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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   549,844:    90,956    150,536    135,992    281,467    204,946    508,415    491,474:    41,429     58,370
Old  :   284,398:    71,819     97,541     51,991    135,228    106,307    259,037    255,839:    25,361     28,560
Other:   265,446:    49,232     83,089     53,907    146,239     98,640    249,378    235,636:    16,068     29,810
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    19,938:     5,253     14,219      7,819      6,946      1,534     20,018     23,572:       -80     -3,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       27.4       24.7       51.2       37.3       92.5       89.4:       7.5       10.6
Old  :     100.0:      25.3       34.3       18.3       47.5       37.4       91.1       90.0:       8.9       10.0
Other:     100.0:      18.5       31.3       20.3       55.1       37.2       93.9       88.8:       6.1       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       115        158        177         93        110        321        344:
Old  :       367:       123        130        121         84         93        272        281:
Other:       292:        68        109         96         66         93        201        239:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       13.2       31.8       19.7       18.5       10.6       28.3       16.1
Old  :                 21.7       19.6       31.3       29.2       21.1       18.8       30.6       27.0
Other:                 27.1       13.6       43.4       22.7       26.3       11.8       41.0       19.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,770,174:   341,856    133,508    529,218    737,754    821,593  1,608,828  1,484,318:   161,346    285,855
Old  : 1,329,736:   282,677    137,882    373,254    552,889    618,413  1,208,820  1,129,549:   120,916    200,187
Other:   440,438:   140,944     77,391     74,199    184,865    203,180    400,008    354,769:    40,430     85,669
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -8,856:   -18,212      2,128      2,674      1,923     -9,669    -13,615     -4,868:     4,759     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        7.5       29.9       41.7       46.4       90.9       83.9:       9.1       16.1
Old  :     100.0:      21.3       10.4       28.1       41.6       46.5       90.9       84.9:       9.1       15.1
Other:     100.0:      32.0       17.6       16.8       42.0       46.1       90.8       80.5:       9.2       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       727:       193        170        270        258        315        573        647:
Old  :       709:       183        172        234        243        303        528        614:
Other:       521:       115        112        107        123        258        291        426:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       10.3       18.2       15.1        8.6        5.3       13.6        8.4
Old  :                 11.4       10.8       20.0       16.1        9.8        6.1       15.9        9.3
Other:                 20.4       17.7       32.1       24.5       16.0       11.3       24.5       17.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    12,882:     1,960      1,357      1,084      7,928      8,763     10,972     11,205:     1,910      1,677
Old  :    10,758:     1,963      1,056        847      6,372      7,404      9,181      9,307:     1,576      1,450
Other:     2,125:         7        310        228      1,556      1,359      1,791      1,898:       334        227
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -689:      -462        -25         30       -325       -294       -756       -288:        67       -400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       10.5        8.4       61.5       68.0       85.2       87.0:      14.8       13.0
Old  :     100.0:      18.2        9.8        7.9       59.2       68.8       85.3       86.5:      14.7       13.5
Other:     100.0:       0.3       14.6       10.7       73.2       64.0       84.3       89.3:      15.7       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         9         10          7         15         10         27         24:
Old  :        35:        10          8          7         15          8         27         21:
Other:        21:         2          6          6         11          9         18         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.3       67.5       52.1       78.4       29.9       61.3       48.5       67.1
Old  :                 34.3       69.7       53.2       79.7       31.6       64.0       50.2       68.5
Other:                 49.0       74.8       72.7       83.8       47.0       72.0       65.8       72.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   763,912:   157,890     42,445    254,039    296,403    374,369    708,332    670,854:    55,579     93,058
Old  :   588,494:   122,040     49,578    199,393    224,540    276,249    545,973    525,219:    42,522     63,275
Other:   175,418:    56,053     13,070     34,444     71,863     98,121    162,360    145,635:    13,058     29,783
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     7,638:    11,443     -3,824      1,523     -5,204     10,046      7,762      7,745:      -124       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        5.6       33.3       38.8       49.0       92.7       87.8:       7.3       12.2
Old  :     100.0:      20.7        8.4       33.9       38.2       46.9       92.8       89.2:       7.2       10.8
Other:     100.0:      32.0        7.5       19.6       41.0       55.9       92.6       83.0:       7.4       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       189        113        207        137        168        422        407:
Old  :       482:       178        119        189        127        161        395        388:
Other:       308:        90         65         88         75        127        214        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       15.7       19.3       22.9        9.0       10.6       14.6       16.5
Old  :                 12.8       14.6       20.0       22.6       10.5       12.2       16.4       18.9
Other:                 21.8       24.4       33.6       35.4       18.6       20.3       27.2       27.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   376,981:    75,578     50,124     79,556    185,602    216,613    340,736    346,293:    36,245     30,687
Old  :   322,000:    73,046     53,521     61,635    157,025    180,229    291,705    295,385:    30,295     26,615
Other:    54,981:    12,161      6,232      8,292     28,577     36,384     49,031     50,909:     5,950      4,072
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :     5,011:     5,302     -6,830     -1,154       -613     14,699      3,536      6,716:     1,475     -1,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       13.3       21.1       49.2       57.5       90.4       91.9:       9.6        8.1
Old  :     100.0:      22.7       16.6       19.1       48.8       56.0       90.6       91.7:       9.4        8.3
Other:     100.0:      22.1       11.3       15.1       52.0       66.2       89.2       92.6:      10.8        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        73         80         95         66         69        204        203:
Old  :       261:        74         88         88         62         69        193        202:
Other:       102:        29         20         28         40         33         81         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       25.5       26.1       37.4       12.0       19.6       19.2       27.5
Old  :                 17.5       24.2       27.8       35.6       13.5       20.6       20.9       28.2
Other:                 28.0       40.6       45.9       60.3       25.8       39.9       39.2       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   732,722:    72,219     85,821     59,510    446,008    418,729    577,737    564,059:   154,984    168,663
Old  :   732,722:    72,219     85,821     59,510    446,008    418,729    577,737    564,059:   154,984    168,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -670:     1,570      5,134      1,311     -6,660    -16,701     -3,780    -10,256:     3,110      9,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       11.7        8.1       60.9       57.1       78.8       77.0:      21.2       23.0
Old  :     100.0:       9.9       11.7        8.1       60.9       57.1       78.8       77.0:      21.2       23.0
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  :       160:        29         36         40         79         76        132        128:
Old  :       160:        29         36         40         79         76        132        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       19.0       26.9       28.7       16.5       16.4       21.8       24.1
Old  :                 18.5       19.0       26.9       28.7       16.5       16.4       21.8       24.1
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 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  :   377,401:    47,105     31,715      5,452    265,861    288,365    318,419    325,532:    58,982     51,869
Old  :   377,401:    47,105     31,715      5,452    265,861    288,365    318,419    325,532:    58,982     51,869
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -2,431:      -469     -1,427     -1,065     -4,088     -1,592     -5,622     -4,084:     3,191      1,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        8.4        1.4       70.4       76.4       84.4       86.3:      15.6       13.7
Old  :     100.0:      12.5        8.4        1.4       70.4       76.4       84.4       86.3:      15.6       13.7
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  :        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  :                 25.9       47.0       44.5       62.3       23.2       46.9       39.3       60.9
Old  :                 25.9       47.0       44.5       62.3       23.2       46.9       39.3       60.9
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 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 with Delta-adjusted Options and Futures Combined, 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  :   211,257:    42,249     28,148     42,134     92,010    115,848    176,393    186,130:    34,864     25,127
Old  :   170,442:    38,208     26,121     28,592     74,135     94,895    140,935    149,607:    29,507     20,835
Other:    40,815:     6,453      4,439     11,130     17,875     20,954     35,458     36,523:     5,357      4,292
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       947:     6,088     -7,282        -74     -5,093      9,266        920      1,910:        27       -962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       13.3       19.9       43.6       54.8       83.5       88.1:      16.5       11.9
Old  :     100.0:      22.4       15.3       16.8       43.5       55.7       82.7       87.8:      17.3       12.2
Other:     100.0:      15.8       10.9       27.3       43.8       51.3       86.9       89.5:      13.1       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        58         38         59         72         67        161        145:
Old  :       191:        62         40         54         69         64        154        139:
Other:       101:        19         23         27         40         32         75         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       26.9       25.8       36.8        9.8       19.8       15.9       26.0
Old  :                 15.1       25.4       25.0       35.4        9.2       19.6       15.6       25.9
Other:                 29.8       36.8       46.8       50.2       27.2       28.5       37.0       39.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    16,106:     2,785      5,803      2,004      8,600      6,201     13,389     14,007:     2,718      2,100
Old  :    15,386:     2,986      5,783      1,738      8,160      5,798     12,884     13,319:     2,502      2,067
Other:       721:        36        257         28        440        403        504        688:       216         33
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :       330:      -216        -56        298        159        329        241        571:        89       -241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       36.0       12.4       53.4       38.5       83.1       87.0:      16.9       13.0
Old  :     100.0:      19.4       37.6       11.3       53.0       37.7       83.7       86.6:      16.3       13.4
Other:     100.0:       5.0       35.6        3.9       61.1       55.9       70.0       95.4:      30.0        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        17         29         16         25         20         54         56:
Old  :        81:        18         29         15         23         19         52         54:
Other:        23:         1          9          4          6          7         11         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.8       23.0       44.5       37.9       30.4       18.2       43.6       31.1
Old  :                 32.1       22.6       46.3       38.2       32.1       18.1       45.9       32.1
Other:                 59.8       62.3       68.9       84.6       59.8       62.3       66.1       84.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   905,840:   182,407    159,762     45,587    561,706    591,191    789,701    796,540:   116,139    109,300
Old  :   905,840:   182,407    159,762     45,587    561,706    591,191    789,701    796,540:   116,139    109,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -16,865:   -42,008     23,641     14,031     14,652    -54,696    -13,325    -17,024:    -3,540        159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       17.6        5.0       62.0       65.3       87.2       87.9:      12.8       12.1
Old  :     100.0:      20.1       17.6        5.0       62.0       65.3       87.2       87.9:      12.8       12.1
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  :       218:        41         40         33         98        106        154        164:
Old  :       218:        41         40         33         98        106        154        164:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       27.5       34.7       36.6       19.5       26.3       32.7       34.4
Old  :                 20.6       27.5       34.7       36.6       19.5       26.3       32.7       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 2,247,896:   199,694    263,022    205,478  1,541,827  1,426,948  1,946,999  1,895,448:   300,897    352,449
Old  : 2,247,896:   199,694    263,022    205,478  1,541,827  1,426,948  1,946,999  1,895,448:   300,897    352,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    90,262:     2,122     29,163       -485    100,195     58,973    101,832     87,651:   -11,570      2,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       11.7        9.1       68.6       63.5       86.6       84.3:      13.4       15.7
Old  :     100.0:       8.9       11.7        9.1       68.6       63.5       86.6       84.3:      13.4       15.7
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  :       282:        40         63         65        146        161        221        254:
Old  :       282:        40         63         65        146        161        221        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       24.3       35.3       30.0       27.5       21.3       33.7       25.9
Old  :                 28.0       24.3       35.3       30.0       27.5       21.3       33.7       25.9
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 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  : 1,554,967:   353,849    147,208     96,827    875,131  1,055,980  1,325,807  1,300,014:   229,160    254,953
Old  : 1,554,967:   353,849    147,208     96,827    875,131  1,055,980  1,325,807  1,300,014:   229,160    254,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :   -31,188:    -2,633     11,786      1,431     -6,658    -51,744     -7,859    -38,528:   -23,329      7,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        9.5        6.2       56.3       67.9       85.3       83.6:      14.7       16.4
Old  :     100.0:      22.8        9.5        6.2       56.3       67.9       85.3       83.6:      14.7       16.4
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  :       190:        34         34         36         88        105        138        159:
Old  :       190:        34         34         36         88        105        138        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       25.4       39.5       33.9       28.3       24.3       35.5       31.9
Old  :                 30.7       25.4       39.5       33.9       28.3       24.3       35.5       31.9
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 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  :   634,682:    81,118     66,493    146,933    374,426    380,853    602,477    594,279:    32,205     40,403
Old  :   634,682:    81,118     66,493    146,933    374,426    380,853    602,477    594,279:    32,205     40,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    21,105:    -6,654      9,752      2,504     22,320      7,372     18,170     19,628:     2,935      1,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       10.5       23.2       59.0       60.0       94.9       93.6:       5.1        6.4
Old  :     100.0:      12.8       10.5       23.2       59.0       60.0       94.9       93.6:       5.1        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  :        97:        19         23         34         46         52         81         95:
Old  :        97:        19         23         34         46         52         81         95:
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  :                 38.3       29.9       50.8       45.8       27.9       20.0       32.7       28.0
Old  :                 38.3       29.9       50.8       45.8       27.9       20.0       32.7       28.0
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 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  :    55,130:    19,296      4,493      1,071     27,921     44,396     48,287     49,960:     6,842      5,169
Old  :    55,130:    19,296      4,493      1,071     27,921     44,396     48,287     49,960:     6,842      5,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :      -886:       757       -555         50     -1,335       -230       -528       -734:      -358       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        8.1        1.9       50.6       80.5       87.6       90.6:      12.4        9.4
Old  :     100.0:      35.0        8.1        1.9       50.6       80.5       87.6       90.6:      12.4        9.4
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  :        98:        31         13          8         31         32         66         49:
Old  :        98:        31         13          8         31         32         66         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       54.1       45.6       66.8       31.6       54.1       45.6       66.3
Old  :                 31.6       54.1       45.6       66.8       31.6       54.1       45.6       66.3
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 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  :   110,259:    38,591      8,986      2,142     55,842     88,793     96,574     99,921:    13,685     10,339
Old  :   110,259:    38,591      8,986      2,142     55,842     88,793     96,574     99,921:    13,685     10,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2012                    :
     :    -1,772:     1,515     -1,109        100     -2,671       -459     -1,055     -1,468:      -716       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        8.1        1.9       50.6       80.5       87.6       90.6:      12.4        9.4
Old  :     100.0:      35.0        8.1        1.9       50.6       80.5       87.6       90.6:      12.4        9.4
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  :        98:        31         13          8         31         32         66         49:
Old  :        98:        31         13          8         31         32         66         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       54.1       45.6       66.8       31.6       54.1       45.6       66.3
Old  :                 31.6       54.1       45.6       66.8       31.6       54.1       45.6       66.3
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 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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
```

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Updated February 24, 2012