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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 5, 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  :   460,888:   111,687    153,893     93,919    217,785    158,297    423,391    406,109:    37,497     54,779
Old  :   244,382:    88,126    123,979     11,333    125,597     83,927    225,056    219,239:    19,326     25,143
Other:   216,506:    62,930     69,283     43,217     92,188     74,370    198,335    186,870:    18,171     29,636
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     8,597:     4,379      2,818      6,803     -2,591       -684      8,591      8,937:         6       -340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       33.4       20.4       47.3       34.3       91.9       88.1:       8.1       11.9
Old  :     100.0:      36.1       50.7        4.6       51.4       34.3       92.1       89.7:       7.9       10.3
Other:     100.0:      29.1       32.0       20.0       42.6       34.4       91.6       86.3:       8.4       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       113        139        114        102        107        290        300:
Old  :       357:       112        119         23         64         70        189        199:
Other:       290:        75         90         72         78         98        198        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       15.2       26.1       24.0       13.9       13.7       24.1       20.7
Old  :                 21.1       24.5       34.1       37.5       21.1       24.5       34.1       37.5
Other:                 22.7       14.3       33.8       23.4       19.1        9.6       28.9       16.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 5, 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  : 1,204,304:   350,876    191,102    200,881    516,008    598,721  1,067,765    990,704:   136,539    213,600
Old  :   865,402:   291,808    173,538    103,197    369,934    447,303    764,939    724,038:   100,463    141,364
Other:   338,902:   147,556    106,052      9,196    146,074    151,418    302,826    266,666:    36,076     72,236
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -38,241:    16,242     -4,899      4,666    -43,515    -24,271    -22,607    -24,504:   -15,634    -13,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       15.9       16.7       42.8       49.7       88.7       82.3:      11.3       17.7
Old  :     100.0:      33.7       20.1       11.9       42.7       51.7       88.4       83.7:      11.6       16.3
Other:     100.0:      43.5       31.3        2.7       43.1       44.7       89.4       78.7:      10.6       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       704:       193        144        194        211        301        506        555:
Old  :       678:       194        131        154        178        283        440        510:
Other:       527:        98        119         39        131        243        254        378:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       12.9       21.2       19.6       11.4       11.4       20.1       17.3
Old  :                 13.7       13.1       23.8       20.5       13.5       13.1       23.0       20.0
Other:                 27.1       23.6       39.6       29.3       26.9       23.1       39.4       28.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 5, 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  :    10,336:     3,544      1,374        195      4,608      7,814      8,347      9,383:     1,989        953
Old  :     8,872:     3,526      1,425          0      3,450      6,709      6,976      8,134:     1,896        738
Other:     1,464:       178        109         35      1,158      1,105      1,371      1,249:        93        215
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :      -179:       -50        211         35       -298       -251       -313         -5:       134       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       13.3        1.9       44.6       75.6       80.8       90.8:      19.2        9.2
Old  :     100.0:      39.7       16.1        0.0       38.9       75.6       78.6       91.7:      21.4        8.3
Other:     100.0:      12.2        7.4        2.4       79.1       75.5       93.6       85.3:       6.4       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        15          6          2         13         12         30         18:
Old  :        40:        15          6          0          9         11         24         17:
Other:        19:         2          3          2          9         10         12         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.9       57.8       56.0       76.9       36.9       53.1       55.8       72.2
Old  :                 36.0       59.2       57.5       79.5       36.0       54.6       55.7       74.2
Other:                 78.9       66.1       91.7       81.2       75.6       65.9       88.4       78.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 5, 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  :   593,117:   194,052     70,894     88,781    252,773    371,322    535,606    530,997:    57,511     62,120
Old  :   448,074:   172,687     57,963     45,464    184,255    308,143    402,406    411,570:    45,668     36,504
Other:   145,043:    57,032     48,598      7,650     68,518     63,179    133,200    119,427:    11,843     25,616
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    -4,949:      -266      4,831     -1,734     -4,042     -3,557     -6,042       -460:     1,093     -4,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       12.0       15.0       42.6       62.6       90.3       89.5:       9.7       10.5
Old  :     100.0:      38.5       12.9       10.1       41.1       68.8       89.8       91.9:      10.2        8.1
Other:     100.0:      39.3       33.5        5.3       47.2       43.6       91.8       82.3:       8.2       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       449:       161        116        162        108        132        356        346:
Old  :       435:       167        107        107         91        116        310        290:
Other:       291:        66        107         46         64         88        166        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       18.7       22.7       28.1       13.0       16.4       20.4       23.3
Old  :                 19.0       24.2       27.9       35.2       18.9       23.3       27.7       33.3
Other:                 24.6       22.2       37.1       34.7       24.6       18.8       36.8       30.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 5, 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  :   323,718:    65,574    111,691     40,979    185,328    133,583    291,881    286,253:    31,837     37,465
Old  :   267,643:    62,583    108,872     21,046    160,808    104,774    244,437    234,692:    23,206     32,951
Other:    56,075:    14,242     14,070      8,682     24,520     28,809     47,444     51,561:     8,631      4,514
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     3,575:    -4,024      8,568        983      7,810     -8,528      4,769      1,023:    -1,194      2,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       34.5       12.7       57.2       41.3       90.2       88.4:       9.8       11.6
Old  :     100.0:      23.4       40.7        7.9       60.1       39.1       91.3       87.7:       8.7       12.3
Other:     100.0:      25.4       25.1       15.5       43.7       51.4       84.6       92.0:      15.4        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        62         92         79         68         56        183        186:
Old  :       243:        60         93         64         62         53        162        177:
Other:       124:        38         22         23         46         28         98         66:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       19.0       30.3       27.8       12.4       16.6       21.6       24.2
Old  :                 21.7       18.8       34.0       28.5       16.6       18.5       28.4       27.6
Other:                 22.2       38.7       39.2       54.2       20.1       32.4       33.7       46.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 5, 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  :   641,634:    60,422     63,374      5,293    444,891    418,144    510,606    486,811:   131,028    154,823
Old  :   641,634:    60,422     63,374      5,293    444,891    418,144    510,606    486,811:   131,028    154,823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :  -137,517:    20,107      5,391    -15,491   -110,251   -103,566   -105,635   -113,666:   -31,882    -23,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        9.9        0.8       69.3       65.2       79.6       75.9:      20.4       24.1
Old  :     100.0:       9.4        9.9        0.8       69.3       65.2       79.6       75.9:      20.4       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        22         35          9         69         74         98        111:
Old  :       153:        22         35          9         69         74         98        111:
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  :                 28.1       21.5       38.0       31.1       24.4       19.9       32.4       27.5
Old  :                 28.1       21.5       38.0       31.1       24.4       19.9       32.4       27.5
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 5, 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  :   406,899:    25,473     50,844      3,806    303,035    280,656    332,314    335,306:    74,585     71,593
Old  :   406,899:    25,473     50,844      3,806    303,035    280,656    332,314    335,306:    74,585     71,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -10,275:     6,268      5,178        648     -9,392     -7,674     -2,476     -1,848:    -7,799     -8,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       12.5        0.9       74.5       69.0       81.7       82.4:      18.3       17.6
Old  :     100.0:       6.3       12.5        0.9       74.5       69.0       81.7       82.4:      18.3       17.6
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  :        65:         7          6          6         37         39         47         48:
Old  :        65:         7          6          6         37         39         47         48:
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  :                 34.0       38.7       47.1       51.8       31.1       34.4       41.9       45.9
Old  :                 34.0       38.7       47.1       51.8       31.1       34.4       41.9       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 5, 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  :    11,380:     1,178        475        442      9,118     10,200     10,738     11,117:       642        263
Old  :    11,380:     1,178        475        442      9,118     10,200     10,738     11,117:       642        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       533:        97        -62        160        384        586        641        684:      -108       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.2        3.9       80.1       89.6       94.4       97.7:       5.6        2.3
Old  :     100.0:      10.4        4.2        3.9       80.1       89.6       94.4       97.7:       5.6        2.3
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  :        49:        11          4          9         25         26         42         36:
Old  :        49:        11          4          9         25         26         42         36:
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  :                 44.1       41.1       61.0       63.8       19.0       18.3       26.1       26.7
Old  :                 44.1       41.1       61.0       63.8       19.0       18.3       26.1       26.7
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 5, 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  :   282,271:    96,223     31,667     32,661    112,056    191,681    240,940    256,009:    41,331     26,262
Old  :   226,757:    85,820     26,578     21,346     85,966    158,647    193,132    206,571:    33,625     20,186
Other:    55,514:    16,665     11,351      5,053     26,090     33,034     47,808     49,438:     7,706      6,076
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     5,460:     7,454      2,100      7,398     -9,590     -1,558      5,262      7,940:       198     -2,480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       11.2       11.6       39.7       67.9       85.4       90.7:      14.6        9.3
Old  :     100.0:      37.8       11.7        9.4       37.9       70.0       85.2       91.1:      14.8        8.9
Other:     100.0:      30.0       20.4        9.1       47.0       59.5       86.1       89.1:      13.9       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        85         38         50         79         70        187        141:
Old  :       222:        79         40         44         72         69        171        137:
Other:       117:        40         18         12         51         24         94         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       33.6       17.0       45.7        8.6       32.8       15.5       41.3
Old  :                 10.7       36.9       19.6       45.0       10.6       36.5       18.7       43.5
Other:                 17.8       40.7       31.5       55.3       17.7       38.4       30.4       51.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 5, 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  :    13,172:     3,558      4,003        396      6,537      7,483     10,491     11,882:     2,681      1,290
Old  :    12,702:     3,548      4,101        287      6,475      7,054     10,310     11,442:     2,392      1,260
Other:       470:       117          9          2         62        429        181        440:       289         30
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    -1,189:       149        706       -701       -854     -1,439     -1,406     -1,434:       217        245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       30.4        3.0       49.6       56.8       79.6       90.2:      20.4        9.8
Old  :     100.0:      27.9       32.3        2.3       51.0       55.5       81.2       90.1:      18.8        9.9
Other:     100.0:      24.9        1.9        0.4       13.2       91.3       38.5       93.6:      61.5        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         15          7         22         11         46         31:
Old  :        64:        22         15          6         21         10         45         29:
Other:        17:         7          2          1          4          4         11          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       48.2       44.4       66.6       29.3       47.6       44.4       65.5
Old  :                 30.4       47.9       46.0       66.9       30.4       47.3       46.0       66.2
Other:                 30.2       91.3       36.8       93.6       30.2       91.3       36.8       93.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 5, 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  : 1,076,495:   353,674    190,295     31,104    547,575    780,068    932,353  1,001,467:   144,142     75,028
Old  : 1,076,495:   353,674    190,295     31,104    547,575    780,068    932,353  1,001,467:   144,142     75,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -70,528:    13,661     -9,742    -19,043    -45,953     -6,426    -51,335    -35,211:   -19,193    -35,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       17.7        2.9       50.9       72.5       86.6       93.0:      13.4        7.0
Old  :     100.0:      32.9       17.7        2.9       50.9       72.5       86.6       93.0:      13.4        7.0
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  :       216:        51         35         20         84         97        143        145:
Old  :       216:        51         35         20         84         97        143        145:
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  :                 22.5       27.1       34.8       38.7       21.7       26.0       32.6       35.6
Old  :                 22.5       27.1       34.8       38.7       21.7       26.0       32.6       35.6
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, March 5, 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  : 2,122,625:   354,150    277,332     86,777  1,376,201  1,413,355  1,817,128  1,777,464:   305,497    345,161
Old  : 2,122,625:   354,150    277,332     86,777  1,376,201  1,413,355  1,817,128  1,777,464:   305,497    345,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -53,257:   -13,018     26,072     -1,123     -3,453    -22,360    -17,594      2,589:   -35,663    -55,846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.1        4.1       64.8       66.6       85.6       83.7:      14.4       16.3
Old  :     100.0:      16.7       13.1        4.1       64.8       66.6       85.6       83.7:      14.4       16.3
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  :       292:        38         72         36        110        153        169        240:
Old  :       292:        38         72         36        110        153        169        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       17.0       36.6       24.9       21.8       13.9       32.6       21.0
Old  :                 25.1       17.0       36.6       24.9       21.8       13.9       32.6       21.0
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 5, 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  : 1,783,542:   344,045    198,871     37,970  1,152,230  1,309,378  1,534,245  1,546,219:   249,297    237,323
Old  : 1,783,542:   344,045    198,871     37,970  1,152,230  1,309,378  1,534,245  1,546,219:   249,297    237,323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -73,091:    87,075     -4,273      4,347    -84,251     10,456      7,171     10,530:   -80,262    -83,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       11.2        2.1       64.6       73.4       86.0       86.7:      14.0       13.3
Old  :     100.0:      19.3       11.2        2.1       64.6       73.4       86.0       86.7:      14.0       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  :       218:        34         43         17         89        110        132        161:
Old  :       218:        34         43         17         89        110        132        161:
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  :                 28.9       31.2       43.1       41.7       28.6       30.1       41.6       39.6
Old  :                 28.9       31.2       43.1       41.7       28.6       30.1       41.6       39.6
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 5, 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  :   326,795:    18,430     40,407     51,540    232,907    198,257    302,877    290,204:    23,918     36,591
Old  :   326,795:    18,430     40,407     51,540    232,907    198,257    302,877    290,204:    23,918     36,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -17,944:      -997     14,176        -53    -19,742    -32,462    -20,792    -18,339:     2,848        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.4       15.8       71.3       60.7       92.7       88.8:       7.3       11.2
Old  :     100.0:       5.6       12.4       15.8       71.3       60.7       92.7       88.8:       7.3       11.2
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  :        69:        14         14         20         31         36         53         63:
Old  :        69:        14         14         20         31         36         53         63:
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  :                 42.5       26.9       56.1       40.4       34.5       23.7       40.8       30.2
Old  :                 42.5       26.9       56.1       40.4       34.5       23.7       40.8       30.2
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 5, 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  :    69,220:    21,390      8,669        378     37,023     50,264     58,791     59,311:    10,429      9,909
Old  :    69,220:    21,390      8,669        378     37,023     50,264     58,791     59,311:    10,429      9,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     7,084:       536      3,247         83      6,779      2,101      7,397      5,430:      -313      1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.5        0.5       53.5       72.6       84.9       85.7:      15.1       14.3
Old  :     100.0:      30.9       12.5        0.5       53.5       72.6       84.9       85.7:      15.1       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  :       116:        39         21          3         38         29         78         52:
Old  :       116:        39         21          3         38         29         78         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  :                 22.0       39.0       35.6       58.0       21.6       36.1       34.9       55.1
Old  :                 22.0       39.0       35.6       58.0       21.6       36.1       34.9       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 5, 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  :   138,439:    42,780     17,338        756     74,045    100,527    117,581    118,621:    20,858     19,818
Old  :   138,439:    42,780     17,338        756     74,045    100,527    117,581    118,621:    20,858     19,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    14,168:     1,072      6,494        165     13,557      4,201     14,794     10,860:      -626      3,308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       12.5        0.5       53.5       72.6       84.9       85.7:      15.1       14.3
Old  :     100.0:      30.9       12.5        0.5       53.5       72.6       84.9       85.7:      15.1       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  :       116:        39         21          3         38         29         78         52:
Old  :       116:        39         21          3         38         29         78         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  :                 22.0       39.0       35.6       58.0       21.6       36.1       34.9       55.1
Old  :                 22.0       39.0       35.6       58.0       21.6       36.1       34.9       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, March 5, 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  :    12,893:     7,122     11,325      1,557      4,055          0     12,734     12,882:       159         11
Old  :    12,893:     7,122     11,325      1,557      4,055          0     12,734     12,882:       159         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :        56:        35       -301        351       -371          0         15         50:        41          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       87.8       12.1       31.5        0.0       98.8       99.9:       1.2        0.1
Old  :     100.0:      55.2       87.8       12.1       31.5        0.0       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          4          3          0         16         11:
Old  :        23:        11          9          4          3          0         16         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  :                 66.6       86.5       87.4       98.0       63.9       82.9       81.6       87.3
Old  :                 66.6       86.5       87.4       98.0       63.9       82.9       81.6       87.3
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 5, 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  :    12,672:     4,594      5,563         12      8,014      6,982     12,620     12,557:        52        115
Old  :    12,672:     4,594      5,563         12      8,014      6,982     12,620     12,557:        52        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       364:       421       -425          1        -70        826        352        402:        12        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       43.9        0.1       63.2       55.1       99.6       99.1:       0.4        0.9
Old  :     100.0:      36.3       43.9        0.1       63.2       55.1       99.6       99.1:       0.4        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  :        24:         4          6          2          3         12          9         18:
Old  :        24:         4          6          2          3         12          9         18:
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       67.0       99.6       86.7       98.3       66.9       99.5       86.6
Old  :                 98.3       67.0       99.6       86.7       98.3       66.9       99.5       86.6
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, March 5, 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  :     6,976:       504        886          0      6,358      6,014      6,862      6,900:       114         76
Old  :     6,976:       504        886          0      6,358      6,014      6,862      6,900:       114         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       111:        34        -30          0         78        130        112        100:        -1         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       12.7        0.0       91.1       86.2       98.4       98.9:       1.6        1.1
Old  :     100.0:       7.2       12.7        0.0       91.1       86.2       98.4       98.9:       1.6        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          5          0          5         11          9         16:
Old  :        24:         4          5          0          5         11          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  :                 93.4       70.4       97.9       89.1       93.4       70.4       97.8       89.1
Old  :                 93.4       70.4       97.9       89.1       93.4       70.4       97.8       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 8, 2013