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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 21, 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  :   463,814:    93,437    150,109     78,062    254,056    181,513    425,555    409,684:    38,259     54,130
Old  :   230,993:    79,684     98,994     12,997    115,110     92,898    207,791    204,889:    23,202     26,104
Other:   232,821:    48,883     86,245     29,935    138,946     88,615    217,764    204,795:    15,057     28,026
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    14,748:     6,446     10,225      5,844      2,289      2,217     14,579     18,286:       169     -3,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       32.4       16.8       54.8       39.1       91.8       88.3:       8.2       11.7
Old  :     100.0:      34.5       42.9        5.6       49.8       40.2       90.0       88.7:      10.0       11.3
Other:     100.0:      21.0       37.0       12.9       59.7       38.1       93.5       88.0:       6.5       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       114        143        148         81        101        290        311:
Old  :       348:       128        111         74         65         80        234        226:
Other:       279:        57        111         61         57         87        165        216:
     :----------------------------------------------------------------------------------------------------
     :             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       15.6       36.4       23.3       21.4       12.9       33.2       19.3
Old  :                 24.4       24.0       35.5       35.5       23.9       23.6       34.6       33.9
Other:                 30.1       15.3       48.3       25.1       29.7       13.2       46.5       21.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 21, 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  : 1,312,513:   349,784    136,139    222,104    609,242    706,707  1,181,130  1,064,950:   131,383    247,563
Old  :   973,021:   304,367    140,952    120,057    449,957    533,923    874,381    794,932:    98,640    178,089
Other:   339,492:   133,214     82,984     14,250    159,285    172,784    306,749    270,018:    32,743     69,474
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -3,383:   -13,767     -1,571      7,435     -2,156     -5,824     -8,488         40:     5,105     -3,423
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       10.4       16.9       46.4       53.8       90.0       81.1:      10.0       18.9
Old  :     100.0:      31.3       14.5       12.3       46.2       54.9       89.9       81.7:      10.1       18.3
Other:     100.0:      39.2       24.4        4.2       46.9       50.9       90.4       79.5:       9.6       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       689:       191        140        212        208        294        498        567:
Old  :       670:       186        138        171        193        282        451        530:
Other:       494:        94        113         52         94        241        221        375:
     :----------------------------------------------------------------------------------------------------
     :             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       11.6       21.0       17.3       11.8        6.9       18.9       11.6
Old  :                 13.8       13.1       23.8       18.8       13.5        9.1       22.1       13.8
Other:                 25.4       21.9       39.1       29.5       21.2       14.2       31.8       21.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 21, 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  :    11,396:     2,592      1,410         74      6,954      8,324      9,620      9,808:     1,776      1,588
Old  :     9,632:     2,423      1,143         45      5,701      7,067      8,169      8,255:     1,463      1,377
Other:     1,764:       197        295          1      1,253      1,257      1,451      1,553:       313        211
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -658:      -401        -29          4       -327       -237       -724       -262:        66       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       12.4        0.6       61.0       73.0       84.4       86.1:      15.6       13.9
Old  :     100.0:      25.2       11.9        0.5       59.2       73.4       84.8       85.7:      15.2       14.3
Other:     100.0:      11.2       16.7        0.1       71.0       71.3       82.3       88.0:      17.7       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         9         10          3         14          8         26         18:
Old  :        35:         9          9          2         13          5         24         14:
Other:        20:         7          1          1         10          6         17          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       75.9       55.0       82.3       33.6       72.6       54.8       79.0
Old  :                 35.0       77.8       55.8       82.9       35.0       74.6       55.8       79.7
Other:                 55.2       86.5       73.9       88.0       53.9       86.2       72.4       86.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 21, 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  :   544,143:   160,084     53,055     88,224    246,395    318,172    494,703    459,451:    49,440     84,692
Old  :   409,929:   127,949     56,820     58,501    186,258    237,493    372,708    352,814:    37,221     57,115
Other:   134,214:    52,633     16,733      9,225     60,137     80,679    121,995    106,637:    12,219     27,577
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -4,956:     7,924     -7,506     -2,886     -9,585      6,244     -4,547     -4,148:      -409       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        9.8       16.2       45.3       58.5       90.9       84.4:       9.1       15.6
Old  :     100.0:      31.2       13.9       14.3       45.4       57.9       90.9       86.1:       9.1       13.9
Other:     100.0:      39.2       12.5        6.9       44.8       60.1       90.9       79.5:       9.1       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       463:       177         96        150        116        157        366        347:
Old  :       450:       171         97        123        102        144        331        317:
Other:       293:        79         63         50         63        119        175        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       17.6       22.7       26.4       12.1       13.9       19.7       21.8
Old  :                 15.1       18.6       24.0       28.5       14.8       17.4       23.1       26.8
Other:                 28.3       27.0       42.3       38.4       24.1       23.5       35.5       30.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 21, 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  :   313,764:    75,289     55,974     40,642    163,100    187,310    279,031    283,926:    34,733     29,838
Old  :   263,064:    74,189     60,321     24,872    135,161    152,083    234,222    237,276:    28,842     25,788
Other:    50,700:    10,839      5,392      6,031     27,939     35,227     44,809     46,650:     5,891      4,050
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -871:     4,192     -8,580     -2,100     -4,361     11,552     -2,269        872:     1,398     -1,743
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       17.8       13.0       52.0       59.7       88.9       90.5:      11.1        9.5
Old  :     100.0:      28.2       22.9        9.5       51.4       57.8       89.0       90.2:      11.0        9.8
Other:     100.0:      21.4       10.6       11.9       55.1       69.5       88.4       92.0:      11.6        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        77         72         80         61         62        192        184:
Old  :       255:        78         79         73         57         61        181        181:
Other:        98:        27         21         17         37         27         71         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.3       25.3       25.9       38.1       14.7       21.1       23.4       31.5
Old  :                 17.1       24.4       27.9       36.1       16.8       22.5       25.9       32.3
Other:                 26.4       43.3       45.8       62.9       24.3       43.0       38.9       57.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 21, 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  :   598,173:    74,495     92,400      6,680    380,428    348,373    461,603    447,453:   136,570    150,720
Old  :   598,173:    74,495     92,400      6,680    380,428    348,373    461,603    447,453:   136,570    150,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -6,872:     2,555      5,690      1,809    -11,014    -24,564     -6,650    -17,065:      -222     10,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       15.4        1.1       63.6       58.2       77.2       74.8:      22.8       25.2
Old  :     100.0:      12.5       15.4        1.1       63.6       58.2       77.2       74.8:      22.8       25.2
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  :       156:        26         36         23         73         68        114        112:
Old  :       156:        26         36         23         73         68        114        112:
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  :                 22.3       22.9       31.9       34.4       21.0       19.8       27.6       29.3
Old  :                 22.3       22.9       31.9       34.4       21.0       19.8       27.6       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, February 21, 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  :   375,738:    47,105     31,749      5,380    265,853    288,349    318,338    325,478:    57,400     50,260
Old  :   375,738:    47,105     31,749      5,380    265,853    288,349    318,338    325,478:    57,400     50,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -2,337:      -469     -1,474     -1,006     -4,091     -1,597     -5,566     -4,077:     3,229      1,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        8.4        1.4       70.8       76.7       84.7       86.6:      15.3       13.4
Old  :     100.0:      12.5        8.4        1.4       70.8       76.7       84.7       86.6:      15.3       13.4
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  :        68:         6          8          6         43         37         53         47:
Old  :        68:         6          8          6         43         37         53         47:
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  :                 26.0       47.2       44.7       62.6       23.3       47.1       39.4       61.2
Old  :                 26.0       47.2       44.7       62.6       23.3       47.1       39.4       61.2
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 21, 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  :    11,268:     1,333        206      1,654      7,514      8,746     10,501     10,606:       767        662
Old  :    11,268:     1,333        206      1,654      7,514      8,746     10,501     10,606:       767        662
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       276:        34        -31        292         51       -109        377        152:      -101        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8        1.8       14.7       66.7       77.6       93.2       94.1:       6.8        5.9
Old  :     100.0:      11.8        1.8       14.7       66.7       77.6       93.2       94.1:       6.8        5.9
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  :        41:        12          1          7         23         24         38         31:
Old  :        41:        12          1          7         23         24         38         31:
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  :                 48.8       47.9       67.8       70.2       14.5       17.3       19.4       23.3
Old  :                 48.8       47.9       67.8       70.2       14.5       17.3       19.4       23.3
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 - Futures Only, February 21, 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  :   183,614:    42,486     28,679     23,801     83,984    107,254    150,271    159,734:    33,343     23,880
Old  :   149,091:    38,734     28,507     13,649     68,456     87,231    120,839    129,387:    28,252     19,704
Other:    34,523:     6,435      2,855      7,469     15,528     20,023     29,432     30,347:     5,091      4,176
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       945:     6,240     -6,666       -708     -4,811      9,152        721      1,778:       224       -833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       15.6       13.0       45.7       58.4       81.8       87.0:      18.2       13.0
Old  :     100.0:      26.0       19.1        9.2       45.9       58.5       81.1       86.8:      18.9       13.2
Other:     100.0:      18.6        8.3       21.6       45.0       58.0       85.3       87.9:      14.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        51         41         54         69         61        153        137:
Old  :       186:        54         46         46         66         58        146        129:
Other:        95:        25         15         16         37         31         68         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       27.3       25.9       38.0       11.9       23.6       19.2       30.5
Old  :                 15.9       26.8       26.0       36.7       11.4       23.4       18.7       30.6
Other:                 33.3       36.8       50.6       52.6       31.8       31.5       39.1       41.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 21, 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  :    15,170:     3,494      5,732      1,234      7,748      6,174     12,476     13,140:     2,694      2,030
Old  :    14,496:     3,680      5,732        990      7,344      5,771     12,014     12,493:     2,482      2,003
Other:       674:        53        239          5        404        403        462        647:       212         27
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :        37:        14       -114         80       -186        344        -92        310:       129       -273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       37.8        8.1       51.1       40.7       82.2       86.6:      17.8       13.4
Old  :     100.0:      25.4       39.5        6.8       50.7       39.8       82.9       86.2:      17.1       13.8
Other:     100.0:       7.9       35.5        0.7       59.9       59.8       68.5       96.0:      31.5        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        22         24         13         21         19         50         52:
Old  :        80:        23         24         11         18         18         47         49:
Other:        21:         2          7          2          5          7          9         14:
     :----------------------------------------------------------------------------------------------------
     :             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       24.3       45.5       40.2       31.2       22.7       45.2       36.6
Old  :                 33.0       23.9       47.6       40.5       33.0       23.0       47.6       38.3
Other:                 59.8       66.6       68.2       90.5       59.8       66.6       67.8       90.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 21, 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  :   860,803:   189,195    162,464     13,889    543,800    578,449    746,884    754,802:   113,919    106,001
Old  :   860,803:   189,195    162,464     13,889    543,800    578,449    746,884    754,802:   113,919    106,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -31,320:   -40,489     23,811      3,761      9,048    -58,573    -27,680    -31,001:    -3,640       -319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.9        1.6       63.2       67.2       86.8       87.7:      13.2       12.3
Old  :     100.0:      22.0       18.9        1.6       63.2       67.2       86.8       87.7:      13.2       12.3
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  :       215:        39         41         25         89        103        140        157:
Old  :       215:        39         41         25         89        103        140        157:
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  :                 21.6       28.9       36.6       38.5       20.6       27.7       34.5       36.2
Old  :                 21.6       28.9       36.6       38.5       20.6       27.7       34.5       36.2
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 21, 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  : 1,882,600:   217,886    283,171     22,476  1,367,490  1,257,256  1,607,852  1,562,903:   274,748    319,697
Old  : 1,882,600:   217,886    283,171     22,476  1,367,490  1,257,256  1,607,852  1,562,903:   274,748    319,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    79,248:     6,588     27,473     -2,327     90,417     58,937     94,678     84,083:   -15,430     -4,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       15.0        1.2       72.6       66.8       85.4       83.0:      14.6       17.0
Old  :     100.0:      11.6       15.0        1.2       72.6       66.8       85.4       83.0:      14.6       17.0
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  :       273:        35         63         41        125        139        183        220:
Old  :       273:        35         63         41        125        139        183        220:
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  :                 33.5       28.7       41.8       34.7       32.8       25.8       40.2       31.5
Old  :                 33.5       28.7       41.8       34.7       32.8       25.8       40.2       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 21, 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  : 1,404,544:   370,622    150,517     11,440    806,110  1,000,125  1,188,172  1,162,082:   216,372    242,462
Old  : 1,404,544:   370,622    150,517     11,440    806,110  1,000,125  1,188,172  1,162,082:   216,372    242,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -31,590:    -1,674      9,230        956     -8,746    -50,061     -9,464    -39,875:   -22,126      8,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       10.7        0.8       57.4       71.2       84.6       82.7:      15.4       17.3
Old  :     100.0:      26.4       10.7        0.8       57.4       71.2       84.6       82.7:      15.4       17.3
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  :       181:        32         32         21         78         94        118        139:
Old  :       181:        32         32         21         78         94        118        139:
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  :                 33.9       28.1       43.4       37.3       31.4       27.1       39.6       35.2
Old  :                 33.9       28.1       43.4       37.3       31.4       27.1       39.6       35.2
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 - Futures Only, February 21, 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  :   546,520:    81,989     71,654     69,929    363,820    366,456    515,738    508,039:    30,782     38,481
Old  :   546,520:    81,989     71,654     69,929    363,820    366,456    515,738    508,039:    30,782     38,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    20,186:    -7,403     10,106      2,209     22,279      6,708     17,085     19,023:     3,101      1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       13.1       12.8       66.6       67.1       94.4       93.0:       5.6        7.0
Old  :     100.0:      15.0       13.1       12.8       66.6       67.1       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  :        90:        19         20         24         42         48         72         83:
Old  :        90:        19         20         24         42         48         72         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       34.4       56.3       52.8       33.4       23.2       38.1       32.7
Old  :                 43.0       34.4       56.3       52.8       33.4       23.2       38.1       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 21, 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  :    53,157:    19,310      5,083         75     27,015     42,916     46,399     48,073:     6,758      5,084
Old  :    53,157:    19,310      5,083         75     27,015     42,916     46,399     48,073:     6,758      5,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -837:       804       -541         51     -1,304       -224       -449       -714:      -388       -123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        9.6        0.1       50.8       80.7       87.3       90.4:      12.7        9.6
Old  :     100.0:      36.3        9.6        0.1       50.8       80.7       87.3       90.4:      12.7        9.6
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  :        98:        30         14          5         28         31         61         47:
Old  :        98:        30         14          5         28         31         61         47:
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  :                 32.8       56.1       47.3       68.1       32.8       56.1       47.3       68.1
Old  :                 32.8       56.1       47.3       68.1       32.8       56.1       47.3       68.1
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 21, 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  :   106,313:    38,619     10,166        149     54,029     85,831     92,797     96,146:    13,516     10,167
Old  :   106,313:    38,619     10,166        149     54,029     85,831     92,797     96,146:    13,516     10,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,673:     1,607     -1,082        102     -2,607       -447       -898     -1,427:      -775       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        9.6        0.1       50.8       80.7       87.3       90.4:      12.7        9.6
Old  :     100.0:      36.3        9.6        0.1       50.8       80.7       87.3       90.4:      12.7        9.6
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  :        98:        30         14          5         28         31         61         47:
Old  :        98:        30         14          5         28         31         61         47:
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  :                 32.8       56.1       47.3       68.1       32.8       56.1       47.3       68.1
Old  :                 32.8       56.1       47.3       68.1       32.8       56.1       47.3       68.1
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 21, 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  :    16,519:    14,033      6,718      1,065      1,361      8,610     16,459     16,393:        60        126
Old  :    16,519:    14,033      6,718      1,065      1,361      8,610     16,459     16,393:        60        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       207:       125       -687         77          0        717        202        107:         5        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      85.0       40.7        6.4        8.2       52.1       99.6       99.2:       0.4        0.8
Old  :     100.0:      85.0       40.7        6.4        8.2       52.1       99.6       99.2:       0.4        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:        11         10          2          1          3         14         13:
Old  :        25:        11         10          2          1          3         14         13:
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  :                 84.7       74.2       95.5       89.1       84.7       71.7       91.7       84.0
Old  :                 84.7       74.2       95.5       89.1       84.7       71.7       91.7       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 21, 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  :    10,554:     2,679        294         10      7,588     10,145     10,277     10,449:       277        105
Old  :    10,554:     2,679        294         10      7,588     10,145     10,277     10,449:       277        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       579:       454         -1          0         95        585        549        584:        30         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        2.8        0.1       71.9       96.1       97.4       99.0:       2.6        1.0
Old  :     100.0:      25.4        2.8        0.1       71.9       96.1       97.4       99.0:       2.6        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  :        31:        11          4          1          6         11         17         16:
Old  :        31:        11          4          1          6         11         17         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  :                 80.7       89.0       92.3       95.5       80.7       88.9       92.3       95.4
Old  :                 80.7       89.0       92.3       95.5       80.7       88.9       92.3       95.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, February 21, 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  :    12,935:     2,715        911          0      9,954     11,978     12,669     12,889:       266         46
Old  :    12,935:     2,715        911          0      9,954     11,978     12,669     12,889:       266         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       245:       354        422          0       -128        -61        226        361:        19       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        7.0        0.0       77.0       92.6       97.9       99.6:       2.1        0.4
Old  :     100.0:      21.0        7.0        0.0       77.0       92.6       97.9       99.6:       2.1        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  :        31:         6          8          0          4         13         10         21:
Old  :        31:         6          8          0          4         13         10         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  :                 89.0       70.2       97.3       84.5       89.0       70.2       97.3       84.5
Old  :                 89.0       70.2       97.3       84.5       89.0       70.2       97.3       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 24, 2012