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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 26, 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  :   452,291:   107,308    151,075     87,116    220,376    158,981    414,800    397,172:    37,491     55,119
Old  :   247,270:    83,185    120,319     13,488    130,915     86,086    227,588    219,893:    19,682     27,377
Other:   205,021:    58,324     64,957     39,427     89,461     72,895    187,212    177,279:    17,809     27,742
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -31,082:    -9,771      3,611    -14,914     -5,247    -18,496    -29,932    -29,799:    -1,150     -1,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       33.4       19.3       48.7       35.2       91.7       87.8:       8.3       12.2
Old  :     100.0:      33.6       48.7        5.5       52.9       34.8       92.0       88.9:       8.0       11.1
Other:     100.0:      28.4       31.7       19.2       43.6       35.6       91.3       86.5:       8.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       105        140        118        107        112        286        311:
Old  :       355:       107        120         35         81         82        205        221:
Other:       283:        62         94         65         79        101        182        226:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       15.0       27.7       23.5       14.5       13.3       25.4       20.4
Old  :                 21.9       22.9       35.0       35.1       21.9       22.9       34.9       35.1
Other:                 23.8       14.5       35.5       23.4       20.5        9.5       30.4       15.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 26, 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  : 1,242,545:   334,634    196,001    196,215    559,523    622,992  1,090,372  1,015,208:   152,173    227,337
Old  :   906,918:   274,039    180,155    103,923    410,803    468,012    788,765    752,090:   118,153    154,828
Other:   335,627:   143,517     98,768      9,370    148,720    154,980    301,607    263,118:    34,020     72,509
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -70,762:   -29,072     11,809    -11,753    -34,205    -64,792    -75,030    -64,736:     4,268     -6,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       15.8       15.8       45.0       50.1       87.8       81.7:      12.2       18.3
Old  :     100.0:      30.2       19.9       11.5       45.3       51.6       87.0       82.9:      13.0       17.1
Other:     100.0:      42.8       29.4        2.8       44.3       46.2       89.9       78.4:      10.1       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       687:       180        147        196        227        294        517        546:
Old  :       661:       184        127        159        201        277        460        501:
Other:       517:        97        117         35        125        239        246        370:
     :----------------------------------------------------------------------------------------------------
     :             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       13.1       20.3       20.1       10.9       10.3       19.4       15.9
Old  :                 12.8       12.8       22.9       21.5       12.8       12.2       21.8       19.5
Other:                 26.8       23.9       40.4       29.5       26.6       23.4       40.2       28.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 26, 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  :    10,515:     3,594      1,163        160      4,906      8,065      8,660      9,388:     1,855      1,127
Old  :     9,206:     3,576      1,166         17      3,846      7,112      7,439      8,295:     1,767        911
Other:     1,309:       130        109         31      1,060        953      1,221      1,093:        88        216
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -753:       608       -422       -168       -369        -56         71       -646:      -824       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       11.1        1.5       46.7       76.7       82.4       89.3:      17.6       10.7
Old  :     100.0:      38.8       12.7        0.2       41.8       77.3       80.8       90.1:      19.2        9.9
Other:     100.0:       9.9        8.3        2.4       81.0       72.8       93.3       83.5:       6.7       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          7          3         14         12         33         20:
Old  :        43:        17          7          1         12         11         29         19:
Other:        19:         3          2          2          9          9         12         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       59.1       55.4       76.1       34.9       53.6       54.1       68.5
Old  :                 33.5       60.6       56.5       77.2       33.4       55.1       54.0       69.3
Other:                 76.5       62.9       90.8       80.0       73.9       62.7       88.2       77.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 26, 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  :   598,066:   194,318     66,063     90,515    256,815    374,879    541,648    531,457:    56,418     66,609
Old  :   464,309:   171,138     52,341     52,402    195,885    317,142    419,425    421,885:    44,884     42,424
Other:   133,757:    54,082     44,624      7,211     60,930     57,737    122,223    109,572:    11,534     24,185
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -41,445:    -2,543    -19,090    -13,797    -22,349    -11,660    -38,689    -44,547:    -2,756      3,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       11.0       15.1       42.9       62.7       90.6       88.9:       9.4       11.1
Old  :     100.0:      36.9       11.3       11.3       42.2       68.3       90.3       90.9:       9.7        9.1
Other:     100.0:      40.4       33.4        5.4       45.6       43.2       91.4       81.9:       8.6       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       157        111        160        118        136        359        347:
Old  :       430:       153        105        121        102        124        316        307:
Other:       286:        72         93         47         63         87        167        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       18.6       22.4       28.8       13.0       16.1       20.5       23.8
Old  :                 18.4       23.5       27.1       34.4       17.7       22.5       26.4       32.3
Other:                 25.9       23.3       39.6       36.6       25.9       23.2       39.5       35.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 26, 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  :   320,143:    69,598    103,123     39,996    177,518    142,111    287,112    285,230:    33,031     34,913
Old  :   269,845:    63,697    101,438     23,532    157,703    113,892    244,932    238,862:    24,913     30,983
Other:    50,298:    14,718     10,502      7,647     19,815     28,219     42,180     46,368:     8,118      3,930
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -6,852:    -4,034     15,690     -8,320     11,923    -16,036       -431     -8,666:    -6,421      1,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       32.2       12.5       55.4       44.4       89.7       89.1:      10.3       10.9
Old  :     100.0:      23.6       37.6        8.7       58.4       42.2       90.8       88.5:       9.2       11.5
Other:     100.0:      29.3       20.9       15.2       39.4       56.1       83.9       92.2:      16.1        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        68         88         76         67         62        186        186:
Old  :       247:        65         87         62         61         60        165        178:
Other:       119:        38         18         19         42         28         92         61:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       21.2       28.2       30.3       11.9       18.5       20.6       26.1
Old  :                 19.2       20.5       31.0       29.9       14.3       20.4       24.6       29.3
Other:                 21.7       35.7       36.9       53.0       20.4       30.3       32.7       45.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 26, 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  :   779,151:    40,315     57,983     20,784    555,142    521,710    616,241    600,477:   162,910    178,674
Old  :   779,151:    40,315     57,983     20,784    555,142    521,710    616,241    600,477:   162,910    178,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   163,304:    -6,600     -6,627     14,340    126,624    156,279    134,364    163,992:    28,940       -688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        7.4        2.7       71.2       67.0       79.1       77.1:      20.9       22.9
Old  :     100.0:       5.2        7.4        2.7       71.2       67.0       79.1       77.1:      20.9       22.9
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  :       145:        22         32         20         64         72        100        110:
Old  :       145:        22         32         20         64         72        100        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  :                 32.1       25.1       41.8       35.9       17.8       15.0       23.4       21.2
Old  :                 32.1       25.1       41.8       35.9       17.8       15.0       23.4       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, February 26, 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  :   417,174:    19,205     45,666      3,158    312,427    288,330    334,790    337,154:    82,384     80,020
Old  :   417,174:    19,205     45,666      3,158    312,427    288,330    334,790    337,154:    82,384     80,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    43,985:     1,952      2,424         57     34,418     28,620     36,427     31,101:     7,558     12,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.9        0.8       74.9       69.1       80.3       80.8:      19.7       19.2
Old  :     100.0:       4.6       10.9        0.8       74.9       69.1       80.3       80.8:      19.7       19.2
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  :        65:         7          6          5         36         41         44         51:
Old  :        65:         7          6          5         36         41         44         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  :                 33.2       33.6       46.2       47.5       30.1       31.7       41.5       42.4
Old  :                 33.2       33.6       46.2       47.5       30.1       31.7       41.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, February 26, 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  :    10,847:     1,081        537        282      8,734      9,614     10,097     10,433:       750        414
Old  :    10,847:     1,081        537        282      8,734      9,614     10,097     10,433:       750        414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       907:       142         13       -132        860        852        870        733:        37        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.0        2.6       80.5       88.6       93.1       96.2:       6.9        3.8
Old  :     100.0:      10.0        5.0        2.6       80.5       88.6       93.1       96.2:       6.9        3.8
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  :        45:         8          6          7         23         26         37         34:
Old  :        45:         8          6          7         23         26         37         34:
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  :                 44.6       40.3       60.9       59.6       21.0       18.8       29.8       29.5
Old  :                 44.6       40.3       60.9       59.6       21.0       18.8       29.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, February 26, 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  :   276,811:    88,769     29,567     25,263    121,646    193,239    235,678    248,069:    41,133     28,742
Old  :   224,202:    77,405     24,841     15,074     98,241    161,246    190,720    201,161:    33,482     23,041
Other:    52,609:    16,782     10,144      4,771     23,405     31,993     44,958     46,908:     7,651      5,701
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -11,593:      -949     -4,124     -2,014     -6,467     -4,963     -9,430    -11,101:    -2,163       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       10.7        9.1       43.9       69.8       85.1       89.6:      14.9       10.4
Old  :     100.0:      34.5       11.1        6.7       43.8       71.9       85.1       89.7:      14.9       10.3
Other:     100.0:      31.9       19.3        9.1       44.5       60.8       85.5       89.2:      14.5       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        79         38         48         78         70        182        139:
Old  :       215:        73         40         45         73         68        170        135:
Other:       112:        38         18         13         45         25         87         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       35.8       19.4       48.0        8.4       34.4       15.1       41.9
Old  :                 13.7       37.1       22.3       47.8       10.1       36.2       17.8       44.2
Other:                 21.2       40.3       35.5       56.1       19.4       37.9       31.8       51.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 26, 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  :    14,361:     3,409      3,297      1,097      7,391      8,922     11,897     13,316:     2,464      1,045
Old  :    13,899:     3,382      3,423        957      7,323      8,521     11,662     12,901:     2,237        998
Other:       462:       165         12          2         68        401        235        415:       227         47
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -266:       169       -144        145       -148       -384        166       -383:      -432        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       23.0        7.6       51.5       62.1       82.8       92.7:      17.2        7.3
Old  :     100.0:      24.3       24.6        6.9       52.7       61.3       83.9       92.8:      16.1        7.2
Other:     100.0:      35.7        2.6        0.4       14.7       86.8       50.9       89.8:      49.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        19         14         10         28         14         52         35:
Old  :        67:        16         18         10         27         13         51         34:
Other:        17:         6          2          1          6          3         12          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       48.1       40.8       64.4       25.7       47.1       39.5       62.1
Old  :                 27.1       47.8       42.2       64.6       26.6       46.9       40.8       62.5
Other:                 39.6       89.0       48.7       89.8       39.6       89.0       48.7       89.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 26, 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  : 1,147,023:   340,013    200,037     50,147    593,528    786,494    983,688  1,036,678:   163,335    110,345
Old  : 1,147,023:   340,013    200,037     50,147    593,528    786,494    983,688  1,036,678:   163,335    110,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   129,991:    75,264     -5,792        569     15,639    107,515     91,472    102,292:    38,519     27,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       17.4        4.4       51.7       68.6       85.8       90.4:      14.2        9.6
Old  :     100.0:      29.6       17.4        4.4       51.7       68.6       85.8       90.4:      14.2        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        49         35         23         90         93        148        142:
Old  :       213:        49         35         23         90         93        148        142:
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       26.1       34.2       37.5       20.6       24.2       31.8       33.6
Old  :                 20.6       26.1       34.2       37.5       20.6       24.2       31.8       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, February 26, 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  : 2,175,882:   367,168    251,260     87,900  1,379,654  1,435,715  1,834,722  1,774,875:   341,160    401,007
Old  : 2,175,882:   367,168    251,260     87,900  1,379,654  1,435,715  1,834,722  1,774,875:   341,160    401,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    88,121:    36,822    -25,798     16,539    -54,711     73,084     -1,350     63,825:    89,471     24,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.5        4.0       63.4       66.0       84.3       81.6:      15.7       18.4
Old  :     100.0:      16.9       11.5        4.0       63.4       66.0       84.3       81.6:      15.7       18.4
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  :       279:        57         52         53        108        148        188        230:
Old  :       279:        57         52         53        108        148        188        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       17.1       35.2       25.7       20.7       13.7       30.2       20.4
Old  :                 23.4       17.1       35.2       25.7       20.7       13.7       30.2       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 26, 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  : 1,856,633:   256,970    203,144     33,623  1,236,481  1,298,922  1,527,074  1,535,689:   329,559    320,944
Old  : 1,856,633:   256,970    203,144     33,623  1,236,481  1,298,922  1,527,074  1,535,689:   329,559    320,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   222,312:    19,618     29,225    -13,165     81,937    162,678     88,390    178,738:   133,922     43,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       10.9        1.8       66.6       70.0       82.2       82.7:      17.8       17.3
Old  :     100.0:      13.8       10.9        1.8       66.6       70.0       82.2       82.7:      17.8       17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        26         44         16         83         99        120        148:
Old  :       195:        26         44         16         83         99        120        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       25.3       40.9       35.6       26.0       24.8       38.6       34.5
Old  :                 26.4       25.3       40.9       35.6       26.0       24.8       38.6       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 26, 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  :   344,739:    19,427     26,231     51,593    252,649    230,719    323,669    308,543:    21,070     36,196
Old  :   344,739:    19,427     26,231     51,593    252,649    230,719    323,669    308,543:    21,070     36,196
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     9,456:    -2,085      2,030       -642      7,319      1,677      4,592      3,065:     4,864      6,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        7.6       15.0       73.3       66.9       93.9       89.5:       6.1       10.5
Old  :     100.0:       5.6        7.6       15.0       73.3       66.9       93.9       89.5:       6.1       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        12         18         22         36         40         60         69:
Old  :        76:        12         18         22         36         40         60         69:
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  :                 40.6       27.5       54.1       39.5       32.7       21.0       40.7       27.7
Old  :                 40.6       27.5       54.1       39.5       32.7       21.0       40.7       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, February 26, 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  :    62,136:    20,854      5,422        296     30,244     48,163     51,394     53,881:    10,742      8,255
Old  :    62,136:    20,854      5,422        296     30,244     48,163     51,394     53,881:    10,742      8,255
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       332:     1,851        133        206     -1,965       -574         91       -236:       241        568
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.7        0.5       48.7       77.5       82.7       86.7:      17.3       13.3
Old  :     100.0:      33.6        8.7        0.5       48.7       77.5       82.7       86.7:      17.3       13.3
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  :       114:        38         19          5         38         29         77         52:
Old  :       114:        38         19          5         38         29         77         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       41.9       36.7       61.9       22.6       40.4       36.2       60.4
Old  :                 22.8       41.9       36.7       61.9       22.6       40.4       36.2       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 26, 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  :   124,271:    41,708     10,844        591     60,488     96,326    102,787    107,761:    21,484     16,510
Old  :   124,271:    41,708     10,844        591     60,488     96,326    102,787    107,761:    21,484     16,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       664:     3,701        265        411     -3,930     -1,148        182       -472:       482      1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        8.7        0.5       48.7       77.5       82.7       86.7:      17.3       13.3
Old  :     100.0:      33.6        8.7        0.5       48.7       77.5       82.7       86.7:      17.3       13.3
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  :       114:        38         19          5         38         29         77         52:
Old  :       114:        38         19          5         38         29         77         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       41.9       36.7       61.9       22.6       40.4       36.2       60.4
Old  :                 22.8       41.9       36.7       61.9       22.6       40.4       36.2       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, February 26, 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  :    12,837:     7,087     11,626      1,206      4,426          0     12,719     12,832:       118          5
Old  :    12,837:     7,087     11,626      1,206      4,426          0     12,719     12,832:       118          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,459:     1,306      2,489        -30      1,183          0      2,459      2,459:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       90.6        9.4       34.5        0.0       99.1      100.0:       0.9        0.0
Old  :     100.0:      55.2       90.6        9.4       34.5        0.0       99.1      100.0:       0.9        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          3          0         16         10:
Old  :        23:        11          9          3          3          0         16         10:
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  :                 68.8       86.8       86.5       99.0       68.8       83.8       83.5       90.1
Old  :                 68.8       86.8       86.5       99.0       68.8       83.8       83.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, February 26, 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  :    12,308:     4,173      5,988         11      8,084      6,156     12,268     12,155:        40        153
Old  :    12,308:     4,173      5,988         11      8,084      6,156     12,268     12,155:        40        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       426:       362        -51         -4         65        435        423        380:         3         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       48.7        0.1       65.7       50.0       99.7       98.8:       0.3        1.2
Old  :     100.0:      33.9       48.7        0.1       65.7       50.0       99.7       98.8:       0.3        1.2
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  :        25:         4          7          2          4         12         10         19:
Old  :        25:         4          7          2          4         12         10         19:
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  :                 98.3       65.6       99.7       84.4       98.3       65.5       99.6       84.3
Old  :                 98.3       65.6       99.7       84.4       98.3       65.5       99.6       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders - Futures Only, February 26, 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  :     6,865:       470        916          0      6,280      5,884      6,750      6,800:       115         65
Old  :     6,865:       470        916          0      6,280      5,884      6,750      6,800:       115         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       339:       203        405          0        131        -76        334        329:         5         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.3        0.0       91.5       85.7       98.3       99.1:       1.7        0.9
Old  :     100.0:       6.8       13.3        0.0       91.5       85.7       98.3       99.1:       1.7        0.9
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  :        22:         3          5          0          5         10          8         15:
Old  :        22:         3          5          0          5         10          8         15:
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  :                 94.8       71.0       98.3       90.6       94.8       71.0       97.7       90.6
Old  :                 94.8       71.0       98.3       90.6       94.8       71.0       97.7       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 1, 2013