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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   575,407:   104,059    117,889    167,943    259,974    234,423    531,976    520,255:    43,431     55,153
Old  :   382,334:    75,778    110,820     92,038    185,222    145,922    353,039    348,780:    29,295     33,554
Other:   193,074:    53,884     32,673     50,301     74,752     88,501    178,937    171,475:    14,136     21,599
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     3,989:    -2,053      1,813      6,607       -951     -4,129      3,603      4,291:       386       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       20.5       29.2       45.2       40.7       92.5       90.4:       7.5        9.6
Old  :     100.0:      19.8       29.0       24.1       48.4       38.2       92.3       91.2:       7.7        8.8
Other:     100.0:      27.9       16.9       26.1       38.7       45.8       92.7       88.8:       7.3       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       425:       139        136        160        111        130        329        356:
Old  :       399:       128        132        124         98        119        287        316:
Other:       273:        67         79         77         72        107        183        226:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.6       16.3       24.3       24.1       13.1       13.3       21.4       18.5
Old  :                 17.5       22.3       27.1       30.9       17.2       21.0       25.7       29.3
Other:                 21.7       15.2       35.1       24.7       19.8       12.1       30.0       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,653,458:   338,145    139,755    485,388    650,658    775,315  1,474,191  1,400,459:   179,267    252,999
Old  : 1,300,589:   262,380    105,954    370,237    520,652    639,281  1,153,269  1,115,472:   147,320    185,116
Other:   352,870:   122,521     80,556     68,396    130,005    136,034    320,922    284,987:    31,947     67,883
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    -4,852:     5,607     -3,488     -1,482     -4,880        688       -755     -4,282:    -4,097       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        8.5       29.4       39.4       46.9       89.2       84.7:      10.8       15.3
Old  :     100.0:      20.2        8.1       28.5       40.0       49.2       88.7       85.8:      11.3       14.2
Other:     100.0:      34.7       22.8       19.4       36.8       38.6       90.9       80.8:       9.1       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       771:       208        162        248        270        360        596        665:
Old  :       756:       207        155        222        250        347        561        630:
Other:       533:        93        111         83        138        282        272        438:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       10.8       18.0       17.2        8.6        7.1       15.1       11.0
Old  :                 10.2       10.7       19.0       17.3        9.5        8.4       16.7       12.8
Other:                 25.0       19.2       36.7       26.6       24.2       15.7       33.5       22.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    11,680:       841      1,724      1,217      7,311      7,107      9,368     10,048:     2,311      1,632
Old  :    11,159:       868      1,720      1,152      6,892      6,764      8,911      9,636:     2,248      1,524
Other:       520:         4         34         35        419        344        457        412:        63        108
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :       -34:      -309       -209       -276        385        456       -200        -29:       166         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       14.8       10.4       62.6       60.9       80.2       86.0:      19.8       14.0
Old  :     100.0:       7.8       15.4       10.3       61.8       60.6       79.9       86.3:      20.1       13.7
Other:     100.0:       0.8        6.5        6.6       80.4       66.0       87.8       79.2:      12.2       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        11         13          9         17         11         32         29:
Old  :        43:        12         12          9         17         10         32         28:
Other:        18:         2          3          3          8          9         12         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       47.1       49.0       62.9       31.4       43.9       44.5       54.1
Old  :                 32.0       48.1       48.8       64.0       31.7       45.6       45.3       55.6
Other:                 64.9       52.1       83.9       72.6       52.3       38.6       57.2       48.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   787,074:   162,205     54,178    290,487    267,804    373,425    720,495    718,090:    66,578     68,984
Old  :   663,078:   144,541     45,582    233,593    227,246    334,986    605,380    614,161:    57,698     48,916
Other:   123,996:    45,949     36,881     28,609     40,558     38,439    115,115    103,929:     8,881     20,067
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    25,470:     8,314     -9,980     16,090     -1,087     16,691     23,317     22,802:     2,153      2,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        6.9       36.9       34.0       47.4       91.5       91.2:       8.5        8.8
Old  :     100.0:      21.8        6.9       35.2       34.3       50.5       91.3       92.6:       8.7        7.4
Other:     100.0:      37.1       29.7       23.1       32.7       31.0       92.8       83.8:       7.2       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       188        140        237        122        142        429        414:
Old  :       479:       197        123        213        118        132        410        382:
Other:       251:        66         83         62         57         80        159        192:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       12.3       22.9       20.2       11.0        9.1       16.8       14.6
Old  :                 16.2       13.1       24.1       21.3       13.5       10.6       19.9       16.9
Other:                 27.4       21.2       41.3       32.6       26.0       17.9       35.8       26.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   361,600:    70,985     80,459     76,402    174,577    167,776    321,965    324,637:    39,635     36,963
Old  :   325,489:    73,705     78,416     60,348    158,725    152,219    292,777    290,983:    32,712     34,506
Other:    36,111:     7,191     11,953      6,144     15,853     15,557     29,187     33,654:     6,923      2,457
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     1,566:     5,174     -9,110       -451     -8,019      9,591     -3,296         31:     4,862      1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.3       21.1       48.3       46.4       89.0       89.8:      11.0       10.2
Old  :     100.0:      22.6       24.1       18.5       48.8       46.8       90.0       89.4:      10.0       10.6
Other:     100.0:      19.9       33.1       17.0       43.9       43.1       80.8       93.2:      19.2        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        78         71         87         66         69        192        194:
Old  :       246:        74         78         80         65         69        185        190:
Other:        88:        26         14         19         33         22         68         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  :                 13.7       19.8       22.7       28.7       10.5       17.1       18.0       24.8
Old  :                 14.5       20.7       23.9       29.4       11.7       18.3       20.1       26.7
Other:                 25.5       36.6       41.8       57.3       24.9       32.2       35.2       50.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   636,737:    45,160     51,400     44,709    395,591    362,344    485,461    458,453:   151,276    178,284
Old  :   636,737:    45,160     51,400     44,709    395,591    362,344    485,461    458,453:   151,276    178,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     7,799:    -1,661     -2,642      3,017      6,472      6,114      7,827      6,488:       -29      1,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.1        7.0       62.1       56.9       76.2       72.0:      23.8       28.0
Old  :     100.0:       7.1        8.1        7.0       62.1       56.9       76.2       72.0:      23.8       28.0
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  :       161:        30         31         41         78         86        131        135:
Old  :       161:        30         31         41         78         86        131        135:
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  :                 23.2       13.6       29.7       22.6       20.4       11.1       26.6       19.5
Old  :                 23.2       13.6       29.7       22.6       20.4       11.1       26.6       19.5
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 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  :   358,027:    20,003     46,857      3,262    263,976    249,987    287,241    300,106:    70,786     57,921
Old  :   358,027:    20,003     46,857      3,262    263,976    249,987    287,241    300,106:    70,786     57,921
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -320:        28      2,093        -39     -2,378     -2,272     -2,389       -218:     2,069       -102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       13.1        0.9       73.7       69.8       80.2       83.8:      19.8       16.2
Old  :     100.0:       5.6       13.1        0.9       73.7       69.8       80.2       83.8:      19.8       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  :        64:         7          6          4         30         39         40         46:
Old  :        64:         7          6          4         30         39         40         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       37.1       51.0       49.4       34.2       37.1       44.6       48.9
Old  :                 36.1       37.1       51.0       49.4       34.2       37.1       44.6       48.9
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 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 with Delta-adjusted Options and Futures Combined, 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  :   305,333:    69,955     30,176     60,601    131,512    186,486    262,068    277,263:    43,265     28,069
Old  :   265,508:    59,044     22,488     52,908    115,147    164,519    227,099    239,915:    38,409     25,593
Other:    39,825:    12,496      9,273      6,109     16,365     21,967     34,969     37,349:     4,856      2,476
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :    15,430:     3,779     -4,932      7,898      2,448     11,606     14,124     14,571:     1,306        859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        9.9       19.8       43.1       61.1       85.8       90.8:      14.2        9.2
Old  :     100.0:      22.2        8.5       19.9       43.4       62.0       85.5       90.4:      14.5        9.6
Other:     100.0:      31.4       23.3       15.3       41.1       55.2       87.8       93.8:      12.2        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        62         50         55         78         80        176        156:
Old  :       213:        65         45         55         76         79        172        153:
Other:        81:        15         23         18         36         21         62         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       34.2       20.1       43.7        8.2       29.2       14.5       34.1
Old  :                 12.2       34.1       20.7       42.7        9.0       30.6       16.2       35.9
Other:                 33.7       36.3       53.3       56.0       29.2       30.4       45.2       42.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    14,705:     2,568      5,681        471      8,625      6,821     11,665     12,973:     3,040      1,732
Old  :    14,531:     2,538      5,682        468      8,573      6,682     11,579     12,832:     2,951      1,699
Other:       174:        33          2          0         52        139         85        141:        89         33
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :      -330:      -198         54        -75       -140         52       -413         31:        82       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       38.6        3.2       58.7       46.4       79.3       88.2:      20.7       11.8
Old  :     100.0:      17.5       39.1        3.2       59.0       46.0       79.7       88.3:      20.3       11.7
Other:     100.0:      19.1        1.1        0.0       29.8       79.8       48.9       80.9:      51.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        24         17          9         29         17         55         41:
Old  :        76:        23         18          9         29         17         55         41:
Other:        12:         5          2          0          1          4          6          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  :                 33.8       44.2       46.8       59.3       33.6       43.3       46.5       58.2
Old  :                 34.2       44.7       47.3       59.8       34.0       43.8       47.2       58.9
Other:                 46.7       79.8       48.9       80.9       46.7       79.8       48.9       80.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,050,884:   288,863    195,173     61,678    574,858    719,766    925,400    976,617:   125,484     74,267
Old  : 1,050,884:   288,863    195,173     61,678    574,858    719,766    925,400    976,617:   125,484     74,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :   -26,014:    -6,726      6,499         28    -16,540    -28,267    -23,238    -21,741:    -2,776     -4,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       18.6        5.9       54.7       68.5       88.1       92.9:      11.9        7.1
Old  :     100.0:      27.5       18.6        5.9       54.7       68.5       88.1       92.9:      11.9        7.1
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  :       219:        45         39         28         98         98        157        151:
Old  :       219:        45         39         28         98         98        157        151:
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  :                 19.0       28.6       29.8       40.5       17.0       27.5       27.4       38.4
Old  :                 19.0       28.6       29.8       40.5       17.0       27.5       27.4       38.4
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 with Delta-adjusted Options and Futures Combined, 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  : 2,325,892:   327,116    249,762    248,141  1,481,583  1,439,242  2,056,839  1,937,145:   269,053    388,747
Old  : 2,325,892:   327,116    249,762    248,141  1,481,583  1,439,242  2,056,839  1,937,145:   269,053    388,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :   127,400:    46,352     -3,313     19,405     70,364    116,729    136,120    132,821:    -8,720     -5,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.7       10.7       63.7       61.9       88.4       83.3:      11.6       16.7
Old  :     100.0:      14.1       10.7       10.7       63.7       61.9       88.4       83.3:      11.6       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        50         73         81        142        167        245        268:
Old  :       309:        50         73         81        142        167        245        268:
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       15.1       29.3       21.1       18.2       11.3       27.1       16.4
Old  :                 18.7       15.1       29.3       21.1       18.2       11.3       27.1       16.4
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 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  : 1,731,382:   205,521    149,748    155,069  1,141,757  1,167,331  1,502,347  1,472,148:   229,035    259,234
Old  : 1,731,382:   205,521    149,748    155,069  1,141,757  1,167,331  1,502,347  1,472,148:   229,035    259,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     3,419:    43,229    -10,940      6,853    -53,242      6,352     -3,160      2,265:     6,579      1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        8.6        9.0       65.9       67.4       86.8       85.0:      13.2       15.0
Old  :     100.0:      11.9        8.6        9.0       65.9       67.4       86.8       85.0:      13.2       15.0
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  :       208:        31         41         37         99        120        152        176:
Old  :       208:        31         41         37         99        120        152        176:
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  :                 24.9       21.4       37.3       31.9       23.8       20.5       35.2       30.5
Old  :                 24.9       21.4       37.3       31.9       23.8       20.5       35.2       30.5
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 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  :   379,501:    23,857     27,456     58,686    277,250    256,405    359,793    342,547:    19,708     36,954
Old  :   379,501:    23,857     27,456     58,686    277,250    256,405    359,793    342,547:    19,708     36,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     1,025:    -3,588     -3,343     -9,841     17,290      7,549      3,861     -5,636:    -2,836      6,661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        7.2       15.5       73.1       67.6       94.8       90.3:       5.2        9.7
Old  :     100.0:       6.3        7.2       15.5       73.1       67.6       94.8       90.3:       5.2        9.7
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  :        81:        11         21         24         42         42         67         73:
Old  :        81:        11         21         24         42         42         67         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       31.1       49.4       45.0       31.6       25.2       40.1       34.1
Old  :                 37.6       31.1       49.4       45.0       31.6       25.2       40.1       34.1
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 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  :    56,248:    15,903      3,750        520     31,490     44,918     47,913     49,187:     8,335      7,061
Old  :    56,248:    15,903      3,750        520     31,490     44,918     47,913     49,187:     8,335      7,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     3,715:     1,925        289         30      1,743      1,839      3,698      2,157:        17      1,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        6.7        0.9       56.0       79.9       85.2       87.4:      14.8       12.6
Old  :     100.0:      28.3        6.7        0.9       56.0       79.9       85.2       87.4:      14.8       12.6
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  :       103:        35         12          9         38         28         76         46:
Old  :       103:        35         12          9         38         28         76         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  :                 23.8       44.2       37.8       63.5       23.6       44.2       37.6       63.4
Old  :                 23.8       44.2       37.8       63.5       23.6       44.2       37.6       63.4
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 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  :   112,495:    31,806      7,499      1,040     62,980     89,835     95,826     98,374:    16,669     14,121
Old  :   112,495:    31,806      7,499      1,040     62,980     89,835     95,826     98,374:    16,669     14,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2013                     :
     :     7,430:     3,851        577         59      3,486      3,678      7,396      4,315:        34      3,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        6.7        0.9       56.0       79.9       85.2       87.4:      14.8       12.6
Old  :     100.0:      28.3        6.7        0.9       56.0       79.9       85.2       87.4:      14.8       12.6
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  :       103:        35         12          9         38         28         76         46:
Old  :       103:        35         12          9         38         28         76         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  :                 23.8       44.2       37.8       63.5       23.6       44.2       37.6       63.4
Old  :                 23.8       44.2       37.8       63.5       23.6       44.2       37.6       63.4
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 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 with Delta-adjusted Options and Futures Combined, 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