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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   446,757:    91,830    142,027     73,225    244,615    180,322    409,670    395,574:    37,087     51,183
Old  :   202,641:    72,490     90,608      6,517    104,373     85,512    183,380    182,637:    19,261     20,004
Other:   244,116:    56,059     88,138     29,989    140,242     94,810    226,290    212,937:    17,826     31,179
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -17,057:    -1,607     -8,082     -4,837     -9,441     -1,191    -15,885    -14,110:    -1,172     -2,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       31.8       16.4       54.8       40.4       91.7       88.5:       8.3       11.5
Old  :     100.0:      35.8       44.7        3.2       51.5       42.2       90.5       90.1:       9.5        9.9
Other:     100.0:      23.0       36.1       12.3       57.4       38.8       92.7       87.2:       7.3       12.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       111        135        140         82        105        283        307:
Old  :       323:       121         94         30         58         80        194        189:
Other:       296:        63        118         69         61         91        179        231:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       16.8       37.6       24.9       22.6       15.0       34.9       21.2
Old  :                 27.5       29.4       39.5       42.5       27.4       29.1       39.3       40.8
Other:                 28.9       13.5       46.1       22.5       28.6       11.9       44.6       19.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,281,619:   362,404    113,300    207,783    578,248    715,596  1,148,435  1,036,679:   133,184    244,940
Old  :   933,503:   310,790    115,068    112,262    413,010    533,453    836,062    760,783:    97,441    172,720
Other:   348,116:   134,093     80,711     13,042    165,238    182,143    312,373    275,896:    35,743     72,220
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -30,894:    12,620    -22,839    -14,321    -30,994      8,889    -32,695    -28,271:     1,801     -2,623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3        8.8       16.2       45.1       55.8       89.6       80.9:      10.4       19.1
Old  :     100.0:      33.3       12.3       12.0       44.2       57.1       89.6       81.5:      10.4       18.5
Other:     100.0:      38.5       23.2        3.7       47.5       52.3       89.7       79.3:      10.3       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       679:       194        117        191        189        296        474        542:
Old  :       656:       186        117        152        172        282        426        502:
Other:       501:        84        115         53        106        246        227        383:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.9       22.2       19.4       12.3        7.7       19.8       13.3
Old  :                 14.5       12.9       26.0       20.1       14.4       10.0       23.9       15.1
Other:                 25.3       22.5       39.1       29.1       20.9       14.6       31.5       21.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,036:     2,002      1,544         88      6,934      7,851      9,024      9,483:     2,012      1,553
Old  :     8,823:     1,834      1,335          0      5,376      6,250      7,210      7,585:     1,613      1,238
Other:     2,213:       254        295          2      1,558      1,601      1,814      1,898:       399        315
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -360:      -590        134         14        -20       -473       -596       -325:       236        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.0        0.8       62.8       71.1       81.8       85.9:      18.2       14.1
Old  :     100.0:      20.8       15.1        0.0       60.9       70.8       81.7       86.0:      18.3       14.0
Other:     100.0:      11.5       13.3        0.1       70.4       72.3       82.0       85.8:      18.0       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         9         10          2         15         10         26         20:
Old  :        35:         9          9          0         14          7         23         16:
Other:        18:         5          1          1         11          7         16          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       73.3       49.9       80.4       29.8       65.9       49.1       72.7
Old  :                 31.8       75.9       51.9       81.9       31.2       68.9       51.2       74.9
Other:                 46.9       81.5       70.2       85.7       46.0       80.1       66.9       80.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   540,310:   175,345     48,788     83,022    231,200    326,042    489,567    457,852:    50,743     82,458
Old  :   390,315:   145,342     57,478     41,305    167,868    239,942    354,515    338,725:    35,800     51,590
Other:   149,995:    56,674     17,981     15,046     63,332     86,100    135,052    119,127:    14,943     30,868
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -3,833:    15,261     -4,267     -5,202    -15,195      7,870     -5,136     -1,599:     1,303     -2,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        9.0       15.4       42.8       60.3       90.6       84.7:       9.4       15.3
Old  :     100.0:      37.2       14.7       10.6       43.0       61.5       90.8       86.8:       9.2       13.2
Other:     100.0:      37.8       12.0       10.0       42.2       57.4       90.0       79.4:      10.0       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:       188         97        176        108        170        389        387:
Old  :       488:       180        101        124         94        154        342        337:
Other:       328:        95         69         62         64        133        196        238:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       18.4       23.1       27.5       12.4       14.9       20.3       23.4
Old  :                 16.0       20.0       25.3       31.3       16.0       19.2       24.9       30.1
Other:                 26.5       23.5       39.9       32.9       23.4       18.8       33.5       25.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   307,258:    80,300     51,882     41,439    148,635    187,719    270,374    281,040:    36,884     26,218
Old  :   253,312:    77,426     55,820     24,885    120,550    150,503    222,861    231,208:    30,451     22,104
Other:    53,946:    12,349      5,537      7,079     28,085     37,216     47,513     49,832:     6,433      4,114
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -6,506:     5,011     -4,092        797    -14,465        409     -8,657     -2,886:     2,151     -3,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       16.9       13.5       48.4       61.1       88.0       91.5:      12.0        8.5
Old  :     100.0:      30.6       22.0        9.8       47.6       59.4       88.0       91.3:      12.0        8.7
Other:     100.0:      22.9       10.3       13.1       52.1       69.0       88.1       92.4:      11.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        88         55         87         63         67        206        186:
Old  :       261:        86         65         76         58         67        192        181:
Other:       105:        31         22         14         36         29         75         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       25.0       25.4       36.3       14.1       23.2       23.1       33.5
Old  :                 16.8       25.9       27.3       35.3       16.4       25.6       25.9       34.7
Other:                 24.7       40.9       44.7       60.0       21.9       40.6       36.8       54.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   643,524:    69,566     87,171      4,790    401,841    392,741    476,197    484,702:   167,327    158,822
Old  :   643,524:    69,566     87,171      4,790    401,841    392,741    476,197    484,702:   167,327    158,822
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    45,351:    -4,929     -5,229     -1,890     21,413     44,368     14,594     37,249:    30,757      8,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       13.5        0.7       62.4       61.0       74.0       75.3:      26.0       24.7
Old  :     100.0:      10.8       13.5        0.7       62.4       61.0       74.0       75.3:      26.0       24.7
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  :       155:        27         33         13         75         67        111        104:
Old  :       155:        27         33         13         75         67        111        104:
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  :                 19.9       21.7       28.8       32.8       18.1       19.0       23.8       28.4
Old  :                 19.9       21.7       28.8       32.8       18.1       19.0       23.8       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   405,258:    43,947     33,683      6,264    292,710    317,433    342,921    357,380:    62,337     47,878
Old  :   405,258:    43,947     33,683      6,264    292,710    317,433    342,921    357,380:    62,337     47,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    29,520:    -3,158      1,934        884     26,857     29,084     24,583     31,902:     4,937     -2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.3        1.5       72.2       78.3       84.6       88.2:      15.4       11.8
Old  :     100.0:      10.8        8.3        1.5       72.2       78.3       84.6       88.2:      15.4       11.8
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  :        67:         7          9          5         41         35         51         46:
Old  :        67:         7          9          5         41         35         51         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  :                 23.5       46.7       41.5       62.7       20.8       40.6       35.2       53.5
Old  :                 23.5       46.7       41.5       62.7       20.8       40.6       35.2       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    11,383:     1,484        206      1,648      7,536      8,883     10,668     10,737:       715        646
Old  :    11,383:     1,484        206      1,648      7,536      8,883     10,668     10,737:       715        646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       115:       151          0         -6         22        137        167        131:       -52        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        1.8       14.5       66.2       78.0       93.7       94.3:       6.3        5.7
Old  :     100.0:      13.0        1.8       14.5       66.2       78.0       93.7       94.3:       6.3        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          2          6         21         25         36         32:
Old  :        42:        12          2          6         21         25         36         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  :                 48.5       48.8       66.7       69.1       12.5       14.8       17.9       21.1
Old  :                 48.5       48.8       66.7       69.1       12.5       14.8       17.9       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   189,803:    52,112     20,653     27,261     72,972    117,290    152,345    165,204:    37,458     24,599
Old  :   153,864:    46,823     20,904     18,040     57,269     94,942    122,132    133,886:    31,732     19,978
Other:    35,939:     7,679      2,139      6,831     15,703     22,348     30,213     31,318:     5,726      4,621
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     6,189:     9,626     -8,026      3,460    -11,012     10,036      2,074      5,470:     4,115        719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       10.9       14.4       38.4       61.8       80.3       87.0:      19.7       13.0
Old  :     100.0:      30.4       13.6       11.7       37.2       61.7       79.4       87.0:      20.6       13.0
Other:     100.0:      21.4        6.0       19.0       43.7       62.2       84.1       87.1:      15.9       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        58         33         47         58         66        147        132:
Old  :       189:        56         38         38         56         62        138        122:
Other:        96:        27         11         17         37         32         72         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       27.9       23.3       40.0       11.7       24.6       20.0       32.2
Old  :                 12.8       27.6       23.9       38.9       12.2       24.5       21.5       32.7
Other:                 32.8       37.4       48.8       55.0       31.9       33.8       38.8       45.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,650:     3,269      5,893      1,982      7,474      5,647     12,725     13,522:     2,925      2,128
Old  :    14,921:     3,478      5,892      1,699      7,084      5,249     12,261     12,840:     2,660      2,081
Other:       729:        63        273         11        390        398        464        682:       265         47
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       480:      -225        161        748       -274       -527        249        382:       231         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       37.7       12.7       47.8       36.1       81.3       86.4:      18.7       13.6
Old  :     100.0:      23.3       39.5       11.4       47.5       35.2       82.2       86.1:      17.8       13.9
Other:     100.0:       8.6       37.4        1.5       53.5       54.6       63.6       93.6:      36.4        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        22         26         17         21         17         56         51:
Old  :        83:        24         25         16         18         16         53         49:
Other:        20:         3          5          2          5          7          9         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  :                 30.6       21.8       44.3       38.0       30.3       20.1       44.1       34.6
Old  :                 32.1       21.4       46.5       38.3       32.1       20.4       46.5       36.2
Other:                 56.5       65.6       63.5       87.5       56.5       65.6       62.1       87.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   928,498:   193,066    167,879     19,466    588,531    622,111    801,063    809,456:   127,435    119,042
Old  :   928,498:   193,066    167,879     19,466    588,531    622,111    801,063    809,456:   127,435    119,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    67,695:     3,871      5,415      5,577     44,731     43,662     54,179     54,654:    13,516     13,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       18.1        2.1       63.4       67.0       86.3       87.2:      13.7       12.8
Old  :     100.0:      20.8       18.1        2.1       63.4       67.0       86.3       87.2:      13.7       12.8
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  :       205:        40         35         20         97         95        144        144:
Old  :       205:        40         35         20         97         95        144        144:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       31.9       33.8       43.6       17.4       24.6       30.2       35.4
Old  :                 20.3       31.9       33.8       43.6       17.4       24.6       30.2       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,901,149:   210,504    233,000     47,030  1,331,129  1,268,361  1,588,663  1,548,391:   312,486    352,758
Old  : 1,901,149:   210,504    233,000     47,030  1,331,129  1,268,361  1,588,663  1,548,391:   312,486    352,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    18,549:    -7,382    -50,171     24,554    -36,361     11,105    -19,189    -14,512:    37,738     33,061
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       12.3        2.5       70.0       66.7       83.6       81.4:      16.4       18.6
Old  :     100.0:      11.1       12.3        2.5       70.0       66.7       83.6       81.4:      16.4       18.6
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  :       259:        41         55         35        114        136        172        209:
Old  :       259:        41         55         35        114        136        172        209:
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  :                 31.4       28.3       40.3       35.2       31.0       24.5       38.5       31.0
Old  :                 31.4       28.3       40.3       35.2       31.0       24.5       38.5       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,437,506:   344,878    140,121     30,842    824,664  1,028,831  1,200,384  1,199,794:   237,122    237,712
Old  : 1,437,506:   344,878    140,121     30,842    824,664  1,028,831  1,200,384  1,199,794:   237,122    237,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    32,962:   -25,744    -10,396     19,402     18,554     28,706     12,212     37,712:    20,750     -4,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        9.7        2.1       57.4       71.6       83.5       83.5:      16.5       16.5
Old  :     100.0:      24.0        9.7        2.1       57.4       71.6       83.5       83.5:      16.5       16.5
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  :       177:        34         27         20         80         94        124        131:
Old  :       177:        34         27         20         80         94        124        131:
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  :                 30.0       27.7       40.8       36.7       27.5       26.9       35.8       33.7
Old  :                 30.0       27.7       40.8       36.7       27.5       26.9       35.8       33.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   566,181:    85,342     73,312     73,427    375,887    379,611    534,656    526,350:    31,525     39,831
Old  :   566,181:    85,342     73,312     73,427    375,887    379,611    534,656    526,350:    31,525     39,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    19,661:     3,353      1,658      3,498     12,067     13,155     18,918     18,311:       743      1,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       12.9       13.0       66.4       67.0       94.4       93.0:       5.6        7.0
Old  :     100.0:      15.1       12.9       13.0       66.4       67.0       94.4       93.0:       5.6        7.0
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  :        91:        21         19         23         45         50         74         84:
Old  :        91:        21         19         23         45         50         74         84:
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  :                 42.4       33.6       55.9       51.9       32.5       23.1       37.5       32.7
Old  :                 42.4       33.6       55.9       51.9       32.5       23.1       37.5       32.7
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 - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    55,949:    21,253      5,789        410     27,490     44,577     49,152     50,776:     6,797      5,173
Old  :    55,949:    21,253      5,789        410     27,490     44,577     49,152     50,776:     6,797      5,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     2,792:     1,943        706        336        475      1,662      2,754      2,703:        39         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       10.3        0.7       49.1       79.7       87.9       90.8:      12.1        9.2
Old  :     100.0:      38.0       10.3        0.7       49.1       79.7       87.9       90.8:      12.1        9.2
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  :       100:        28         16          7         32         29         64         48:
Old  :       100:        28         16          7         32         29         64         48:
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  :                 30.4       55.1       44.5       65.6       30.4       55.1       44.5       65.5
Old  :                 30.4       55.1       44.5       65.6       30.4       55.1       44.5       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   111,897:    42,505     11,577        820     54,979     89,154     98,304    101,551:    13,593     10,346
Old  :   111,897:    42,505     11,577        820     54,979     89,154     98,304    101,551:    13,593     10,346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     5,584:     3,886      1,411        671        950      3,323      5,507      5,405:        77        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       10.3        0.7       49.1       79.7       87.9       90.8:      12.1        9.2
Old  :     100.0:      38.0       10.3        0.7       49.1       79.7       87.9       90.8:      12.1        9.2
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  :       100:        28         16          7         32         29         64         48:
Old  :       100:        28         16          7         32         29         64         48:
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  :                 30.4       55.1       44.5       65.6       30.4       55.1       44.5       65.5
Old  :                 30.4       55.1       44.5       65.6       30.4       55.1       44.5       65.5
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 - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,968:    14,476      7,057      1,078      1,361      8,830     16,915     16,965:        53          3
Old  :    16,968:    14,476      7,057      1,078      1,361      8,830     16,915     16,965:        53          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       449:       443        339         13          0        220        456        572:        -7       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.3       41.6        6.4        8.0       52.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      85.3       41.6        6.4        8.0       52.0       99.7      100.0:       0.3        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  :        26:        12         10          3          1          3         15         14:
Old  :        26:        12         10          3          1          3         15         14:
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  :                 82.5       76.4       95.5       90.9       82.5       74.2       91.7       85.9
Old  :                 82.5       76.4       95.5       90.9       82.5       74.2       91.7       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,650:     2,887        205        110      7,369     10,233     10,366     10,548:       284        102
Old  :    10,650:     2,887        205        110      7,369     10,233     10,366     10,548:       284        102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :        96:       208        -89        100       -219         88         89         99:         7         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        1.9        1.0       69.2       96.1       97.3       99.0:       2.7        1.0
Old  :     100.0:      27.1        1.9        1.0       69.2       96.1       97.3       99.0:       2.7        1.0
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  :        29:        10          3          2          6         11         16         16:
Old  :        29:        10          3          2          6         11         16         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  :                 74.9       89.0       91.1       94.9       74.8       89.0       90.1       94.8
Old  :                 74.9       89.0       91.1       94.9       74.8       89.0       90.1       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, February 28, 2012               
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,017:     3,045        564         12      8,708     11,345     11,765     11,921:       252         96
Old  :    12,017:     3,045        564         12      8,708     11,345     11,765     11,921:       252         96
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -918:       330       -347         12     -1,246       -633       -904       -968:       -14         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        4.7        0.1       72.5       94.4       97.9       99.2:       2.1        0.8
Old  :     100.0:      25.3        4.7        0.1       72.5       94.4       97.9       99.2:       2.1        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  :        31:         6          8          1          4         13         11         21:
Old  :        31:         6          8          1          4         13         11         21:
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  :                 87.3       68.9       97.2       85.1       87.3       68.9       97.2       85.1
Old  :                 87.3       68.9       97.2       85.1       87.3       68.9       97.2       85.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2012