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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 22, 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  :   459,061:   106,432    123,064     86,483    228,661    199,186    421,576    408,733:    37,485     50,328
Old  :   297,939:    83,919    112,216     28,853    160,688    127,081    273,460    268,150:    24,479     29,789
Other:   161,122:    53,815     42,150     26,328     67,973     72,105    148,116    140,583:    13,006     20,539
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    -1,210:    -3,685        113      4,652     -1,361     -4,730       -394         35:      -816     -1,245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       26.8       18.8       49.8       43.4       91.8       89.0:       8.2       11.0
Old  :     100.0:      28.2       37.7        9.7       53.9       42.7       91.8       90.0:       8.2       10.0
Other:     100.0:      33.4       26.2       16.3       42.2       44.8       91.9       87.3:       8.1       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       130        122        120         97        117        289        308:
Old  :       371:       128        113         68         75         91        237        240:
Other:       260:        55         79         55         66        102        160        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       19.6       27.6       27.7       15.9       17.2       26.2       23.6
Old  :                 22.0       27.9       33.0       38.6       21.9       27.8       32.6       38.5
Other:                 25.6       14.8       39.7       25.1       23.8       13.9       36.3       21.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 22, 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  : 1,194,796:   361,027    128,830    175,707    512,338    674,397  1,049,072    978,934:   145,724    215,862
Old  :   941,589:   305,599    107,519    107,119    408,897    563,577    821,615    778,215:   119,974    163,374
Other:   253,207:   117,778     83,661      6,238    103,441    110,820    227,457    200,719:    25,750     52,488
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     2,510:    -5,728     -9,262      9,990     -1,540      1,541      2,722      2,269:      -212        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.8       14.7       42.9       56.4       87.8       81.9:      12.2       18.1
Old  :     100.0:      32.5       11.4       11.4       43.4       59.9       87.3       82.6:      12.7       17.4
Other:     100.0:      46.5       33.0        2.5       40.9       43.8       89.8       79.3:      10.2       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       193        139        188        219        330        505        590:
Old  :       714:       197        126        159        196        316        464        548:
Other:       507:        69        116         34        101        265        194        396:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       10.8       21.6       17.5       11.7        9.3       20.8       15.1
Old  :                 13.0       11.4       23.4       18.7       12.9       11.4       22.6       17.9
Other:                 34.1       21.5       46.6       28.1       33.8       21.2       46.3       27.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,627:       960      1,958        587      6,856      6,607      8,403      9,152:     2,224      1,475
Old  :    10,162:     1,012      1,949        535      6,445      6,311      7,992      8,795:     2,170      1,367
Other:       465:         0         61          0        411        296        411        357:        54        108
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :        -1:      -602       -196          8        409        193       -185          5:       184         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       18.4        5.5       64.5       62.2       79.1       86.1:      20.9       13.9
Old  :     100.0:      10.0       19.2        5.3       63.4       62.1       78.6       86.5:      21.4       13.5
Other:     100.0:       0.0       13.1        0.0       88.4       63.7       88.4       76.8:      11.6       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        10         13          6         15          9         28         26:
Old  :        43:        10         13          6         15          8         28         25:
Other:        16:         0          3          0          8          8          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       51.2       51.7       66.4       34.3       49.6       50.3       60.7
Old  :                 34.3       52.5       51.8       67.7       34.3       51.5       51.3       63.1
Other:                 71.0       55.1       88.4       73.1       59.6       48.2       71.8       58.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 22, 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  :   548,246:   163,163     73,614     95,596    230,527    318,693    489,286    487,903:    58,960     60,343
Old  :   458,383:   150,667     63,742     61,488    195,419    290,736    407,574    415,966:    50,809     42,417
Other:    89,863:    43,459     40,835      3,145     35,108     27,957     81,712     71,937:     8,151     17,926
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    15,860:     7,063     -3,123      6,443        426     10,922     13,932     14,242:     1,928      1,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       13.4       17.4       42.0       58.1       89.2       89.0:      10.8       11.0
Old  :     100.0:      32.9       13.9       13.4       42.6       63.4       88.9       90.7:      11.1        9.3
Other:     100.0:      48.4       45.4        3.5       39.1       31.1       90.9       80.1:       9.1       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       167        113        159        110        127        364        337:
Old  :       437:       181        102        133        104        113        343        300:
Other:       228:        44         85         19         46         73        107        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       15.2       28.2       24.0       17.6       13.7       26.1       21.6
Old  :                 21.3       17.4       31.1       27.4       21.1       16.0       30.7       25.2
Other:                 35.9       20.8       49.5       33.3       35.9       20.6       49.5       32.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 22, 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  :   317,191:    71,295     85,102     46,373    161,455    149,954    279,123    281,429:    38,068     35,762
Old  :   281,766:    74,062     83,170     30,665    145,800    134,581    250,527    248,416:    31,239     33,350
Other:    35,425:     7,226     11,925      5,715     15,655     15,373     28,596     33,013:     6,829      2,412
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    -1,638:     4,197     -7,084     -3,052     -7,537      7,135     -6,392     -3,001:     4,754      1,363
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       26.8       14.6       50.9       47.3       88.0       88.7:      12.0       11.3
Old  :     100.0:      26.3       29.5       10.9       51.7       47.8       88.9       88.2:      11.1       11.8
Other:     100.0:      20.4       33.7       16.1       44.2       43.4       80.7       93.2:      19.3        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        66         79         76         62         61        180        179:
Old  :       239:        64         84         68         61         60        172        174:
Other:        86:        23         15         16         33         20         64         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       20.9       25.0       30.2       12.0       19.3       20.6       28.0
Old  :                 16.0       22.3       26.6       32.0       13.5       20.7       23.2       30.2
Other:                 26.0       37.3       42.6       58.4       25.4       32.8       35.9       50.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 22, 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  :   549,756:    49,211     53,332      4,198    361,698    333,937    415,107    391,467:   134,649    158,289
Old  :   549,756:    49,211     53,332      4,198    361,698    333,937    415,107    391,467:   134,649    158,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     5,349:       165     -1,087        743      3,997      3,509      4,905      3,165:       444      2,184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        9.7        0.8       65.8       60.7       75.5       71.2:      24.5       28.8
Old  :     100.0:       9.0        9.7        0.8       65.8       60.7       75.5       71.2:      24.5       28.8
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  :       153:        27         28         18         63         76        101        111:
Old  :       153:        27         28         18         63         76        101        111:
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  :                 26.7       15.6       34.3       26.1       23.6       13.1       30.8       22.7
Old  :                 26.7       15.6       34.3       26.1       23.6       13.1       30.8       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, January 22, 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  :   357,457:    20,003     46,937      3,172    263,976    249,987    287,151    300,096:    70,306     57,361
Old  :   357,457:    20,003     46,937      3,172    263,976    249,987    287,151    300,096:    70,306     57,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -196:        28      2,154        -92     -2,378     -2,272     -2,442       -210:     2,246         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       13.1        0.9       73.8       69.9       80.3       84.0:      19.7       16.0
Old  :     100.0:       5.6       13.1        0.9       73.8       69.9       80.3       84.0:      19.7       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  :        64:         7          6          3         30         39         39         46:
Old  :        64:         7          6          3         30         39         39         46:
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  :                 36.1       37.2       51.1       49.5       34.3       37.2       44.7       49.0
Old  :                 36.1       37.2       51.1       49.5       34.3       37.2       44.7       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, January 22, 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  :     9,128:     1,240        589        632      6,599      7,538      8,471      8,759:       657        369
Old  :     9,128:     1,240        589        632      6,599      7,538      8,471      8,759:       657        369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :        95:       -66       -127        -33        126        184         27         24:        68         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        6.5        6.9       72.3       82.6       92.8       96.0:       7.2        4.0
Old  :     100.0:      13.6        6.5        6.9       72.3       82.6       92.8       96.0:       7.2        4.0
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  :        39:         6          5          7         20         23         31         32:
Old  :        39:         6          5          7         20         23         31         32:
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  :                 43.0       36.3       61.0       56.8       23.2       21.3       32.5       30.1
Old  :                 43.0       36.3       61.0       56.8       23.2       21.3       32.5       30.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 22, 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  :   261,357:    72,734     31,037     31,159    116,579    172,580    220,472    234,776:    40,885     26,581
Old  :   224,942:    61,538     23,885     25,091    102,107    151,785    188,736    200,761:    36,206     24,181
Other:    36,415:    13,103      9,059      4,161     14,472     20,795     31,736     34,015:     4,679      2,400
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    16,215:     4,168     -5,031      8,555      1,896     11,691     14,619     15,215:     1,596      1,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.9       11.9       44.6       66.0       84.4       89.8:      15.6       10.2
Old  :     100.0:      27.4       10.6       11.2       45.4       67.5       83.9       89.3:      16.1       10.7
Other:     100.0:      36.0       24.9       11.4       39.7       57.1       87.2       93.4:      12.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        65         44         46         70         67        164        137:
Old  :       207:        67         40         42         67         67        159        131:
Other:        80:        18         20          9         35         15         59         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       35.7       20.0       45.7        9.6       34.2       16.9       39.8
Old  :                 12.3       36.6       21.6       45.7       10.5       35.7       18.6       41.9
Other:                 31.9       35.7       52.1       56.3       31.9       31.6       49.4       44.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 22, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,137:     2,642      5,681        118      8,410      6,646     11,170     12,445:     2,967      1,692
Old  :    13,969:     2,616      5,680        117      8,358      6,507     11,091     12,304:     2,878      1,665
Other:       168:        27          2          0         52        139         79        141:        89         27
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -197:      -342         54         49         29         48       -264        151:        67       -348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       40.2        0.8       59.5       47.0       79.0       88.0:      21.0       12.0
Old  :     100.0:      18.7       40.7        0.8       59.8       46.6       79.4       88.1:      20.6       11.9
Other:     100.0:      16.1        1.2        0.0       31.0       82.7       47.0       83.9:      53.0       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        24         16          6         27         14         52         35:
Old  :        73:        23         16          6         27         13         51         34:
Other:         9:         2          2          0          1          4          3          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  :                 35.1       45.8       48.6       61.5       35.1       45.8       48.4       61.3
Old  :                 35.5       46.4       49.1       62.0       35.5       46.4       49.1       62.0
Other:                 47.0       82.7       47.0       83.9       47.0       82.7       47.0       83.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 22, 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  :   992,934:   300,329    189,124     21,920    546,735    708,518    868,984    919,562:   123,950     73,372
Old  :   992,934:   300,329    189,124     21,920    546,735    708,518    868,984    919,562:   123,950     73,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :   -21,853:    -6,203      6,442      2,611    -15,973    -26,675    -19,565    -17,622:    -2,288     -4,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       19.0        2.2       55.1       71.4       87.5       92.6:      12.5        7.4
Old  :     100.0:      30.2       19.0        2.2       55.1       71.4       87.5       92.6:      12.5        7.4
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  :       217:        48         36         16         91         92        145        138:
Old  :       217:        48         36         16         91         92        145        138:
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       30.0       31.6       42.2       18.1       29.4       29.1       41.4
Old  :                 20.1       30.0       31.6       42.2       18.1       29.4       29.1       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 22, 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  : 1,886,564:   329,586    262,863     56,419  1,251,393  1,205,255  1,637,398  1,524,537:   249,166    362,027
Old  : 1,886,564:   329,586    262,863     56,419  1,251,393  1,205,255  1,637,398  1,524,537:   249,166    362,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :   100,988:    37,629     -1,796     15,424     54,936     92,294    107,989    105,922:    -7,001     -4,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       13.9        3.0       66.3       63.9       86.8       80.8:      13.2       19.2
Old  :     100.0:      17.5       13.9        3.0       66.3       63.9       86.8       80.8:      13.2       19.2
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  :       294:        42         71         41         99        149        172        230:
Old  :       294:        42         71         41         99        149        172        230:
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  :                 22.7       18.1       35.4       25.2       22.1       14.2       34.3       20.0
Old  :                 22.7       18.1       35.4       25.2       22.1       14.2       34.3       20.0
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 - Futures Only, January 22, 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  : 1,537,756:   202,268    159,730     27,781  1,086,219  1,100,578  1,316,268  1,288,089:   221,488    249,667
Old  : 1,537,756:   202,268    159,730     27,781  1,086,219  1,100,578  1,316,268  1,288,089:   221,488    249,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    -6,792:    48,272     -6,055     -3,920    -59,197      1,917    -14,845     -8,058:     8,053      1,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       10.4        1.8       70.6       71.6       85.6       83.8:      14.4       16.2
Old  :     100.0:      13.2       10.4        1.8       70.6       71.6       85.6       83.8:      14.4       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  :       205:        36         35         14         83        106        128        146:
Old  :       205:        36         35         14         83        106        128        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  :                 28.0       23.7       41.8       35.5       27.7       22.9       40.5       34.2
Old  :                 28.0       23.7       41.8       35.5       27.7       22.9       40.5       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 22, 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  :   373,267:    24,842     28,080     53,561    275,268    254,752    353,671    336,393:    19,596     36,874
Old  :   373,267:    24,842     28,080     53,561    275,268    254,752    353,671    336,393:    19,596     36,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :       644:    -4,307     -3,528     -9,550     17,352      7,065      3,495     -6,013:    -2,851      6,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        7.5       14.3       73.7       68.2       94.8       90.1:       5.2        9.9
Old  :     100.0:       6.7        7.5       14.3       73.7       68.2       94.8       90.1:       5.2        9.9
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  :        79:        10         21         21         41         40         65         68:
Old  :        79:        10         21         21         41         40         65         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       31.6       50.2       45.7       32.1       25.6       40.8       34.6
Old  :                 38.2       31.6       50.2       45.7       32.1       25.6       40.8       34.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, January 22, 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  :    55,139:    15,702      4,029         24     31,160     44,192     46,886     48,244:     8,254      6,895
Old  :    55,139:    15,702      4,029         24     31,160     44,192     46,886     48,244:     8,254      6,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     3,998:     2,014        306          7      1,971      2,101      3,991      2,414:         7      1,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        7.3        0.0       56.5       80.1       85.0       87.5:      15.0       12.5
Old  :     100.0:      28.5        7.3        0.0       56.5       80.1       85.0       87.5:      15.0       12.5
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  :       102:        33         13          3         36         27         69         43:
Old  :       102:        33         13          3         36         27         69         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  :                 24.3       45.1       38.6       64.8       24.1       45.0       38.3       64.7
Old  :                 24.3       45.1       38.6       64.8       24.1       45.0       38.3       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 22, 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  :   110,278:    31,403      8,057         48     62,320     88,383     93,771     96,488:    16,507     13,790
Old  :   110,278:    31,403      8,057         48     62,320     88,383     93,771     96,488:    16,507     13,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     7,995:     4,027        612         13      3,942      4,202      7,982      4,827:        13      3,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        7.3        0.0       56.5       80.1       85.0       87.5:      15.0       12.5
Old  :     100.0:      28.5        7.3        0.0       56.5       80.1       85.0       87.5:      15.0       12.5
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  :       102:        33         13          3         36         27         69         43:
Old  :       102:        33         13          3         36         27         69         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  :                 24.3       45.1       38.6       64.8       24.1       45.0       38.3       64.7
Old  :                 24.3       45.1       38.6       64.8       24.1       45.0       38.3       64.7
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 - Futures Only, January 22, 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  :     8,826:       564      5,032          0      8,174      3,720      8,738      8,752:        88         74
Old  :     8,826:       564      5,032          0      8,174      3,720      8,738      8,752:        88         74
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -123:       -28        -74          0        -72        -51       -100       -125:       -23          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       57.0        0.0       92.6       42.1       99.0       99.2:       1.0        0.8
Old  :     100.0:       6.4       57.0        0.0       92.6       42.1       99.0       99.2:       1.0        0.8
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  :        24:         4          8          0          4          9          8         17:
Old  :        24:         4          8          0          4          9          8         17:
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  :                 96.9       74.0       99.0       90.4       96.9       74.0       99.0       90.4
Old  :                 96.9       74.0       99.0       90.4       96.9       74.0       99.0       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, January 22, 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  :     7,032:       229      1,054          0      6,610      5,937      6,839      6,991:       193         41
Old  :     7,032:       229      1,054          0      6,610      5,937      6,839      6,991:       193         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -647:       -67       -414          0       -635       -246       -702       -660:        55         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3       15.0        0.0       94.0       84.4       97.3       99.4:       2.7        0.6
Old  :     100.0:       3.3       15.0        0.0       94.0       84.4       97.3       99.4:       2.7        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  :        20:         2          6          0          3         10          5         16:
Old  :        20:         2          6          0          3         10          5         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  :                 96.8       70.4       97.3       87.5       96.6       70.4       96.6       87.5
Old  :                 96.8       70.4       97.3       87.5       96.6       70.4       96.6       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 25, 2013