     62,979     90,085     98,998    103,425:    19,559     15,132
Old  :   118,557:    34,554     11,875      1,465     62,979     90,085     98,998    103,425:    19,559     15,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :     6,062:     2,748      4,376        425         -1        250      3,172      5,051:     2,889      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       10.0        1.2       53.1       76.0       83.5       87.2:      16.5       12.8
Old  :     100.0:      29.1       10.0        1.2       53.1       76.0       83.5       87.2:      16.5       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        31         19          8         39         28         74         51:
Old  :       106:        31         19          8         39         28         74         51:
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  :                 22.9       42.8       37.5       61.1       22.9       42.7       37.3       61.0
Old  :                 22.9       42.8       37.5       61.1       22.9       42.7       37.3       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     9,600:     1,623      5,590          0      7,889      3,890      9,512      9,480:        88        120
Old  :     9,600:     1,623      5,590          0      7,889      3,890      9,512      9,480:        88        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :       774:     1,059        558          0       -285        170        774        728:         0         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       58.2        0.0       82.2       40.5       99.1       98.8:       0.9        1.3
Old  :     100.0:      16.9       58.2        0.0       82.2       40.5       99.1       98.8:       0.9        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          0          3         10          8         16:
Old  :        23:         5          6          0          3         10          8         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.3       77.3       99.1       90.9       97.3       77.3       99.1       90.9
Old  :                 97.3       77.3       99.1       90.9       97.3       77.3       99.1       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     6,562:       224        606          0      6,201      5,914      6,425      6,520:       137         42
Old  :     6,562:       224        606          0      6,201      5,914      6,425      6,520:       137         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 22, 2013                     :
     :      -470:        -5       -448          0       -409        -23       -414       -471:       -56          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        9.2        0.0       94.5       90.1       97.9       99.4:       2.1        0.6
Old  :     100.0:       3.4        9.2        0.0       94.5       90.1       97.9       99.4:       2.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          6          0          5         10          8         16:
Old  :        23:         3          6          0          5         10          8         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.9       74.6       97.9       90.9       95.9       74.6       97.3       90.9
Old  :                 95.9       74.6       97.9       90.9       95.9       74.6       97.3       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 1, 2013