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CBOT Exchange Open Interest Report - Monthly

Open Interest JAN 2012 Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG

Interest Rate Futures 30-YR BOND 10-YR NOTE 5-YR NOTE 2-YR NOTE FED FUND 10-YR SWAP 5-YR SWAP MINI EURODOLLAR 7-YR SWAP 30-YR SWAP 3-YR NOTE ULTRA T-BOND OTR 2-YR NOTE OTR 5-YR NOTE OTR 10-YR NOTE

620,282 1,772,490 1,475,034 934,270 548,721 9,571 13,572 0 118 463 0 378,000 0 40 72

553,192 1,386,493 1,116,702 786,868 610,507 15,220 54,142 2 1,463 888 0 304,641 760 263 1,244

12.1% 27.8% 32.1% 18.7% -10.1% -37.1% -74.9% -100.0% -91.9% -47.9% 24.1% -100.0% -84.8% -94.2%

591,534 1,493,922 1,268,511 700,957 569,452 10,559 12,434 0 152 359 0 361,949 0 54 108

4.9% 18.6% 16.3% 33.3% -3.6% -9.4% 9.2% -22.4% 29.0% 4.4% -25.9% -33.3%

Interest Rate Options 30-YR BOND 10-YR NOTE 5-YR NOTE 2-YR NOTE FED FUND FLEX 30-YR BOND FLEX 10-YR NOTE 10-YR SWAP FLEX 2-YR NOTE ULTRA T-BOND FED FUNDS MIDCURVE

431,756 1,176,558 371,758 82,910 438,681 1,200 0 0 0 4,203 0

308,226 1,630,228 403,952 104,313 876,836 0 0 0 0 7,030 0

40.1% -27.8% -8.0% -20.5% -50.0% -40.2% -

343,199 923,691 301,819 68,538 713,357 0 0 0 0 1,013 0

25.8% 27.4% 23.2% 21.0% -38.5% #DIV/0 314.9% -

Equity Index Futures $25 DJ DJIA MINI $5 DOW DOW-UBS COMMOD INDEX

1 11,275 104,040 16,376

10 10,563 101,117 5,310

-90.0% 6.7% 2.9% 208.4%

1 10,539 89,946 15,760

0.0% 7.0% 15.7% 3.9%

Equity Index Options DJIA MINI $5 DOW

218 15,614

120 14,832

81.7% 5.3%

298 13,589

-26.8% 14.9%

Energy Futures ETHANOL FWD ETHANOL LAB

39,558 0

53,156 0

-25.6% -

40,633 0

-2.6% -

The information herein is taken form source believed to be reliable. However, it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy, completeness, nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options. The Rules and Regulations of the CME Group should be consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way CME Group defines the number of trading days. The open interest values are based on preliminary open interest values only.

636 0 0 425 1.2% 365 -9.5% -3. nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options.213 13.5% 150.145 0 10.135 10.698 460.668 0 0 170 7. it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy.CBOT Exchange Open Interest Report .754 551. The open interest values are based on preliminary open interest values only.2% -0.918 194.6% 6.755 -81.6% 4.481 5.259 10.0% The information herein is taken form source believed to be reliable.0% 19.2% -31.609 15.4% 25.3% -0.013 384.757 12.4% 8.105 21. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way CME Group defines the number of trading days.236.0% -62.740 10.4% -35.0% -6.243 12.557 273.9% -45.985 6.758 211.8% - 1.Monthly Open Interest JAN 2012 Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG Energy Options ETHANOL FWD Commodities and Alternative Investments Futures CORN SOYBEAN SOYBEAN MEAL SOYBEAN OIL OATS ROUGH RICE WHEAT MINI CORN MINI SOYBEAN MINI WHEAT DJ US REAL ESTATE ETHANOL GRAIN BASIS SWAPS DISTILLERS DRIED GRAIN DOW-UBS COMMOD INDEX SWAP FERTILIZER PRODUCS 330 1. However.983 2.0% -4.650 14. The Rules and Regulations of the CME Group should be consulted as the authoritative source on all current contract specifications and regulations.3% -25.296 0 9.6% -16.258 326.409 500.744 14.3% 28.3% -14.697 0 8.600 202.5% -49.514 667.5% 22.4% 8.918 19.943 469.655.151.6% 1.330 0 0 0 -25.583 11.991 390. completeness.1% -3.384 2.608 6. .720 25.

The Rules and Regulations of the CME Group should be consulted as the authoritative source on all current contract specifications and regulations.135 165 2.101.807.6% 215.3% -27.585 14.Monthly Open Interest JAN 2012 Commodities and Alternative Investments Options CORN SOYBEAN SOYBEAN MEAL SOYBEAN OIL SOYBEAN CRUSH OATS ROUGH RICE WHEAT CORN NEARBY+2 CAL SPRD SOYBN NEARBY+2 CAL SPRD WHEAT NEARBY+2 CAL SPRD JULY-DEC CORN CAL SPRD DEC-JULY WHEAT CAL SPRD JULY-NOV SOYBEAN CAL SPRD JULY-DEC WHEAT CAL SPRD JULY-JULY WHEAT CAL SPRD NOV-NOV SOYBEAN CAL SPRD SOYMEAL NEARBY+2 CAL SPRD DEC-JULY CORN CAL SPRD DEC-DEC CORN CAL SPRD NOV-JULY SOYBEAN CAL SPRD SOY OIL NEARBY+2 CAL SPRD JULY-DEC SOY OIL CAL SPRD JULY-DEC SOYMEAL CAL SPRD WHEAT-CORN ICSO AUG-NOV SOYBEAN CAL SPRD SOYBEAN CORN RATIO JAN-MAY SOYBEAN CAL SPRD Open Interest JAN 2011 % CHG Open Interest DEC 2012 % CHG 1.4% The information herein is taken form source believed to be reliable.535 132.0% -100.617 13.2% 71.697.3% -2.0% 19.3% 53.6% 10. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way CME Group defines the number of trading days.000 53.219 1.351.8% 35.025 500 0 0 0 0 -29.367 TOTAL FUTURES 8.856 652.212.113 5.7% 10.0% 37.741 210.633 2.171 118.6% -29.1% 172.156 3.690 370.585.3% -91.205 0 100 0 0 0 10 65 2.533.781 232.815 11.0% 12.385 117.330.0% -75.0% 0.5% -34.7% -100.621 3.3% 25.965 0 13.276 925.6% -43.6% 2.8% 2.259 7.129 14.185 387 2.558 1.100 0 0 100 0 11 0 1. nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options.7% 5.0% 400.015 250 6. However.4% -37.271 8.8% 11.473 427 3. it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy.752.1% -73.228.558 Commodities and Alternative Investments Futures 2.952 1.5% 51.1% 31.407 57.100 0 0 0 0 0 0 14.7% 1.5% -31.8% 6.3% 10.0% 0.0% 23.441 45 220 0 0 0 50 65 2.578.077 2.3% 21.8% 13.891 0 10.348 7.344 77.154 4.530 1.640 -24.6% 16.991 116.512 500 910 0 0 0 45 0 770 1.0% -9.9% -81.7% 5.CBOT Exchange Open Interest Report .535 3.4% TOTAL OPTIONS GROUP Interest Rate Options 2.619 237.0% - TOTAL FUTURES GROUP Interest Rate Futures 5.372 17.6% 14.700.6% -25.633 Equity Index Futures 131.6% -21.0% - 1.009.989.755 3.681 0 22. completeness.023 6.290 3.8% 13.692 Energy Futures 39.698 163.044.2% -61.972 11.832. .671 265 9. The open interest values are based on preliminary open interest values only.355 544.7% 120.578.066 Equity Index Options 15.832 Energy Options 330 Commodities and Alternative Investments Options 2.9% 60.887 365 2.393 TOTAL OPTIONS 5.2% -30.583.6% 11.657 6.8% -40.250 4.399.507.812 19.246 40.731.

630.619 15.524 39.4% -2.998 4.608 130. The open interest values are based on preliminary open interest values only.2% 13.259. it is intended for the purposes of information and education only and is not guaranteed by the CME Group as to accuracy.952 54.361.871 Open Interest JAN 2011 8.280.Monthly Open Interest JAN 2012 TOTAL COMBINED Interest Rate Equity Index Energy Commodities and Alternative Investments GRAND TOTAL 8.4% -26.CBOT Exchange Open Interest Report .832.745. .5% Open Interest DEC 2012 7.699 147.760 13. completeness.152 % CHG 12.2% 11.7% The information herein is taken form source believed to be reliable.133 40. However.385.0% -11.278. The previous year Average Daily Volume (ADV) may slightly differ for CBOT legacy products based on the way CME Group defines the number of trading days.7% 13.452 % CHG 1. The Rules and Regulations of the CME Group should be consulted as the authoritative source on all current contract specifications and regulations.413 12.162.8% -27.911 7. nor trading results and does not constitute advice or continue a solicitation of the purchase or sale of any futures or options.5% 12.970 131.888 5.