```
  
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      452,291
COMMITMENTS
 107,308  151,075   87,116  220,376  158,981  414,800  397,172   37,491   55,119

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -31,082)
  -9,771    3,611  -14,914   -5,247  -18,496  -29,932  -29,799   -1,150   -1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     33.4     19.3     48.7     35.2     91.7     87.8      8.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
     105      140      118      107      112      286      311
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,242,545
COMMITMENTS
 334,634  196,001  196,215  559,523  622,992  1090372  1015208  152,173  227,337

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -70,762)
 -29,072   11,809  -11,753  -34,205  -64,792  -75,030  -64,736    4,268   -6,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     15.8     15.8     45.0     50.1     87.8     81.7     12.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      687)
     180      147      196      227      294      517      546
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,515
COMMITMENTS
   3,594    1,163      160    4,906    8,065    8,660    9,388    1,855    1,127

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -753)
     608     -422     -168     -369      -56       71     -646     -824     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     11.1      1.5     46.7     76.7     82.4     89.3     17.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        7        3       14       12       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      598,066
COMMITMENTS
 194,318   66,063   90,515  256,815  374,879  541,648  531,457   56,418   66,609

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -41,445)
  -2,543  -19,090  -13,797  -22,349  -11,660  -38,689  -44,547   -2,756    3,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     11.0     15.1     42.9     62.7     90.6     88.9      9.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     157      111      160      118      136      359      347
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      320,143
COMMITMENTS
  69,598  103,123   39,996  177,518  142,111  287,112  285,230   33,031   34,913

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -6,852)
  -4,034   15,690   -8,320   11,923  -16,036     -431   -8,666   -6,421    1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     32.2     12.5     55.4     44.4     89.7     89.1     10.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      68       88       76       67       62      186      186
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      779,151
COMMITMENTS
  40,315   57,983   20,784  555,142  521,710  616,241  600,477  162,910  178,674

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    163,304)
  -6,600   -6,627   14,340  126,624  156,279  134,364  163,992   28,940     -688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      7.4      2.7     71.2     67.0     79.1     77.1     20.9     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      22       32       20       64       72      100      110
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      417,174
COMMITMENTS
  19,205   45,666    3,158  312,427  288,330  334,790  337,154   82,384   80,020

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     43,985)
   1,952    2,424       57   34,418   28,620   36,427   31,101    7,558   12,884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     10.9      0.8     74.9     69.1     80.3     80.8     19.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        6        5       36       41       44       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,847
COMMITMENTS
   1,081      537      282    8,734    9,614   10,097   10,433      750      414

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        907)
     142       13     -132      860      852      870      733       37      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.0      2.6     80.5     88.6     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6        7       23       26       37       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      276,811
COMMITMENTS
  88,769   29,567   25,263  121,646  193,239  235,678  248,069   41,133   28,742

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -11,593)
    -949   -4,124   -2,014   -6,467   -4,963   -9,430  -11,101   -2,163     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     10.7      9.1     43.9     69.8     85.1     89.6     14.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      79       38       48       78       70      182      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,361
COMMITMENTS
   3,409    3,297    1,097    7,391    8,922   11,897   13,316    2,464    1,045

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -266)
     169     -144      145     -148     -384      166     -383     -432      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     23.0      7.6     51.5     62.1     82.8     92.7     17.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       14       10       28       14       52       35
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,147,023
COMMITMENTS
 340,013  200,037   50,147  593,528  786,494  983,688  1036678  163,335  110,345

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    129,991)
  75,264   -5,792      569   15,639  107,515   91,472  102,292   38,519   27,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     17.4      4.4     51.7     68.6     85.8     90.4     14.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      49       35       23       90       93      148      142
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,175,882
COMMITMENTS
 367,168  251,260   87,900  1379654  1435715  1834722  1774875  341,160  401,007

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     88,121)
  36,822  -25,798   16,539  -54,711   73,084   -1,350   63,825   89,471   24,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     11.5      4.0     63.4     66.0     84.3     81.6     15.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      57       52       53      108      148      188      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,856,633
COMMITMENTS
 256,970  203,144   33,623  1236481  1298922  1527074  1535689  329,559  320,944

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    222,312)
  19,618   29,225  -13,165   81,937  162,678   88,390  178,738  133,922   43,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     10.9      1.8     66.6     70.0     82.2     82.7     17.8     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      26       44       16       83       99      120      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      344,739
COMMITMENTS
  19,427   26,231   51,593  252,649  230,719  323,669  308,543   21,070   36,196

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      9,456)
  -2,085    2,030     -642    7,319    1,677    4,592    3,065    4,864    6,391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      7.6     15.0     73.3     66.9     93.9     89.5      6.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12       18       22       36       40       60       69
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,136
COMMITMENTS
  20,854    5,422      296   30,244   48,163   51,394   53,881   10,742    8,255

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        332)
   1,851      133      206   -1,965     -574       91     -236      241      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.7      0.5     48.7     77.5     82.7     86.7     17.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      38       19        5       38       29       77       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      124,271
COMMITMENTS
  41,708   10,844      591   60,488   96,326  102,787  107,761   21,484   16,510

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        664)
   3,701      265      411   -3,930   -1,148      182     -472      482    1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.7      0.5     48.7     77.5     82.7     86.7     17.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      38       19        5       38       29       77       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,837
COMMITMENTS
   7,087   11,626    1,206    4,426        0   12,719   12,832      118        5

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,459)
   1,306    2,489      -30    1,183        0    2,459    2,459        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2     90.6      9.4     34.5      0.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        3        3        0       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,308
COMMITMENTS
   4,173    5,988       11    8,084    6,156   12,268   12,155       40      153

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        426)
     362      -51       -4       65      435      423      380        3       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     48.7      0.1     65.7     50.0     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        2        4       12       10       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 02/26/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        6,865
COMMITMENTS
     470      916        0    6,280    5,884    6,750    6,800      115       65

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        339)
     203      405        0      131      -76      334      329        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     13.3      0.0     91.5     85.7     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        0        5       10        8       15
```

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Updated March 1, 2013