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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :   579,623:   105,623    123,255    156,623    277,596    243,469    539,843    523,347:    39,780     56,276
Old  :   399,712:    75,886    120,944     82,923    213,185    160,369    371,995    364,236:    27,717     35,476
Other:   179,911:    56,043     28,617     47,394     64,412     83,100    167,848    159,110:    12,063     20,801
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    31,253:     2,065        269     19,367      6,580      9,498     28,012     29,133:     3,241      2,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       21.3       27.0       47.9       42.0       93.1       90.3:       6.9        9.7
Old  :     100.0:      19.0       30.3       20.7       53.3       40.1       93.1       91.1:       6.9        8.9
Other:     100.0:      31.2       15.9       26.3       35.8       46.2       93.3       88.4:       6.7       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       140        131        148        105        121        313        340:
Old  :       393:       129        129        112         95        110        276        301:
Other:       262:        66         73         71         73        102        178        214:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       17.6       26.8       25.1       15.1       14.6       24.9       19.7
Old  :                 19.2       23.8       31.3       31.6       19.1       22.1       30.6       29.7
Other:                 20.6       15.8       33.6       24.9       19.6       14.2       29.8       20.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  : 1,589,423:   305,057    141,947    459,236    653,381    746,414  1,417,674  1,347,597:   171,749    241,826
Old  : 1,276,221:   243,697    130,884    345,174    543,697    621,445  1,132,568  1,097,503:   143,653    178,718
Other:   313,202:   113,008     62,710     62,414    109,684    124,969    285,105    250,094:    28,096     63,108
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    60,687:      -192     18,875     31,623     17,298      6,376     48,729     56,875:    11,958      3,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        8.9       28.9       41.1       47.0       89.2       84.8:      10.8       15.2
Old  :     100.0:      19.1       10.3       27.0       42.6       48.7       88.7       86.0:      11.3       14.0
Other:     100.0:      36.1       20.0       19.9       35.0       39.9       91.0       79.9:       9.0       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       741:       175        167        226        270        355        556        646:
Old  :       726:       175        157        200        256        342        530        607:
Other:       499:        79         97         72        127        279        238        417:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.0       11.0       18.4       18.2        8.4        6.8       15.1       10.9
Old  :                 10.7       11.8       19.7       18.9        9.5        8.8       17.4       13.5
Other:                 26.4       19.8       40.8       28.5       25.4       16.2       37.1       23.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :    11,920:     1,069      1,759      1,519      7,052      7,127      9,641     10,405:     2,279      1,514
Old  :    11,505:     1,085      1,757      1,488      6,684      6,797      9,256     10,042:     2,248      1,463
Other:       415:         3         21         12        369        330        384        364:        31         52
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :     1,165:         7        632        410        543       -212        960        831:       205        334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       14.8       12.7       59.2       59.8       80.9       87.3:      19.1       12.7
Old  :     100.0:       9.4       15.3       12.9       58.1       59.1       80.5       87.3:      19.5       12.7
Other:     100.0:       0.8        5.1        3.0       88.8       79.5       92.5       87.6:       7.5       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        13         10          9         18         12         34         29:
Old  :        44:        14          9          9         18         11         34         28:
Other:        18:         2          3          2          9          7         12         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  :                 30.7       48.0       48.4       64.4       30.5       43.0       45.3       53.7
Old  :                 30.4       48.6       48.0       65.0       30.2       44.3       45.6       54.8
Other:                 73.1       68.1       88.2       85.0       58.1       55.6       66.6       61.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :   760,316:   154,069     68,013    258,452    286,395    367,693    698,916    694,158:    61,400     66,158
Old  :   655,121:   130,697     53,703    219,096    252,515    333,948    602,308    606,747:    52,813     48,374
Other:   105,195:    39,668     30,606     23,060     33,880     33,746     96,608     87,411:     8,587     17,784
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :     3,384:   -15,531     15,497     14,740      5,516    -29,923      4,725        314:    -1,341      3,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.9       34.0       37.7       48.4       91.9       91.3:       8.1        8.7
Old  :     100.0:      20.0        8.2       33.4       38.5       51.0       91.9       92.6:       8.1        7.4
Other:     100.0:      37.7       29.1       21.9       32.2       32.1       91.8       83.1:       8.2       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       479:       171        136        214        126        148        401        408:
Old  :       468:       175        129        195        122        138        382        383:
Other:       233:        65         66         58         52         84        151        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       12.6       24.6       21.4       12.7        9.7       19.1       16.4
Old  :                 18.0       13.5       26.2       22.9       15.1       10.7       22.2       18.0
Other:                 30.3       22.4       45.9       33.8       30.3       21.5       41.7       30.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :   343,794:    66,089     93,422     67,669    179,161    147,180    312,919    308,271:    30,875     35,524
Old  :   310,758:    66,050     93,548     55,460    164,579    129,008    286,090    278,016:    24,668     32,742
Other:    33,036:     6,631      6,466      5,616     14,582     18,173     26,829     30,254:     6,207      2,782
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -543:     2,608     -4,570     -6,241      3,300      8,805       -333     -2,006:      -210      1,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       27.2       19.7       52.1       42.8       91.0       89.7:       9.0       10.3
Old  :     100.0:      21.3       30.1       17.8       53.0       41.5       92.1       89.5:       7.9       10.5
Other:     100.0:      20.1       19.6       17.0       44.1       55.0       81.2       91.6:      18.8        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        63         94         90         68         66        189        210:
Old  :       259:        63         99         82         67         65        182        203:
Other:        87:        26         13         17         31         25         65         50:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       19.2       25.5       28.3       12.3       15.3       20.9       22.5
Old  :                 16.3       19.9       26.9       29.1       14.7       17.0       23.9       25.2
Other:                 27.7       39.7       44.8       55.3       24.2       32.9       34.8       45.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :   631,492:    44,619     56,298     42,190    386,486    359,530    473,295    458,019:   158,197    173,474
Old  :   631,492:    44,619     56,298     42,190    386,486    359,530    473,295    458,019:   158,197    173,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    15,331:    -6,925      5,028      6,490     -2,115    -13,212     -2,550     -1,694:    17,881     17,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.9        6.7       61.2       56.9       74.9       72.5:      25.1       27.5
Old  :     100.0:       7.1        8.9        6.7       61.2       56.9       74.9       72.5:      25.1       27.5
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  :       151:        32         26         40         69         76        119        124:
Old  :       151:        32         26         40         69         76        119        124:
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  :                 23.1       16.1       30.0       25.8       19.8       13.6       26.1       22.3
Old  :                 23.1       16.1       30.0       25.8       19.8       13.6       26.1       22.3
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 8, 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  :   351,925:    19,741     44,424      3,179    260,156    247,858    283,076    295,461:    68,849     56,464
Old  :   351,925:    19,741     44,424      3,179    260,156    247,858    283,076    295,461:    68,849     56,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :     2,727:    -1,939       -126        234      1,464       -302       -241       -194:     2,967      2,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.6        0.9       73.9       70.4       80.4       84.0:      19.6       16.0
Old  :     100.0:       5.6       12.6        0.9       73.9       70.4       80.4       84.0:      19.6       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  :        62:         7          5          4         29         37         39         43:
Old  :        62:         7          5          4         29         37         39         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  :                 35.6       39.0       50.8       50.6       33.9       38.9       44.4       49.6
Old  :                 35.6       39.0       50.8       50.6       33.9       38.9       44.4       49.6
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 8, 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  :     9,322:     1,256        762        958      6,679      7,347      8,893      9,067:       429        255
Old  :     9,322:     1,256        762        958      6,679      7,347      8,893      9,067:       429        255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :       740:       159        158        234        514        404        907        796:      -167        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        8.2       10.3       71.6       78.8       95.4       97.3:       4.6        2.7
Old  :     100.0:      13.5        8.2       10.3       71.6       78.8       95.4       97.3:       4.6        2.7
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  :        42:         7          6          7         21         22         33         32:
Old  :        42:         7          6          7         21         22         33         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  :                 38.0       42.0       57.9       62.2       18.0       24.2       29.1       33.4
Old  :                 38.0       42.0       57.9       62.2       18.0       24.2       29.1       33.4
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 8, 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  :   275,774:    67,842     27,105     53,143    114,168    168,353    235,153    248,601:    40,622     27,173
Old  :   242,409:    61,133     24,935     45,530     99,201    147,200    205,863    217,665:    36,546     24,744
Other:    33,366:     7,876      3,336      6,447     14,967     21,153     29,290     30,936:     4,076      2,430
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    22,456:     6,502      6,148        773     16,534     11,870     23,809     18,791:    -1,352      3,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        9.8       19.3       41.4       61.0       85.3       90.1:      14.7        9.9
Old  :     100.0:      25.2       10.3       18.8       40.9       60.7       84.9       89.8:      15.1       10.2
Other:     100.0:      23.6       10.0       19.3       44.9       63.4       87.8       92.7:      12.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        75         41         58         80         76        185        153:
Old  :       215:        71         44         57         80         74        181        151:
Other:        76:        18         15         18         36         20         62         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  :                 13.8       36.4       21.3       47.2        7.9       28.4       13.5       33.7
Old  :                 14.1       35.9       21.7       44.9        8.3       29.3       13.8       34.8
Other:                 32.2       44.2       54.0       66.5       26.0       39.4       42.5       49.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  :    15,049:     2,815      5,418        559      8,860      7,263     12,235     13,240:     2,814      1,809
Old  :    14,950:     2,809      5,416        550      8,835      7,176     12,195     13,142:     2,755      1,808
Other:        99:        15         11          0         25         87         40         98:        59          1
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :       266:       -86        529        -59        426       -186        281        284:       -15        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       36.0        3.7       58.9       48.3       81.3       88.0:      18.7       12.0
Old  :     100.0:      18.8       36.2        3.7       59.1       48.0       81.6       87.9:      18.4       12.1
Other:     100.0:      15.2       11.1        0.0       25.3       87.9       40.4       99.0:      59.6        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         17         10         29         17         56         40:
Old  :        74:        24         16         10         29         17         56         40:
Other:         8:         1          2          0          1          4          2          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  :                 37.0       45.3       50.8       61.3       36.9       43.7       50.8       59.7
Old  :                 37.2       45.2       51.2       61.3       37.1       43.5       51.1       59.6
Other:                 40.4       93.9       40.4       99.0       40.4       93.9       40.4       99.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 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  : 1,028,893:   263,919    155,783     68,544    577,439    721,281    909,903    945,608:   118,990     83,284
Old  : 1,028,893:   263,919    155,783     68,544    577,439    721,281    909,903    945,608:   118,990     83,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   -71,733:   -60,726    -25,366      3,883     -5,684    -57,473    -62,527    -78,957:    -9,206      7,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.1        6.7       56.1       70.1       88.4       91.9:      11.6        8.1
Old  :     100.0:      25.7       15.1        6.7       56.1       70.1       88.4       91.9:      11.6        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        45         37         27         98         94        155        146:
Old  :       216:        45         37         27         98         94        155        146:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       33.0       27.8       42.9       16.5       31.4       26.2       41.3
Old  :                 17.6       33.0       27.8       42.9       16.5       31.4       26.2       41.3
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 8, 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  : 2,117,709:   285,292    234,290    228,882  1,325,568  1,258,499  1,839,742  1,721,670:   277,967    396,038
Old  : 2,117,709:   285,292    234,290    228,882  1,325,568  1,258,499  1,839,742  1,721,670:   277,967    396,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   176,189:   -37,380      3,673     45,285    181,570     68,013    189,475    116,971:   -13,286     59,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       11.1       10.8       62.6       59.4       86.9       81.3:      13.1       18.7
Old  :     100.0:      13.5       11.1       10.8       62.6       59.4       86.9       81.3:      13.1       18.7
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  :       277:        56         57         72        131        144        226        234:
Old  :       277:        56         57         72        131        144        226        234:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       17.5       28.7       23.7       18.1       12.8       25.6       18.5
Old  :                 18.7       17.5       28.7       23.7       18.1       12.8       25.6       18.5
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 8, 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  : 1,648,020:   186,066    182,011    113,155  1,141,273  1,097,682  1,440,494  1,392,848:   207,525    255,171
Old  : 1,648,020:   186,066    182,011    113,155  1,141,273  1,097,682  1,440,494  1,392,848:   207,525    255,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :    22,817:    -7,147        414     35,946      1,153    -17,542     29,953     18,818:    -7,135      3,999
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       11.0        6.9       69.3       66.6       87.4       84.5:      12.6       15.5
Old  :     100.0:      11.3       11.0        6.9       69.3       66.6       87.4       84.5:      12.6       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        38         34         36         96        111        148        167:
Old  :       204:        38         34         36         96        111        148        167:
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  :                 24.6       21.4       36.5       31.9       24.3       20.8       35.4       30.1
Old  :                 24.6       21.4       36.5       31.9       24.3       20.8       35.4       30.1
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 8, 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  :   362,543:    30,578     35,329     67,432    246,805    229,945    344,815    332,706:    17,728     29,837
Old  :   362,543:    30,578     35,329     67,432    246,805    229,945    344,815    332,706:    17,728     29,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :   -94,738:   -34,690     -7,529     -2,365    -58,481    -82,451    -95,536    -92,345:       798     -2,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4        9.7       18.6       68.1       63.4       95.1       91.8:       4.9        8.2
Old  :     100.0:       8.4        9.7       18.6       68.1       63.4       95.1       91.8:       4.9        8.2
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  :        78:        10         22         24         39         40         64         72:
Old  :        78:        10         22         24         39         40         64         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  :                 35.1       31.2       47.1       44.6       29.9       26.1       39.0       33.7
Old  :                 35.1       31.2       47.1       44.6       29.9       26.1       39.0       33.7
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 8, 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  :    47,897:    12,756      3,383        404     26,625     39,889     39,785     43,676:     8,112      4,221
Old  :    47,897:    12,756      3,383        404     26,625     39,889     39,785     43,676:     8,112      4,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -139:    -1,184     -1,150       -202        640        371       -746       -981:       607        842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        7.1        0.8       55.6       83.3       83.1       91.2:      16.9        8.8
Old  :     100.0:      26.6        7.1        0.8       55.6       83.3       83.1       91.2:      16.9        8.8
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  :        90:        32         10          5         32         26         66         39:
Old  :        90:        32         10          5         32         26         66         39:
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  :                 23.5       50.6       38.3       70.0       23.1       50.6       38.0       70.0
Old  :                 23.5       50.6       38.3       70.0       23.1       50.6       38.0       70.0
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 8, 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  :    95,795:    25,513      6,765        808     53,250     79,779     79,571     87,352:    16,224      8,442
Old  :    95,795:    25,513      6,765        808     53,250     79,779     79,571     87,352:    16,224      8,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -278:    -2,368     -2,300       -404      1,280        742     -1,492     -1,962:     1,214      1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        7.1        0.8       55.6       83.3       83.1       91.2:      16.9        8.8
Old  :     100.0:      26.6        7.1        0.8       55.6       83.3       83.1       91.2:      16.9        8.8
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  :        90:        32         10          5         32         26         66         39:
Old  :        90:        32         10          5         32         26         66         39:
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  :                 23.5       50.6       38.3       70.0       23.1       50.6       38.0       70.0
Old  :                 23.5       50.6       38.3       70.0       23.1       50.6       38.0       70.0
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 8, 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  :     8,638:       630      4,703          0      7,892      3,878      8,522      8,581:       116         57
Old  :     8,638:       630      4,703          0      7,892      3,878      8,522      8,581:       116         57
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :      -352:      -339       -233          0         -8       -103       -347       -336:        -5        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       54.4        0.0       91.4       44.9       98.7       99.3:       1.3        0.7
Old  :     100.0:       7.3       54.4        0.0       91.4       44.9       98.7       99.3:       1.3        0.7
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  :        24:         4          7          0          3         11          7         18:
Old  :        24:         4          7          0          3         11          7         18:
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  :                 97.1       75.6       98.7       91.0       97.1       75.6       98.6       91.0
Old  :                 97.1       75.6       98.7       91.0       97.1       75.6       98.6       91.0
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 8, 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  :     7,812:       373      1,307          0      7,303      6,445      7,676      7,752:       136         60
Old  :     7,812:       373      1,307          0      7,303      6,445      7,676      7,752:       136         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 31, 2012                    :
     :         8:        17        -32          0          5          7         22        -25:       -14         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       16.7        0.0       93.5       82.5       98.3       99.2:       1.7        0.8
Old  :     100.0:       4.8       16.7        0.0       93.5       82.5       98.3       99.2:       1.7        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  :        21:         3          4          0          3         12          6         16:
Old  :        21:         3          4          0          3         12          6         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       66.3       98.3       87.0       97.3       66.3       97.7       87.0
Old  :                 97.3       66.3       98.3       87.0       97.3       66.3       97.7       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 15, 2013