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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   571,418:   106,112    116,076    161,335    260,925    238,552    528,373    515,964:    43,045     55,455
Old  :   379,969:    76,648    109,955     86,481    187,617    149,520    350,746    345,956:    29,223     34,013
Other:   191,449:    55,142     31,799     49,176     73,308     89,032    177,627    170,007:    13,822     21,442
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    -8,205:       489     -7,178      4,712    -16,671     -4,917    -11,470     -7,383:     3,265       -822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       20.3       28.2       45.7       41.7       92.5       90.3:       7.5        9.7
Old  :     100.0:      20.2       28.9       22.8       49.4       39.4       92.3       91.0:       7.7        9.0
Other:     100.0:      28.8       16.6       25.7       38.3       46.5       92.8       88.8:       7.2       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       411:       141        124        150        105        126        316        338:
Old  :       387:       131        120        117         94        117        278        303:
Other:       259:        63         73         72         73        104        175        215:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.7       16.6       24.3       24.6       13.3       13.5       21.7       18.6
Old  :                 17.7       22.9       27.4       31.7       17.4       21.2       26.2       29.6
Other:                 21.7       15.3       35.3       25.1       20.1       12.4       30.6       19.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 1,658,310:   332,538    143,243    486,870    655,538    774,628  1,474,946  1,404,740:   183,364    253,570
Old  : 1,318,767:   261,236    116,293    373,481    533,055    642,742  1,167,772  1,132,516:   150,995    186,251
Other:   339,543:   118,760     74,408     65,931    122,483    131,886    307,174    272,224:    32,369     67,319
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    68,887:    27,481      1,296     27,634      2,157     28,214     57,272     57,144:    11,615     11,744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        8.6       29.4       39.5       46.7       88.9       84.7:      11.1       15.3
Old  :     100.0:      19.8        8.8       28.3       40.4       48.7       88.6       85.9:      11.4       14.1
Other:     100.0:      35.0       21.9       19.4       36.1       38.8       90.5       80.2:       9.5       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       769:       179        183        244        274        363        586        670:
Old  :       756:       187        167        215        256        349        555        630:
Other:       536:        85        121         87        136        281        267        447:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       10.9       18.1       17.1        8.5        6.9       15.0       11.1
Old  :                 10.1       10.8       19.1       17.4        9.4        8.3       16.4       12.9
Other:                 25.9       18.8       37.8       26.3       25.0       15.2       34.5       21.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    11,713:     1,150      1,932      1,493      6,925      6,651      9,568     10,077:     2,145      1,637
Old  :    11,195:     1,181      1,933      1,424      6,509      6,295      9,114      9,652:     2,080      1,542
Other:       519:         5         35         33        416        356        454        424:        65         94
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -206:        81        173        -26       -127       -476        -73       -329:      -134        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       16.5       12.7       59.1       56.8       81.7       86.0:      18.3       14.0
Old  :     100.0:      10.5       17.3       12.7       58.1       56.2       81.4       86.2:      18.6       13.8
Other:     100.0:       0.9        6.7        6.4       80.2       68.7       87.5       81.8:      12.5       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        13         12         10         17         10         34         30:
Old  :        45:        12         13         10         17          9         34         29:
Other:        18:         3          2          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  :                 31.5       45.6       49.3       62.1       31.0       42.3       45.4       53.0
Old  :                 31.6       46.4       49.2       63.0       31.2       43.9       46.1       54.4
Other:                 67.3       54.6       83.5       76.1       49.5       39.1       54.9       48.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   761,604:   153,891     64,158    274,396    268,891    356,734    697,178    695,288:    64,426     66,316
Old  :   645,716:   131,416     51,594    226,192    232,099    320,504    589,707    598,290:    56,009     47,426
Other:   115,887:    44,117     34,205     26,563     36,792     36,230    107,471     96,998:     8,417     18,889
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     1,288:      -178     -3,855     15,945    -17,504    -10,959     -1,738      1,130:     3,026        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        8.4       36.0       35.3       46.8       91.5       91.3:       8.5        8.7
Old  :     100.0:      20.4        8.0       35.0       35.9       49.6       91.3       92.7:       8.7        7.3
Other:     100.0:      38.1       29.5       22.9       31.7       31.3       92.7       83.7:       7.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       476:       173        137        224        124        146        410        405:
Old  :       463:       177        124        198        121        136        389        374:
Other:       247:        68         74         60         52         85        153        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       12.4       23.8       20.8       11.7        9.2       17.6       15.3
Old  :                 17.3       13.1       25.2       22.0       14.3       10.2       20.7       17.2
Other:                 29.0       21.8       43.9       31.8       27.7       18.4       38.1       26.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   360,034:    65,811     89,569     76,853    182,597    158,184    325,261    324,606:    34,773     35,428
Old  :   324,540:    68,345     89,736     61,506    166,175    140,745    296,026    291,987:    28,514     32,552
Other:    35,495:     7,121      9,487      5,693     16,422     17,439     29,235     32,619:     6,259      2,876
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    16,240:      -278     -3,853      9,184      3,435     11,004     12,342     16,335:     3,898        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       24.9       21.3       50.7       43.9       90.3       90.2:       9.7        9.8
Old  :     100.0:      21.1       27.7       19.0       51.2       43.4       91.2       90.0:       8.8       10.0
Other:     100.0:      20.1       26.7       16.0       46.3       49.1       82.4       91.9:      17.6        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        62         91         88         69         68        193        204:
Old  :       254:        60         97         81         68         68        187        199:
Other:        88:        25         13         18         33         24         66         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       19.4       23.2       28.3       10.5       15.7       18.6       22.9
Old  :                 14.7       20.3       24.3       28.9       12.6       17.8       21.1       25.5
Other:                 29.0       37.5       43.7       54.0       26.7       31.9       36.3       47.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   628,938:    46,822     54,042     41,692    389,119    356,230    477,633    451,965:   151,305    176,974
Old  :   628,938:    46,822     54,042     41,692    389,119    356,230    477,633    451,965:   151,305    176,974
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    -2,554:     2,203     -2,256       -498      2,633     -3,300      4,338     -6,054:    -6,892      3,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        8.6        6.6       61.9       56.6       75.9       71.9:      24.1       28.1
Old  :     100.0:       7.4        8.6        6.6       61.9       56.6       75.9       71.9:      24.1       28.1
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  :       157:        33         30         44         72         81        127        133:
Old  :       157:        33         30         44         72         81        127        133:
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  :                 23.6       15.1       30.2       24.8       20.4       12.6       26.8       21.2
Old  :                 23.6       15.1       30.2       24.8       20.4       12.6       26.8       21.2
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 15, 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  :   358,347:    19,975     44,763      3,301    266,354    252,259    289,630    300,324:    68,717     58,023
Old  :   358,347:    19,975     44,763      3,301    266,354    252,259    289,630    300,324:    68,717     58,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     6,422:       234        339        122      6,198      4,401      6,554      4,863:      -132      1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.5        0.9       74.3       70.4       80.8       83.8:      19.2       16.2
Old  :     100.0:       5.6       12.5        0.9       74.3       70.4       80.8       83.8:      19.2       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  :        65:         7          5          4         30         40         40         46:
Old  :        65:         7          5          4         30         40         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  :                 35.9       37.6       50.9       49.2       34.0       37.5       44.6       48.6
Old  :                 35.9       37.6       50.9       49.2       34.0       37.5       44.6       48.6
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 15, 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  :     9,033:     1,306        716        665      6,473      7,354      8,444      8,735:       589        298
Old  :     9,033:     1,306        716        665      6,473      7,354      8,444      8,735:       589        298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -289:        50        -46       -293       -206          7       -449       -332:       160         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        7.9        7.4       71.7       81.4       93.5       96.7:       6.5        3.3
Old  :     100.0:      14.5        7.9        7.4       71.7       81.4       93.5       96.7:       6.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         6          5          6         20         23         30         32:
Old  :        39:         6          5          6         20         23         30         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  :                 42.1       38.1       61.1       57.5       19.7       20.9       30.2       30.3
Old  :                 42.1       38.1       61.1       57.5       19.7       20.9       30.2       30.3
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 15, 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  :   289,903:    66,177     35,109     52,703    129,064    174,880    247,943    262,692:    41,959     27,211
Old  :   253,270:    58,265     30,136     44,849    112,500    153,079    215,613    228,063:    37,657     25,206
Other:    36,633:     9,400      6,461      6,367     16,564     21,801     32,331     34,629:     4,303      2,005
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    14,128:    -1,665      8,004       -440     14,896      6,527     12,791     14,091:     1,337         37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.1       18.2       44.5       60.3       85.5       90.6:      14.5        9.4
Old  :     100.0:      23.0       11.9       17.7       44.4       60.4       85.1       90.0:      14.9       10.0
Other:     100.0:      25.7       17.6       17.4       45.2       59.5       88.3       94.5:      11.7        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        64         52         55         78         77        175        157:
Old  :       213:        64         50         53         77         76        172        153:
Other:        80:        15         21         18         37         20         62         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  :                 12.3       35.8       20.7       45.4        8.9       29.6       15.4       35.1
Old  :                 12.3       35.4       21.2       43.9        9.6       30.5       15.8       36.3
Other:                 33.8       40.6       53.8       60.0       27.9       33.6       43.2       43.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :    15,035:     2,767      5,628        546      8,765      6,768     12,077     12,942:     2,958      2,093
Old  :    14,866:     2,742      5,628        536      8,713      6,623     11,992     12,788:     2,874      2,078
Other:       169:        33          9          0         52        145         85        154:        84         15
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :       -13:       -48        210        -14        -95       -494       -157       -298:       144        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       37.4        3.6       58.3       45.0       80.3       86.1:      19.7       13.9
Old  :     100.0:      18.4       37.9        3.6       58.6       44.6       80.7       86.0:      19.3       14.0
Other:     100.0:      19.6        5.3        0.0       30.7       85.7       50.4       91.0:      49.6        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        25         17          9         29         17         55         42:
Old  :        77:        25         17          9         29         17         55         42:
Other:        13:         5          2          0          1          5          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       42.2       47.0       57.8       34.0       40.6       46.9       55.7
Old  :                 34.5       42.7       47.5       57.7       34.4       41.1       47.5       55.8
Other:                 48.4       86.3       50.4       91.0       48.4       86.3       50.4       91.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 1,076,898:   295,589    188,675     61,650    591,398    748,033    948,637    998,358:   128,261     78,540
Old  : 1,076,898:   295,589    188,675     61,650    591,398    748,033    948,637    998,358:   128,261     78,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    48,005:    31,670     32,892     -6,894     13,959     26,752     38,735     52,750:     9,270     -4,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       17.5        5.7       54.9       69.5       88.1       92.7:      11.9        7.3
Old  :     100.0:      27.4       17.5        5.7       54.9       69.5       88.1       92.7:      11.9        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        49         37         27         99         97        160        149:
Old  :       222:        49         37         27         99         97        160        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       31.1       28.4       42.1       17.2       29.7       26.6       39.9
Old  :                 18.6       31.1       28.4       42.1       17.2       29.7       26.6       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  : 2,198,492:   280,764    253,075    228,736  1,411,219  1,322,513  1,920,719  1,804,324:   277,773    394,168
Old  : 2,198,492:   280,764    253,075    228,736  1,411,219  1,322,513  1,920,719  1,804,324:   277,773    394,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    80,783:    -4,528     18,785       -146     85,651     64,015     80,977     82,654:      -194     -1,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       11.5       10.4       64.2       60.2       87.4       82.1:      12.6       17.9
Old  :     100.0:      12.8       11.5       10.4       64.2       60.2       87.4       82.1:      12.6       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        52         67         72        139        159        235        254:
Old  :       295:        52         67         72        139        159        235        254:
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  :                 18.8       16.6       29.0       23.2       18.2       11.8       25.8       17.7
Old  :                 18.8       16.6       29.0       23.2       18.2       11.8       25.8       17.7
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 15, 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  : 1,727,963:   162,292    160,688    148,216  1,194,999  1,160,979  1,505,507  1,469,883:   222,456    258,080
Old  : 1,727,963:   162,292    160,688    148,216  1,194,999  1,160,979  1,505,507  1,469,883:   222,456    258,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    79,943:   -23,774    -21,323     35,061     53,726     63,297     65,013     77,034:    14,931      2,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        9.3        8.6       69.2       67.2       87.1       85.1:      12.9       14.9
Old  :     100.0:       9.4        9.3        8.6       69.2       67.2       87.1       85.1:      12.9       14.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        26         43         38         99        116        148        174:
Old  :       203:        26         43         38         99        116        148        174:
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  :                 27.2       22.4       39.2       32.5       26.2       21.8       37.4       31.2
Old  :                 27.2       22.4       39.2       32.5       26.2       21.8       37.4       31.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   378,476:    27,445     30,800     68,527    259,960    248,857    355,932    348,183:    22,544     30,293
Old  :   378,476:    27,445     30,800     68,527    259,960    248,857    355,932    348,183:    22,544     30,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :    15,933:    -3,133     -4,529      1,095     13,155     18,912     11,117     15,477:     4,816        456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        8.1       18.1       68.7       65.8       94.0       92.0:       6.0        8.0
Old  :     100.0:       7.3        8.1       18.1       68.7       65.8       94.0       92.0:       6.0        8.0
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  :        80:        15         17         25         41         41         67         73:
Old  :        80:        15         17         25         41         41         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  :                 36.8       30.5       48.7       43.4       30.9       25.2       38.7       33.7
Old  :                 36.8       30.5       48.7       43.4       30.9       25.2       38.7       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 15, 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  :    52,533:    13,978      3,461        490     29,747     43,078     44,215     47,030:     8,318      5,503
Old  :    52,533:    13,978      3,461        490     29,747     43,078     44,215     47,030:     8,318      5,503
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     4,635:     1,221         78         86      3,122      3,189      4,430      3,354:       206      1,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        6.6        0.9       56.6       82.0       84.2       89.5:      15.8       10.5
Old  :     100.0:      26.6        6.6        0.9       56.6       82.0       84.2       89.5:      15.8       10.5
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  :       101:        34         12          8         35         29         72         46:
Old  :       101:        34         12          8         35         29         72         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  :                 24.1       47.2       38.7       65.7       23.8       47.2       38.4       65.7
Old  :                 24.1       47.2       38.7       65.7       23.8       47.2       38.4       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :   105,065:    27,955      6,922        981     59,494     86,157     88,430     94,060:    16,635     11,006
Old  :   105,065:    27,955      6,922        981     59,494     86,157     88,430     94,060:    16,635     11,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :     9,271:     2,443        157        173      6,244      6,378      8,859      6,707:       411      2,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        6.6        0.9       56.6       82.0       84.2       89.5:      15.8       10.5
Old  :     100.0:      26.6        6.6        0.9       56.6       82.0       84.2       89.5:      15.8       10.5
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  :       101:        34         12          8         35         29         72         46:
Old  :       101:        34         12          8         35         29         72         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  :                 24.1       47.2       38.7       65.7       23.8       47.2       38.4       65.7
Old  :                 24.1       47.2       38.7       65.7       23.8       47.2       38.4       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     8,853:     6,163      7,766      1,083      1,476          0      8,722      8,849:       131          4
Old  :     8,853:     6,163      7,766      1,083      1,476          0      8,722      8,849:       131          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       87.7       12.2       16.7        0.0       98.5      100.0:       1.5        0.0
Old  :     100.0:      69.6       87.7       12.2       16.7        0.0       98.5      100.0:       1.5        0.0
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  :        20:         9          8          3          3          0         14          9:
Old  :        20:         9          8          3          3          0         14          9:
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  :                 68.1       78.1       87.0       99.0       68.1       78.1       81.6       87.7
Old  :                 68.1       78.1       87.0       99.0       68.1       78.1       81.6       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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  :     8,949:       592      5,106          0      8,246      3,771      8,838      8,877:       111         72
Old  :     8,949:       592      5,106          0      8,246      3,771      8,838      8,877:       111         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :       311:       -38        403          0        354       -107        316        296:        -5         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       57.1        0.0       92.1       42.1       98.8       99.2:       1.2        0.8
Old  :     100.0:       6.6       57.1        0.0       92.1       42.1       98.8       99.2:       1.2        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  :        25:         4          8          0          4         10          8         18:
Old  :        25:         4          8          0          4         10          8         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  :                 96.6       73.0       98.8       90.0       96.6       73.0       98.7       90.0
Old  :                 96.6       73.0       98.8       90.0       96.6       73.0       98.7       90.0
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 15, 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  :     7,679:       296      1,468          0      7,245      6,183      7,541      7,651:       138         28
Old  :     7,679:       296      1,468          0      7,245      6,183      7,541      7,651:       138         28
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 8, 2013                      :
     :      -133:       -77        161          0        -58       -262       -135       -101:         2        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       19.1        0.0       94.3       80.5       98.2       99.6:       1.8        0.4
Old  :     100.0:       3.9       19.1        0.0       94.3       80.5       98.2       99.6:       1.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          6          0          3         12          5         18:
Old  :        22:         2          6          0          3         12          5         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  :                 97.8       66.3       98.2       85.7       97.6       66.3       97.6       85.7
Old  :                 97.8       66.3       98.2       85.7       97.6       66.3       97.6       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated January 18, 2013