```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   453,923:   123,368    148,428     87,518    206,017    164,242    416,903    400,188:    37,020     53,735
Old  :   218,917:    87,617    100,221     11,580    102,357     85,416    201,554    197,217:    17,363     21,700
Other:   235,006:    62,291     74,747     49,398    103,660     78,826    215,349    202,971:    19,657     32,035
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -16,398:     2,256     -5,782     -8,812     -9,609        314    -16,165    -14,280:      -233     -2,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       32.7       19.3       45.4       36.2       91.8       88.2:       8.2       11.8
Old  :     100.0:      40.0       45.8        5.3       46.8       39.0       92.1       90.1:       7.9        9.9
Other:     100.0:      26.5       31.8       21.0       44.1       33.5       91.6       86.4:       8.4       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       116        137        121         93        102        282        300:
Old  :       343:       112        113         26         60         65        187        189:
Other:       294:        70         98         75         74         96        193        231:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       15.8       25.6       24.4       14.1       13.0       24.2       20.4
Old  :                 19.5       27.0       31.3       40.0       19.5       27.0       31.1       40.0
Other:                 22.9       16.9       33.6       25.2       18.6       11.2       27.5       17.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,290,733:   396,379    166,138    209,606    543,892    695,608  1,149,877  1,071,352:   140,856    219,381
Old  :   910,634:   320,922    140,345    107,707    382,661    518,792    811,290    766,844:    99,344    143,790
Other:   380,099:   168,101    118,437      9,255    161,231    176,816    338,587    304,508:    41,512     75,591
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    66,417:    41,495    -11,114      4,084     20,575     73,773     66,154     66,743:       263       -326
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       12.9       16.2       42.1       53.9       89.1       83.0:      10.9       17.0
Old  :     100.0:      35.2       15.4       11.8       42.0       57.0       89.1       84.2:      10.9       15.8
Other:     100.0:      44.2       31.2        2.4       42.4       46.5       89.1       80.1:      10.9       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       195        155        195        211        324        522        577:
Old  :       705:       193        143        155        171        303        449        525:
Other:       563:       106        126         47        144        263        281        409:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       15.0       20.8       21.4       10.7       12.4       19.1       17.4
Old  :                 13.1       13.6       23.3       22.0       12.5       12.0       21.9       18.7
Other:                 25.6       24.4       37.5       31.5       25.6       24.2       37.4       30.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,672:     4,297        955        265      3,868      8,439      8,430      9,659:     2,242      1,013
Old  :     8,928:     4,269        926          0      2,527      7,153      6,796      8,079:     2,132        849
Other:     1,744:       257        258         36      1,341      1,286      1,634      1,580:       110        164
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :       453:       368       -345         15       -248        734        135        404:       318         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3        8.9        2.5       36.2       79.1       79.0       90.5:      21.0        9.5
Old  :     100.0:      47.8       10.4        0.0       28.3       80.1       76.1       90.5:      23.9        9.5
Other:     100.0:      14.7       14.8        2.1       76.9       73.7       93.7       90.6:       6.3        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16          7          3         12         12         31         19:
Old  :        42:        16          7          0          8         11         24         18:
Other:        23:         2          5          3          9         11         13         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       57.3       57.6       76.3       43.0       57.3       57.2       73.2
Old  :                 41.9       59.1       58.5       77.8       41.9       59.1       58.5       77.8
Other:                 77.1       60.3       90.9       77.6       74.0       60.1       85.4       77.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   582,483:   184,102     73,860     82,028    262,249    361,798    528,379    517,686:    54,104     64,797
Old  :   427,585:   158,998     55,436     40,554    185,603    294,451    385,155    390,441:    42,430     37,144
Other:   154,898:    58,399     51,719      8,179     76,646     67,347    143,224    127,245:    11,674     27,653
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -22,617:   -20,179      3,153     -3,284      5,511    -23,339    -17,952    -23,470:    -4,665        853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       12.7       14.1       45.0       62.1       90.7       88.9:       9.3       11.1
Old  :     100.0:      37.2       13.0        9.5       43.4       68.9       90.1       91.3:       9.9        8.7
Other:     100.0:      37.7       33.4        5.3       49.5       43.5       92.5       82.1:       7.5       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       452:       161        127        152        110        128        352        343:
Old  :       427:       166        110        108         87        111        302        287:
Other:       304:        74        108         50         70         84        183        210:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       19.1       24.9       28.6       15.2       16.6       22.6       24.0
Old  :                 22.3       24.8       30.8       35.5       22.0       23.3       30.5       33.0
Other:                 22.9       20.5       35.0       33.1       22.9       19.3       34.3       29.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   337,326:    66,643    113,996     44,563    195,493    142,585    306,699    301,144:    30,627     36,182
Old  :   268,525:    61,630    109,803     21,208    165,322    106,423    248,160    237,434:    20,365     31,091
Other:    68,801:    18,226     17,406     10,142     30,171     36,162     58,539     63,710:    10,262      5,091
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    12,245:    -1,950        520      6,211     10,076      6,509     14,337     13,240:    -2,092       -995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       33.8       13.2       58.0       42.3       90.9       89.3:       9.1       10.7
Old  :     100.0:      23.0       40.9        7.9       61.6       39.6       92.4       88.4:       7.6       11.6
Other:     100.0:      26.5       25.3       14.7       43.9       52.6       85.1       92.6:      14.9        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        65         87         77         68         58        182        184:
Old  :       244:        67         85         65         59         55        160        176:
Other:       128:        38         27         21         46         28         98         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  :                 21.5       18.8       33.1       27.9       14.3       16.9       23.8       24.8
Old  :                 25.8       20.1       37.7       30.4       22.7       19.8       34.6       29.6
Other:                 22.3       39.6       37.5       54.9       19.3       34.8       31.0       46.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   612,710:    55,869     76,491      5,317    426,736    371,915    487,922    453,723:   124,788    158,987
Old  :   612,710:    55,869     76,491      5,317    426,736    371,915    487,922    453,723:   124,788    158,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -29,275:    -8,888      2,332       -331    -17,401    -15,638    -26,620    -13,637:    -2,655    -15,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       12.5        0.9       69.6       60.7       79.6       74.1:      20.4       25.9
Old  :     100.0:       9.1       12.5        0.9       69.6       60.7       79.6       74.1:      20.4       25.9
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  :       160:        23         35          8         68         73         97        110:
Old  :       160:        23         35          8         68         73         97        110:
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  :                 27.5       18.1       36.6       27.2       24.4       16.0       32.8       24.1
Old  :                 27.5       18.1       36.6       27.2       24.4       16.0       32.8       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 - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   381,333:    25,266     53,334      3,444    279,369    267,532    308,079    324,310:    73,254     57,023
Old  :   381,333:    25,266     53,334      3,444    279,369    267,532    308,079    324,310:    73,254     57,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    -5,762:      -353      1,908        417     -3,660      1,197     -3,596      3,522:    -2,166     -9,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       14.0        0.9       73.3       70.2       80.8       85.0:      19.2       15.0
Old  :     100.0:       6.6       14.0        0.9       73.3       70.2       80.8       85.0:      19.2       15.0
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  :        68:         7          7          4         34         41         42         51:
Old  :        68:         7          7          4         34         41         42         51:
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  :                 37.0       37.8       51.2       51.1       33.9       37.7       45.9       50.7
Old  :                 37.0       37.8       51.2       51.1       33.9       37.7       45.9       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    10,924:     1,106      1,148        705      8,423      8,720     10,234     10,573:       690        351
Old  :    10,924:     1,106      1,148        705      8,423      8,720     10,234     10,573:       690        351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :      -312:         2        175         32       -368       -510       -334       -303:        22         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       10.5        6.5       77.1       79.8       93.7       96.8:       6.3        3.2
Old  :     100.0:      10.1       10.5        6.5       77.1       79.8       93.7       96.8:       6.3        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10          5          9         24         27         41         37:
Old  :        50:        10          5          9         24         27         41         37:
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  :                 48.2       40.9       61.8       63.9       22.5       20.8       30.0       32.1
Old  :                 48.2       40.9       61.8       63.9       22.5       20.8       30.0       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   280,843:    90,994     33,749     34,118    114,806    186,279    239,918    254,146:    40,925     26,697
Old  :   224,127:    80,536     27,214     22,777     88,226    152,981    191,539    202,972:    32,588     21,155
Other:    56,716:    16,801     12,878      4,998     26,580     33,298     48,379     51,174:     8,337      5,542
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -11,236:   -12,965         89       -708      3,412    -11,855    -10,261    -12,474:      -975      1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       12.0       12.1       40.9       66.3       85.4       90.5:      14.6        9.5
Old  :     100.0:      35.9       12.1       10.2       39.4       68.3       85.5       90.6:      14.5        9.4
Other:     100.0:      29.6       22.7        8.8       46.9       58.7       85.3       90.2:      14.7        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        79         38         50         83         74        187        143:
Old  :       217:        77         37         47         77         70        175        136:
Other:       122:        33         24         12         53         29         93         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.7       35.5       16.2       46.9        8.7       34.6       15.5       42.8
Old  :                 10.6       37.5       18.6       47.5       10.6       37.2       18.6       44.8
Other:                 20.6       36.3       33.7       53.2       20.6       33.6       32.3       48.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    15,144:     3,930      6,756        540      7,842      5,892     12,312     13,188:     2,832      1,956
Old  :    14,589:     3,864      6,808        456      7,681      5,468     12,001     12,732:     2,588      1,857
Other:       555:       147         29          3        161        424        311        456:       244         99
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :     1,623:       393      2,071        178      1,082       -922      1,653      1,327:       -30        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       44.6        3.6       51.8       38.9       81.3       87.1:      18.7       12.9
Old  :     100.0:      26.5       46.7        3.1       52.6       37.5       82.3       87.3:      17.7       12.7
Other:     100.0:      26.5        5.2        0.5       29.0       76.4       56.0       82.2:      44.0       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        24         21          7         25         11         51         39:
Old  :        76:        24         23          5         24         10         50         36:
Other:        19:         7          3          1          6          4         13          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       39.9       42.0       56.5       28.2       38.2       41.4       54.6
Old  :                 29.4       40.1       43.6       56.6       29.4       38.9       43.6       54.9
Other:                 42.3       78.0       52.6       82.2       42.3       78.0       52.6       80.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   937,169:   314,855    177,947     27,952    467,654    652,264    810,461    858,163:   126,708     79,006
Old  :   937,169:   314,855    177,947     27,952    467,654    652,264    810,461    858,163:   126,708     79,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -86,682:   -14,162     -5,540         27    -68,504    -77,584    -82,639    -83,097:    -4,043     -3,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       19.0        3.0       49.9       69.6       86.5       91.6:      13.5        8.4
Old  :     100.0:      33.6       19.0        3.0       49.9       69.6       86.5       91.6:      13.5        8.4
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  :       206:        51         34         18         78         87        136        132:
Old  :       206:        51         34         18         78         87        136        132:
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  :                 19.8       28.8       31.1       41.3       19.5       27.9       29.1       38.8
Old  :                 19.8       28.8       31.1       41.3       19.5       27.9       29.1       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,108,233:   320,503    323,798     62,360  1,430,370  1,388,312  1,813,233  1,774,470:   295,000    333,763
Old  : 2,108,233:   320,503    323,798     62,360  1,430,370  1,388,312  1,813,233  1,774,470:   295,000    333,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :     6,807:    56,944      2,893    -18,734    -56,439      2,628    -18,229    -13,213:    25,036     20,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.4        3.0       67.8       65.9       86.0       84.2:      14.0       15.8
Old  :     100.0:      15.2       15.4        3.0       67.8       65.9       86.0       84.2:      14.0       15.8
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  :       300:        50         70         40        116        135        187        224:
Old  :       300:        50         70         40        116        135        187        224:
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  :                 30.8       17.0       43.0       25.8       28.0       14.2       38.8       21.3
Old  :                 30.8       17.0       43.0       25.8       28.0       14.2       38.8       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,690,194:   297,114    218,418     19,872  1,152,769  1,209,777  1,469,755  1,448,067:   220,439    242,127
Old  : 1,690,194:   297,114    218,418     19,872  1,152,769  1,209,777  1,469,755  1,448,067:   220,439    242,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    29,872:    30,107     24,625    -11,669      4,862     20,636     23,300     33,592:     6,572     -3,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       12.9        1.2       68.2       71.6       87.0       85.7:      13.0       14.3
Old  :     100.0:      17.6       12.9        1.2       68.2       71.6       87.0       85.7:      13.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        27         44         17         79        104        116        155:
Old  :       204:        27         44         17         79        104        116        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       29.1       48.7       40.2       31.8       28.2       47.6       38.6
Old  :                 32.2       29.1       48.7       40.2       31.8       28.2       47.6       38.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   350,306:    26,725     38,212     56,506    243,631    221,649    326,862    316,367:    23,444     33,939
Old  :   350,306:    26,725     38,212     56,506    243,631    221,649    326,862    316,367:    23,444     33,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    20,962:     8,152     -1,248      2,461      8,037     20,003     18,650     21,216:     2,312       -254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       10.9       16.1       69.5       63.3       93.3       90.3:       6.7        9.7
Old  :     100.0:       7.6       10.9       16.1       69.5       63.3       93.3       90.3:       6.7        9.7
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  :        69:        18         12         21         29         37         52         66:
Old  :        69:        18         12         21         29         37         52         66:
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  :                 40.2       28.7       53.8       43.9       30.7       25.9       37.2       34.0
Old  :                 40.2       28.7       53.8       43.9       30.7       25.9       37.2       34.0
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 - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    53,674:    22,914      3,891        117     22,205     41,184     45,235     45,192:     8,439      8,483
Old  :    53,674:    22,914      3,891        117     22,205     41,184     45,235     45,192:     8,439      8,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -49,027:       704     -2,311     -1,153    -45,007    -39,265    -45,456    -42,729:    -3,571     -6,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        7.2        0.2       41.4       76.7       84.3       84.2:      15.7       15.8
Old  :     100.0:      42.7        7.2        0.2       41.4       76.7       84.3       84.2:      15.7       15.8
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  :       107:        37         17          4         30         28         67         49:
Old  :       107:        37         17          4         30         28         67         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  :                 28.0       32.8       42.5       57.3       27.6       32.4       42.1       57.0
Old  :                 28.0       32.8       42.5       57.3       27.6       32.4       42.1       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   107,348:    45,827      7,782        233     44,410     82,368     90,470     90,383:    16,878     16,965
Old  :   107,348:    45,827      7,782        233     44,410     82,368     90,470     90,383:    16,878     16,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -56,361:     4,025     -5,782       -236    -56,167    -44,183    -52,378    -50,201:    -3,983     -6,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7        7.2        0.2       41.4       76.7       84.3       84.2:      15.7       15.8
Old  :     100.0:      42.7        7.2        0.2       41.4       76.7       84.3       84.2:      15.7       15.8
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  :       107:        37         17          4         30         28         67         49:
Old  :       107:        37         17          4         30         28         67         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  :                 28.0       32.8       42.5       57.3       27.6       32.4       42.1       57.0
Old  :                 28.0       32.8       42.5       57.3       27.6       32.4       42.1       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,615:     8,297     11,252      1,168      2,859        191     12,324     12,611:       291          4
Old  :    12,615:     8,297     11,252      1,168      2,859        191     12,324     12,611:       291          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :        86:     1,117        195       -297       -883        191        -63         89:       149         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       89.2        9.3       22.7        1.5       97.7      100.0:       2.3        0.0
Old  :     100.0:      65.8       89.2        9.3       22.7        1.5       97.7      100.0:       2.3        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  :        23:        11          9          3          2          1         15         11:
Old  :        23:        11          9          3          2          1         15         11:
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  :                 68.5       89.8       88.4       98.2       68.5       84.8       85.3       89.6
Old  :                 68.5       89.8       88.4       98.2       68.5       84.8       85.3       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,647:     1,496      5,418         17      7,092      3,102      8,605      8,537:        42        110
Old  :     8,647:     1,496      5,418         17      7,092      3,102      8,605      8,537:        42        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    -2,614:      -789         32     -1,127       -705     -1,497     -2,621     -2,592:         7        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       62.7        0.2       82.0       35.9       99.5       98.7:       0.5        1.3
Old  :     100.0:      17.3       62.7        0.2       82.0       35.9       99.5       98.7:       0.5        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          7          2          3          9          9         16:
Old  :        22:         4          7          2          3          9          9         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  :                 97.4       78.7       99.5       92.7       97.4       78.5       99.3       92.5
Old  :                 97.4       78.7       99.5       92.7       97.4       78.5       99.3       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    14,071:     4,220      1,933         36      9,788     12,062     14,044     14,031:        27         40
Old  :    14,071:     4,220      1,933         36      9,788     12,062     14,044     14,031:        27         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       13.7        0.3       69.6       85.7       99.8       99.7:       0.2        0.3
Old  :     100.0:      30.0       13.7        0.3       69.6       85.7       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          6          1          7          8         10         14:
Old  :        23:         2          6          1          7          8         10         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  :                 86.5       71.0       99.3       92.6       86.5       71.0       99.3       92.6
Old  :                 86.5       71.0       99.3       92.6       86.5       71.0       99.3       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 22, 2013