```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   513,096:    91,949    143,312    116,381    264,987    198,814    473,317    458,507:    39,778     54,589
Old  :   233,043:    67,495     91,173     28,060    116,671     92,324    212,226    211,557:    20,817     21,486
Other:   280,052:    56,324     84,008     56,451    148,316    106,490    261,091    246,950:    18,962     33,103
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -36,749:       993     -7,224    -19,611    -16,480     -6,132    -35,098    -32,967:    -1,651     -3,781
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       27.9       22.7       51.6       38.7       92.2       89.4:       7.8       10.6
Old  :     100.0:      29.0       39.1       12.0       50.1       39.6       91.1       90.8:       8.9        9.2
Other:     100.0:      20.1       30.0       20.2       53.0       38.0       93.2       88.2:       6.8       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       114        142        162         92        110        307        329:
Old  :       337:       112        114         76         73         90        225        240:
Other:       303:        74        111        100         71         97        211        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       14.7       33.8       21.8       20.1       12.7       31.0       18.3
Old  :                 26.1       25.7       36.6       37.2       26.0       24.5       36.3       34.9
Other:                 26.2       12.0       41.2       20.2       25.3       10.7       39.2       17.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,647,928:   361,372    117,180    442,842    682,195    802,512  1,486,410  1,362,534:   161,519    285,394
Old  : 1,190,434:   293,590    120,919    290,023    489,980    585,645  1,073,593    996,587:   116,842    193,847
Other:   457,494:   143,456     71,935     77,145    192,215    216,867    412,817    365,946:    44,677     91,547
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :  -122,246:    19,516    -16,328    -86,376    -55,559    -19,081   -122,418   -121,785:       172       -461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        7.1       26.9       41.4       48.7       90.2       82.7:       9.8       17.3
Old  :     100.0:      24.7       10.2       24.4       41.2       49.2       90.2       83.7:       9.8       16.3
Other:     100.0:      31.4       15.7       16.9       42.0       47.4       90.2       80.0:       9.8       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       705:       187        146        241        241        317        548        608:
Old  :       680:       174        146        210        223        306        502        574:
Other:       527:       111        107        111        140        264        303        435:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       11.6       18.9       17.2        9.3        6.5       15.2       10.4
Old  :                 12.2       11.1       21.7       17.5       11.1        7.2       18.6       11.2
Other:                 20.0       18.7       31.4       25.3       15.6       12.1       23.8       18.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    11,735:     1,758      1,540        437      7,411      8,059      9,606     10,036:     2,129      1,699
Old  :     9,157:     1,740      1,313        170      5,546      6,350      7,457      7,833:     1,700      1,324
Other:     2,578:        90        299        194      1,864      1,709      2,149      2,203:       429        375
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    -1,147:      -202        183       -647       -517       -704     -1,367     -1,169:       219         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       13.1        3.7       63.1       68.7       81.9       85.5:      18.1       14.5
Old  :     100.0:      19.0       14.3        1.9       60.6       69.3       81.4       85.5:      18.6       14.5
Other:     100.0:       3.5       11.6        7.5       72.3       66.3       83.4       85.5:      16.6       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        10          9          4         15         10         26         22:
Old  :        35:        10          8          3         14          7         24         18:
Other:        18:         3          3          3         11          9         16         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  :                 29.1       69.3       49.3       77.2       27.3       60.3       45.6       66.9
Old  :                 31.3       73.1       50.7       79.7       29.6       65.2       48.8       71.0
Other:                 44.9       70.8       69.3       81.6       42.7       69.2       63.9       69.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   737,025:   174,336     38,534    227,311    279,568    380,771    681,216    646,616:    55,810     90,409
Old  :   540,386:   139,258     48,496    159,702    201,576    275,274    500,536    483,471:    39,850     56,914
Other:   196,640:    59,866     14,826     42,821     77,993    105,498    180,680    163,145:    15,960     33,495
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -26,886:    16,446     -3,911    -26,728    -16,835      6,402    -27,117    -24,238:       230     -2,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        5.2       30.8       37.9       51.7       92.4       87.7:       7.6       12.3
Old  :     100.0:      25.8        9.0       29.6       37.3       50.9       92.6       89.5:       7.4       10.5
Other:     100.0:      30.4        7.5       21.8       39.7       53.7       91.9       83.0:       8.1       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       529:       186        123        223        125        178        433        436:
Old  :       515:       176        131        188        114        167        396        403:
Other:       342:       104         71        102         74        141        231        272:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.6       16.1       19.4       23.4        9.4       11.6       15.3       18.0
Old  :                 13.0       15.6       20.3       24.5       11.6       13.5       18.1       21.4
Other:                 20.3       21.9       32.1       31.2       17.8       17.2       25.7       23.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   350,352:    81,289     47,988     69,617    161,615    205,749    312,522    323,355:    37,831     26,998
Old  :   291,729:    77,619     51,186     50,293    132,479    167,389    260,391    268,868:    31,338     22,861
Other:    58,623:    13,293      6,424      9,702     29,136     38,361     52,131     54,487:     6,492      4,136
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -26,628:     5,711     -2,136     -9,939    -23,987    -10,864    -28,214    -22,939:     1,586     -3,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       13.7       19.9       46.1       58.7       89.2       92.3:      10.8        7.7
Old  :     100.0:      26.6       17.5       17.2       45.4       57.4       89.3       92.2:      10.7        7.8
Other:     100.0:      22.7       11.0       16.5       49.7       65.4       88.9       92.9:      11.1        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        85         63         97         68         75        217        203:
Old  :       267:        88         68         87         63         75        203        199:
Other:       109:        30         24         28         39         35         82         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       24.8       23.9       36.1       12.2       21.4       20.0       30.7
Old  :                 14.6       24.0       25.6       34.4       14.0       23.2       22.2       31.3
Other:                 26.0       38.2       44.6       58.1       23.3       37.6       37.1       50.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   739,859:    68,706     84,746     43,511    447,267    437,488    559,483    565,745:   180,375    174,113
Old  :   739,859:    68,706     84,746     43,511    447,267    437,488    559,483    565,745:   180,375    174,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     7,137:    -3,514     -1,075    -15,999      1,258     18,759    -18,254      1,686:    25,391      5,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       11.5        5.9       60.5       59.1       75.6       76.5:      24.4       23.5
Old  :     100.0:       9.3       11.5        5.9       60.5       59.1       75.6       76.5:      24.4       23.5
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  :       159:        33         30         35         81         78        132        125:
Old  :       159:        33         30         35         81         78        132        125:
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  :                 17.6       18.9       25.5       29.0       15.8       16.5       20.8       24.7
Old  :                 17.6       18.9       25.5       29.0       15.8       16.5       20.8       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   406,239:    43,947     33,683      6,264    292,713    317,442    342,924    357,389:    63,316     48,850
Old  :   406,239:    43,947     33,683      6,264    292,713    317,442    342,924    357,389:    63,316     48,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    28,838:    -3,158      1,968        812     26,851     29,077     24,505     31,857:     4,333     -3,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.3        1.5       72.1       78.1       84.4       88.0:      15.6       12.0
Old  :     100.0:      10.8        8.3        1.5       72.1       78.1       84.4       88.0:      15.6       12.0
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  :        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       46.6       41.4       62.5       20.8       40.5       35.1       53.3
Old  :                 23.5       46.6       41.4       62.5       20.8       40.5       35.1       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   211,482:    52,349     21,638     41,239     78,389    122,392    171,976    185,268:    39,505     26,213
Old  :   168,828:    46,438     20,072     28,445     60,408     98,914    135,292    147,431:    33,537     21,397
Other:    42,653:     8,067      3,723     10,637     17,981     23,477     36,684     37,837:     5,969      4,816
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :       224:    10,099     -6,510       -895    -13,621      6,543     -4,417       -862:     4,641      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.2       19.5       37.1       57.9       81.3       87.6:      18.7       12.4
Old  :     100.0:      27.5       11.9       16.8       35.8       58.6       80.1       87.3:      19.9       12.7
Other:     100.0:      18.9        8.7       24.9       42.2       55.0       86.0       88.7:      14.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        57         36         50         62         72        153        140:
Old  :       192:        58         36         46         59         68        143        134:
Other:       102:        20         20         26         40         33         79         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       28.2       23.1       39.3       10.3       22.4       17.6       29.2
Old  :                 13.0       26.4       23.2       38.1       10.7       22.6       19.1       30.0
Other:                 30.2       37.5       46.1       52.3       28.1       29.6       36.5       42.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    15,970:     3,157      5,892      2,160      7,659      5,731     12,975     13,783:     2,995      2,187
Old  :    15,195:     3,396      5,892      1,844      7,245      5,333     12,484     13,069:     2,711      2,126
Other:       775:        37        276         40        413        398        491        714:       284         61
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :      -136:       372         89        156       -942       -469       -413       -224:       277         88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       36.9       13.5       48.0       35.9       81.2       86.3:      18.8       13.7
Old  :     100.0:      22.3       38.8       12.1       47.7       35.1       82.2       86.0:      17.8       14.0
Other:     100.0:       4.8       35.6        5.2       53.3       51.3       63.4       92.1:      36.6        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:        23         25         19         23         18         58         54:
Old  :        83:        24         25         18         22         17         57         52:
Other:        22:         3          6          3          6          7         10         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.2       21.5       43.7       37.4       29.9       19.4       43.3       33.3
Old  :                 31.7       21.1       45.8       37.7       31.6       19.4       45.7       34.9
Other:                 55.1       61.7       62.8       82.4       54.9       61.7       58.1       82.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   964,438:   188,051    165,251     46,491    600,887    630,941    835,428    842,682:   129,010    121,756
Old  :   964,438:   188,051    165,251     46,491    600,887    630,941    835,428    842,682:   129,010    121,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    58,598:     5,644      5,489        903     39,180     39,750     45,727     46,142:    12,871     12,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       17.1        4.8       62.3       65.4       86.6       87.4:      13.4       12.6
Old  :     100.0:      19.5       17.1        4.8       62.3       65.4       86.6       87.4:      13.4       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        42         34         31        101         99        155        153:
Old  :       207:        42         34         31        101         99        155        153:
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  :                 19.5       30.7       32.6       42.0       16.7       23.6       29.0       34.0
Old  :                 19.5       30.7       32.6       42.0       16.7       23.6       29.0       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 2,154,752:   202,258    235,039    161,638  1,459,842  1,383,804  1,823,738  1,780,480:   331,014    374,271
Old  : 2,154,752:   202,258    235,039    161,638  1,459,842  1,383,804  1,823,738  1,780,480:   331,014    374,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -93,145:     2,564    -27,982    -43,840    -81,985    -43,145   -123,261   -114,967:    30,117     21,823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       10.9        7.5       67.7       64.2       84.6       82.6:      15.4       17.4
Old  :     100.0:       9.4       10.9        7.5       67.7       64.2       84.6       82.6:      15.4       17.4
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  :       266:        43         56         57        139        146        211        230:
Old  :       266:        43         56         57        139        146        211        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       25.2       35.7       31.5       27.3       20.9       34.1       26.6
Old  :                 27.7       25.2       35.7       31.5       27.3       20.9       34.1       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,503,458:   348,283    135,765     62,848    848,126  1,057,134  1,259,257  1,255,747:   244,200    247,710
Old  : 1,503,458:   348,283    135,765     62,848    848,126  1,057,134  1,259,257  1,255,747:   244,200    247,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :   -51,510:    -5,566    -11,443    -33,978    -27,005      1,154    -66,550    -44,267:    15,040     -7,243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        9.0        4.2       56.4       70.3       83.8       83.5:      16.2       16.5
Old  :     100.0:      23.2        9.0        4.2       56.4       70.3       83.8       83.5:      16.2       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  :       181:        35         28         33         85        100        135        146:
Old  :       181:        35         28         33         85        100        135        146:
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  :                 28.7       26.5       39.1       35.2       26.3       25.7       34.2       32.2
Old  :                 28.7       26.5       39.1       35.2       26.3       25.7       34.2       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   660,796:    86,693     68,762    152,224    388,728    397,835    627,645    618,820:    33,151     41,976
Old  :   660,796:    86,693     68,762    152,224    388,728    397,835    627,645    618,820:    33,151     41,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :    26,114:     5,575      2,269      5,291     14,302     16,982     25,168     24,541:       946      1,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       10.4       23.0       58.8       60.2       95.0       93.6:       5.0        6.4
Old  :     100.0:      13.1       10.4       23.0       58.8       60.2       95.0       93.6:       5.0        6.4
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  :        99:        21         22         33         49         55         83         97:
Old  :        99:        21         22         33         49         55         83         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       29.0       50.5       45.0       27.1       19.8       32.2       28.1
Old  :                 37.6       29.0       50.5       45.0       27.1       19.8       32.2       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    57,994:    21,242      5,157      1,448     28,415     46,134     51,105     52,738:     6,889      5,256
Old  :    57,994:    21,242      5,157      1,448     28,415     46,134     51,105     52,738:     6,889      5,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     2,865:     1,946        664        377        494      1,737      2,818      2,778:        47         87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        8.9        2.5       49.0       79.5       88.1       90.9:      11.9        9.1
Old  :     100.0:      36.6        8.9        2.5       49.0       79.5       88.1       90.9:      11.9        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        29         15         10         36         30         70         50:
Old  :       100:        29         15         10         36         30         70         50:
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  :                 29.3       53.2       42.9       64.5       29.3       53.2       42.9       64.1
Old  :                 29.3       53.2       42.9       64.5       29.3       53.2       42.9       64.1
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 with Delta-adjusted Options and Futures Combined, 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  :   115,989:    42,484     10,313      2,896     56,830     92,267    102,210    105,477:    13,778     10,512
Old  :   115,989:    42,484     10,313      2,896     56,830     92,267    102,210    105,477:    13,778     10,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2012                    :
     :     5,729:     3,893      1,327        754        989      3,475      5,636      5,556:        93        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.6        8.9        2.5       49.0       79.5       88.1       90.9:      11.9        9.1
Old  :     100.0:      36.6        8.9        2.5       49.0       79.5       88.1       90.9:      11.9        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        29         15         10         36         30         70         50:
Old  :       100:        29         15         10         36         30         70         50:
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  :                 29.3       53.2       42.9       64.5       29.3       53.2       42.9       64.1
Old  :                 29.3       53.2       42.9       64.5       29.3       53.2       42.9       64.1
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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