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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   577,068:   120,564    140,404    173,036    242,538    206,217    536,137    519,657:    40,931     57,412
Old  :   266,768:    82,020     99,369     51,639    113,822     92,400    247,480    243,408:    19,288     23,360
Other:   310,300:    61,316     63,807     98,625    128,716    113,817    288,657    276,249:    21,643     34,051
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    -8,356:     2,917     -5,649     -6,248     -4,082      5,378     -7,413     -6,519:      -942     -1,837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.3       30.0       42.0       35.7       92.9       90.1:       7.1        9.9
Old  :     100.0:      30.7       37.2       19.4       42.7       34.6       92.8       91.2:       7.2        8.8
Other:     100.0:      19.8       20.6       31.8       41.5       36.7       93.0       89.0:       7.0       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       130        160        167        108        116        335        355:
Old  :       376:       120        130        101         83         90        256        268:
Other:       324:        88        108        108         85        107        232        271:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       13.4       23.6       21.7       11.4       10.1       19.2       16.0
Old  :                 16.9       22.4       27.8       33.5       16.4       21.9       25.7       32.4
Other:                 19.8       13.8       30.4       22.5       14.7        8.8       21.6       13.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,775,631:   390,738    175,586    510,835    697,845    819,641  1,599,417  1,506,062:   176,214    269,568
Old  : 1,206,394:   302,441    143,918    297,536    486,226    598,672  1,086,204  1,040,126:   120,190    166,268
Other:   569,236:   177,434    120,806    124,161    211,618    220,970    513,213    465,937:    56,023    103,300
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    92,559:    40,443    -21,397     19,987     32,232     91,405     92,663     89,996:      -103      2,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        9.9       28.8       39.3       46.2       90.1       84.8:       9.9       15.2
Old  :     100.0:      25.1       11.9       24.7       40.3       49.6       90.0       86.2:      10.0       13.8
Other:     100.0:      31.2       21.2       21.8       37.2       38.8       90.2       81.9:       9.8       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       777:       209        180        242        269        345        617        637:
Old  :       741:       193        174        206        225        326        540        591:
Other:       604:       139        119        118        187        289        382        472:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       13.7       17.4       20.0        7.6        9.6       14.1       13.5
Old  :                 10.4       11.9       18.9       19.3        9.4        9.0       16.3       13.5
Other:                 18.3       21.5       29.1       28.4       17.0       18.5       24.9       24.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,610:     4,308        318      1,009      3,943      9,176      9,260     10,504:     2,350      1,106
Old  :     9,418:     4,278        620        373      2,573      7,494      7,223      8,486:     2,194        931
Other:     2,192:       349         18        317      1,370      1,683      2,036      2,018:       156        174
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :       557:       373       -461        150       -247        823        277        512:       280         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        2.7        8.7       34.0       79.0       79.8       90.5:      20.2        9.5
Old  :     100.0:      45.4        6.6        4.0       27.3       79.6       76.7       90.1:      23.3        9.9
Other:     100.0:      15.9        0.8       14.5       62.5       76.8       92.9       92.1:       7.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        18          5          5         13         14         34         21:
Old  :        42:        18          5          5         12         12         33         19:
Other:        24:         3          4          5         10         12         16         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.5       53.2       55.1       73.2       39.5       53.2       52.3       69.8
Old  :                 39.7       56.4       55.4       76.1       39.7       56.4       55.1       74.3
Other:                 68.9       55.1       83.3       75.9       61.5       54.4       70.6       68.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   807,250:   179,530     61,254    263,894    302,941    408,362    746,364    733,510:    60,886     73,740
Old  :   576,624:   152,532     49,166    158,963    217,536    327,223    529,031    535,352:    47,593     41,272
Other:   230,626:    59,558     44,648     72,371     85,404     81,140    217,333    198,158:    13,293     32,468
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -19,795:   -26,704     12,643     -3,441     14,753    -28,899    -15,392    -19,697:    -4,403        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        7.6       32.7       37.5       50.6       92.5       90.9:       7.5        9.1
Old  :     100.0:      26.5        8.5       27.6       37.7       56.7       91.7       92.8:       8.3        7.2
Other:     100.0:      25.8       19.4       31.4       37.0       35.2       94.2       85.9:       5.8       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       494:       186        143        227        120        143        414        418:
Old  :       474:       185        132        194        108        131        383        373:
Other:       324:        93        111         94         77         92        225        244:
     :----------------------------------------------------------------------------------------------------
     :             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       14.4       21.8       23.9       10.0       11.0       15.3       16.6
Old  :                 17.1       19.0       24.3       27.2       15.4       16.0       21.5       23.3
Other:                 18.8       19.3       31.2       32.6       15.4       14.1       23.1       21.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   381,703:    63,552    112,048     72,923    213,181    159,300    349,656    344,271:    32,047     37,432
Old  :   308,320:    58,247    107,880     47,213    181,198    121,012    286,658    276,105:    21,662     32,215
Other:    73,383:    18,149     17,012     12,865     31,983     38,288     62,998     68,166:    10,386      5,218
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    16,263:    -1,451      1,145      7,906     11,913      8,160     18,367     17,210:    -2,104       -947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       29.4       19.1       55.9       41.7       91.6       90.2:       8.4        9.8
Old  :     100.0:      18.9       35.0       15.3       58.8       39.2       93.0       89.6:       7.0       10.4
Other:     100.0:      24.7       23.2       17.5       43.6       52.2       85.8       92.9:      14.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        62         92         88         74         73        191        209:
Old  :       252:        62         92         77         68         72        172        204:
Other:       132:        37         30         30         47         34        104         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       18.3       30.5       26.8       12.8       14.6       21.4       21.6
Old  :                 23.2       18.2       34.0       27.6       19.9       16.7       30.2       25.2
Other:                 21.9       37.1       36.5       52.9       18.6       32.6       29.6       43.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   725,301:    57,903     67,836     58,901    467,963    414,964    584,767    541,701:   140,534    183,600
Old  :   725,301:    57,903     67,836     58,901    467,963    414,964    584,767    541,701:   140,534    183,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -35,375:    -8,299      9,419     -1,304    -18,230    -32,311    -27,834    -24,197:    -7,541    -11,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        9.4        8.1       64.5       57.2       80.6       74.7:      19.4       25.3
Old  :     100.0:       8.0        9.4        8.1       64.5       57.2       80.6       74.7:      19.4       25.3
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  :       169:        23         44         38         78         87        129        141:
Old  :       169:        23         44         38         78         87        129        141:
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  :                 23.5       15.6       31.3       23.4       20.8       13.5       27.9       20.5
Old  :                 23.5       15.6       31.3       23.4       20.8       13.5       27.9       20.5
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 with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   382,187:    25,266     53,359      3,715    279,409    267,578    308,389    324,652:    73,797     57,535
Old  :   382,187:    25,266     53,359      3,715    279,409    267,578    308,389    324,652:    73,797     57,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    -5,957:      -353      1,939        672     -3,631      1,225     -3,312      3,835:    -2,645     -9,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       14.0        1.0       73.1       70.0       80.7       84.9:      19.3       15.1
Old  :     100.0:       6.6       14.0        1.0       73.1       70.0       80.7       84.9:      19.3       15.1
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  :        68:         7          7          5         35         41         44         51:
Old  :        68:         7          7          5         35         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  :                 36.9       37.7       51.1       51.0       33.9       37.7       45.8       50.6
Old  :                 36.9       37.7       51.1       51.0       33.9       37.7       45.8       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,924:     1,106      1,148        705      8,423      8,720     10,234     10,573:       690        351
Old  :    10,924:     1,106      1,148        705      8,423      8,720     10,234     10,573:       690        351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :      -312:         2        175         32       -368       -510       -334       -303:        22         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       10.5        6.5       77.1       79.8       93.7       96.8:       6.3        3.2
Old  :     100.0:      10.1       10.5        6.5       77.1       79.8       93.7       96.8:       6.3        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        10          5          9         24         27         41         37:
Old  :        50:        10          5          9         24         27         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       40.9       61.8       63.9       22.5       20.8       30.0       32.1
Old  :                 48.2       40.9       61.8       63.9       22.5       20.8       30.0       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   322,376:    87,200     35,484     59,007    133,076    199,312    279,283    293,803:    43,094     28,573
Old  :   257,302:    78,634     27,359     43,833    100,525    163,336    222,992    234,528:    34,309     22,774
Other:    65,075:    14,779     14,339      8,960     32,550     35,976     56,290     59,276:     8,785      5,799
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -11,987:   -13,056        390        281      2,374    -13,868    -10,400    -13,197:    -1,587      1,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       11.0       18.3       41.3       61.8       86.6       91.1:      13.4        8.9
Old  :     100.0:      30.6       10.6       17.0       39.1       63.5       86.7       91.1:      13.3        8.9
Other:     100.0:      22.7       22.0       13.8       50.0       55.3       86.5       91.1:      13.5        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        78         41         57         89         83        195        159:
Old  :       224:        78         38         56         85         78        186        152:
Other:       126:        25         33         23         57         36         99         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.5       32.3       15.4       44.8        7.6       30.1       13.5       37.3
Old  :                  9.4       34.1       17.2       44.6        9.2       32.5       16.2       39.1
Other:                 21.3       35.7       33.3       50.4       17.9       30.2       29.2       43.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,870:     2,576      6,756      2,065      9,361      5,983     14,001     14,803:     2,869      2,067
Old  :    16,262:     2,498      6,809      1,956      9,185      5,542     13,640     14,308:     2,623      1,954
Other:       608:       156         25         30        176        440        362        495:       246        113
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :     2,318:      -223      2,052        863      1,717       -913      2,356      2,002:       -38        317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       40.0       12.2       55.5       35.5       83.0       87.7:      17.0       12.3
Old  :     100.0:      15.4       41.9       12.0       56.5       34.1       83.9       88.0:      16.1       12.0
Other:     100.0:      25.6        4.1        5.0       28.9       72.4       59.5       81.5:      40.5       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        25         21         10         26         15         53         46:
Old  :        77:        23         25         10         26         15         53         46:
Other:        21:         7          4          4          7          5         15         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       35.8       43.0       50.7       26.0       28.2       38.2       42.6
Old  :                 31.1       36.0       44.6       50.8       27.5       28.4       40.2       42.6
Other:                 40.9       71.6       51.9       78.5       40.9       71.2       49.9       74.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,009,545:   327,042    174,763     61,038    493,913    694,272    881,993    930,072:   127,553     79,473
Old  : 1,009,545:   327,042    174,763     61,038    493,913    694,272    881,993    930,072:   127,553     79,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -74,561:    -7,582     -4,458      3,904    -66,901    -70,428    -70,579    -70,983:    -3,981     -3,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       17.3        6.0       48.9       68.8       87.4       92.1:      12.6        7.9
Old  :     100.0:      32.4       17.3        6.0       48.9       68.8       87.4       92.1:      12.6        7.9
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  :       208:        56         31         26         82         89        146        138:
Old  :       208:        56         31         26         82         89        146        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       26.8       31.5       38.4       16.2       25.9       25.1       36.0
Old  :                 18.6       26.8       31.5       38.4       16.2       25.9       25.1       36.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,653,524:   324,033    300,367    312,987  1,692,531  1,672,215  2,329,551  2,285,569:   323,973    367,955
Old  : 2,653,524:   324,033    300,367    312,987  1,692,531  1,672,215  2,329,551  2,285,569:   323,973    367,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    50,963:    47,721      4,618      1,616    -26,456     21,960     22,881     28,194:    28,082     22,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       11.3       11.8       63.8       63.0       87.8       86.1:      12.2       13.9
Old  :     100.0:      12.2       11.3       11.8       63.8       63.0       87.8       86.1:      12.2       13.9
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  :       307:        51         73         81        150        158        247        266:
Old  :       307:        51         73         81        150        158        247        266:
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  :                 24.8       14.0       34.8       21.6       22.1       11.2       30.7       17.0
Old  :                 24.8       14.0       34.8       21.6       22.1       11.2       30.7       17.0
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 with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,918,575:   301,318    173,084    151,514  1,237,161  1,343,406  1,689,993  1,668,005:   228,582    250,570
Old  : 1,918,575:   301,318    173,084    151,514  1,237,161  1,343,406  1,689,993  1,668,005:   228,582    250,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    18,265:    27,556     17,591     -6,732    -10,460     11,121     10,363     21,979:     7,902     -3,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.0        7.9       64.5       70.0       88.1       86.9:      11.9       13.1
Old  :     100.0:      15.7        9.0        7.9       64.5       70.0       88.1       86.9:      11.9       13.1
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  :       208:        34         39         40         89        114        142        174:
Old  :       208:        34         39         40         89        114        142        174:
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  :                 28.6       25.9       44.0       38.4       27.9       24.9       40.0       34.1
Old  :                 28.6       25.9       44.0       38.4       27.9       24.9       40.0       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   353,149:    26,375     38,302     58,091    244,289    221,923    328,755    318,316:    24,394     34,833
Old  :   353,149:    26,375     38,302     58,091    244,289    221,923    328,755    318,316:    24,394     34,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    20,971:     7,959     -1,437      2,593      8,018     19,995     18,571     21,152:     2,400       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       10.8       16.4       69.2       62.8       93.1       90.1:       6.9        9.9
Old  :     100.0:       7.5       10.8       16.4       69.2       62.8       93.1       90.1:       6.9        9.9
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  :        71:        17         13         21         31         38         54         67:
Old  :        71:        17         13         21         31         38         54         67:
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  :                 39.9       28.5       53.4       43.6       30.5       25.7       36.9       33.7
Old  :                 39.9       28.5       53.4       43.6       30.5       25.7       36.9       33.7
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 with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    56,027:    22,921      3,903        978     23,545     42,373     47,444     47,254:     8,582      8,773
Old  :    56,027:    22,921      3,903        978     23,545     42,373     47,444     47,254:     8,582      8,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -50,372:       664     -2,301     -1,842    -45,606    -39,681    -46,784    -43,823:    -3,588     -6,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        7.0        1.7       42.0       75.6       84.7       84.3:      15.3       15.7
Old  :     100.0:      40.9        7.0        1.7       42.0       75.6       84.7       84.3:      15.3       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        38         17         11         32         30         74         54:
Old  :       108:        38         17         11         32         30         74         54:
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  :                 26.8       31.4       40.7       54.9       26.4       31.1       40.4       54.6
Old  :                 26.8       31.4       40.7       54.9       26.4       31.1       40.4       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   112,054:    45,842      7,806      1,957     47,090     84,745     94,889     94,508:    17,165     17,545
Old  :   112,054:    45,842      7,806      1,957     47,090     84,745     94,889     94,508:    17,165     17,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :   -57,921:     3,942     -5,777       -513    -57,367    -45,015    -53,937    -51,305:    -3,983     -6,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        7.0        1.7       42.0       75.6       84.7       84.3:      15.3       15.7
Old  :     100.0:      40.9        7.0        1.7       42.0       75.6       84.7       84.3:      15.3       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        38         17         11         32         30         74         54:
Old  :       108:        38         17         11         32         30         74         54:
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  :                 26.8       31.4       40.7       54.9       26.4       31.1       40.4       54.6
Old  :                 26.8       31.4       40.7       54.9       26.4       31.1       40.4       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,615:     8,297     11,252      1,168      2,859        191     12,324     12,611:       291          4
Old  :    12,615:     8,297     11,252      1,168      2,859        191     12,324     12,611:       291          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :        86:     1,117        195       -297       -883        191        -63         89:       149         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.8       89.2        9.3       22.7        1.5       97.7      100.0:       2.3        0.0
Old  :     100.0:      65.8       89.2        9.3       22.7        1.5       97.7      100.0:       2.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          3          2          1         15         11:
Old  :        23:        11          9          3          2          1         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       89.8       88.4       98.2       68.5       84.8       85.3       89.6
Old  :                 68.5       89.8       88.4       98.2       68.5       84.8       85.3       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,647:     1,496      5,418         17      7,092      3,102      8,605      8,537:        42        110
Old  :     8,647:     1,496      5,418         17      7,092      3,102      8,605      8,537:        42        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :    -2,614:      -789         32     -1,127       -705     -1,497     -2,621     -2,592:         7        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       62.7        0.2       82.0       35.9       99.5       98.7:       0.5        1.3
Old  :     100.0:      17.3       62.7        0.2       82.0       35.9       99.5       98.7:       0.5        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          7          2          3          9          9         16:
Old  :        22:         4          7          2          3          9          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.4       78.7       99.5       92.7       97.4       78.5       99.3       92.5
Old  :                 97.4       78.7       99.5       92.7       97.4       78.5       99.3       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    14,071:     4,220      1,933         36      9,788     12,062     14,044     14,031:        27         40
Old  :    14,071:     4,220      1,933         36      9,788     12,062     14,044     14,031:        27         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 12, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       13.7        0.3       69.6       85.7       99.8       99.7:       0.2        0.3
Old  :     100.0:      30.0       13.7        0.3       69.6       85.7       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          6          1          7          8         10         14:
Old  :        23:         2          6          1          7          8         10         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.5       71.0       99.3       92.6       86.5       71.0       99.3       92.6
Old  :                 86.5       71.0       99.3       92.6       86.5       71.0       99.3       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 22, 2013