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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   584,442:   116,558    136,850    165,243    259,477    226,186    541,279    528,280:    43,164     56,163
Old  :   372,918:    81,915    123,430     87,605    175,877    129,786    345,398    340,821:    27,521     32,098
Other:   211,524:    56,057     34,834     56,224     83,600     96,401    195,881    187,459:    15,643     24,065
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    21,501:     8,246     18,799      5,350      8,172     -2,923     21,768     21,225:      -267        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       23.4       28.3       44.4       38.7       92.6       90.4:       7.4        9.6
Old  :     100.0:      22.0       33.1       23.5       47.2       34.8       92.6       91.4:       7.4        8.6
Other:     100.0:      26.5       16.5       26.6       39.5       45.6       92.6       88.6:       7.4       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       423:       129        152        169        110        124        338        352:
Old  :       393:       116        145        128         97        114        290        312:
Other:       279:        81         76         80         77        106        196        228:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       13.6       24.2       21.6       12.9       11.3       21.0       17.0
Old  :                 17.6       18.4       27.3       28.3       17.5       17.3       26.0       27.1
Other:                 20.4       15.0       33.2       24.3       17.6       11.9       27.5       18.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,720,772:   378,165    153,065    486,526    673,963    812,290  1,538,653  1,451,881:   182,119    268,891
Old  : 1,315,949:   292,644    106,935    354,441    524,029    662,318  1,171,114  1,123,694:   144,834    192,255
Other:   404,823:   140,781    101,390     76,824    149,934    149,972    367,539    328,187:    37,284     76,636
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    82,667:    28,240      8,534     31,294     23,557     37,781     83,091     77,609:      -424      5,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        8.9       28.3       39.2       47.2       89.4       84.4:      10.6       15.6
Old  :     100.0:      22.2        8.1       26.9       39.8       50.3       89.0       85.4:      11.0       14.6
Other:     100.0:      34.8       25.0       19.0       37.0       37.0       90.8       81.1:       9.2       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       755:       198        168        257        275        346        610        649:
Old  :       739:       210        148        223        254        331        570        607:
Other:       547:       109        122         98        143        272        301        445:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       11.7       16.9       17.8        7.9        7.5       14.5       11.8
Old  :                  9.7       11.1       17.9       17.9        8.9        8.9       16.0       13.5
Other:                 22.3       18.9       34.7       25.9       21.8       15.7       30.8       21.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    12,408:     1,539      1,589      1,337      6,943      7,881      9,819     10,806:     2,590      1,602
Old  :    11,580:     1,613      1,583      1,178      6,262      7,371      9,053     10,133:     2,528      1,448
Other:       828:         2         82         82        681        509        766        674:        62        154
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       875:       455       -131        311        127        769        894        949:       -18        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       12.8       10.8       56.0       63.5       79.1       87.1:      20.9       12.9
Old  :     100.0:      13.9       13.7       10.2       54.1       63.7       78.2       87.5:      21.8       12.5
Other:     100.0:       0.3        9.9       10.0       82.3       61.5       92.5       81.4:       7.5       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        15         10         11         16         13         34         31:
Old  :        44:        15         10         11         16         13         34         31:
Other:        20:         3          4          6          8          9         15         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.6       47.2       50.0       64.4       31.1       38.7       43.5       50.5
Old  :                 31.2       49.8       49.5       64.9       31.0       41.1       42.3       50.8
Other:                 71.0       52.0       85.1       70.1       67.1       49.2       72.7       60.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   890,329:   199,037     57,602    338,899    278,670    418,034    816,606    814,535:    73,724     75,795
Old  :   734,344:   182,016     49,508    261,371    226,898    372,043    670,285    682,922:    64,059     51,422
Other:   155,986:    47,304     38,378     47,244     51,773     45,991    146,321    131,613:     9,665     24,373
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    83,120:    29,729        223     42,463      7,627     37,745     79,819     80,431:     3,301      2,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        6.5       38.1       31.3       47.0       91.7       91.5:       8.3        8.5
Old  :     100.0:      24.8        6.7       35.6       30.9       50.7       91.3       93.0:       8.7        7.0
Other:     100.0:      30.3       24.6       30.3       33.2       29.5       93.8       84.4:       6.2       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:       190        134        226        127        155        430        419:
Old  :       493:       188        133        199        122        147        409        389:
Other:       277:        77         80         75         62         91        181        210:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       11.9       21.7       20.4        8.8        9.4       13.9       14.5
Old  :                 15.5       13.1       23.2       21.9       11.2       12.0       16.8       18.5
Other:                 23.1       18.2       36.2       31.1       21.1       15.5       31.8       23.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   373,905:    77,168     74,316     82,022    172,839    183,015    332,028    339,354:    41,877     34,552
Old  :   334,496:    79,654     73,911     63,237    157,123    165,817    300,014    302,965:    34,482     31,531
Other:    39,409:     8,859     11,751      7,439     15,716     17,198     32,014     36,388:     7,395      3,020
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    12,536:     5,057     -3,140      6,775     -2,113      9,074      9,720     12,709:     2,816       -173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       19.9       21.9       46.2       48.9       88.8       90.8:      11.2        9.2
Old  :     100.0:      23.8       22.1       18.9       47.0       49.6       89.7       90.6:      10.3        9.4
Other:     100.0:      22.5       29.8       18.9       39.9       43.6       81.2       92.3:      18.8        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        86         72         99         73         70        218        202:
Old  :       262:        83         78         90         70         70        206        198:
Other:       106:        35         17         24         38         26         84         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       19.8       23.6       30.2        9.9       17.6       17.4       25.4
Old  :                 14.7       21.0       24.9       31.1       11.9       19.0       20.8       27.4
Other:                 23.3       33.4       39.6       53.8       21.7       28.0       30.7       45.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   702,706:    33,611     58,930     49,750    458,859    389,360    542,221    498,041:   160,485    204,665
Old  :   702,706:    33,611     58,930     49,750    458,859    389,360    542,221    498,041:   160,485    204,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    46,985:    -7,332        604     12,858     40,295     17,180     45,821     30,641:     1,165     16,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        8.4        7.1       65.3       55.4       77.2       70.9:      22.8       29.1
Old  :     100.0:       4.8        8.4        7.1       65.3       55.4       77.2       70.9:      22.8       29.1
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  :       157:        24         31         34         75         90        119        135:
Old  :       157:        24         31         34         75         90        119        135:
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  :                 21.5       16.7       28.6       24.3       19.4       14.0       25.2       21.1
Old  :                 21.5       16.7       28.6       24.3       19.4       14.0       25.2       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   372,811:    18,591     48,085      3,271    279,042    258,511    300,904    309,867:    71,907     62,944
Old  :   372,811:    18,591     48,085      3,271    279,042    258,511    300,904    309,867:    71,907     62,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     6,914:    -1,383      2,435        154      5,110      7,874      3,881     10,462:     3,033     -3,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       12.9        0.9       74.8       69.3       80.7       83.1:      19.3       16.9
Old  :     100.0:       5.0       12.9        0.9       74.8       69.3       80.7       83.1:      19.3       16.9
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  :        65:         6          7          4         32         38         41         46:
Old  :        65:         6          7          4         32         38         41         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       36.0       52.2       50.4       33.9       36.0       45.9       49.9
Old  :                 37.4       36.0       52.2       50.4       33.9       36.0       45.9       49.9
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 with Delta-adjusted Options and Futures Combined, February 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  :     9,053:     1,300        259        598      6,411      7,827      8,309      8,684:       744        369
Old  :     9,053:     1,300        259        598      6,411      7,827      8,309      8,684:       744        369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :      -241:       145       -382        -24       -363        133       -242       -273:         1         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.9        6.6       70.8       86.5       91.8       95.9:       8.2        4.1
Old  :     100.0:      14.4        2.9        6.6       70.8       86.5       91.8       95.9:       8.2        4.1
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  :        43:         9          3          7         21         26         34         34:
Old  :        43:         9          3          7         21         26         34         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       38.7       57.4       59.5       22.0       22.4       29.5       30.2
Old  :                 38.0       38.7       57.4       59.5       22.0       22.4       29.5       30.2
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, February 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  :   343,842:    78,132     29,349     72,332    146,670    211,559    297,133    313,240:    46,709     30,602
Old  :   293,536:    67,259     21,681     60,896    124,737    184,313    252,892    266,890:    40,644     26,646
Other:    50,306:    13,674     10,470      8,634     21,933     27,246     44,241     46,350:     6,065      3,956
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    20,108:     6,650     -2,737      3,711      7,364     16,851     17,725     17,825:     2,384      2,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        8.5       21.0       42.7       61.5       86.4       91.1:      13.6        8.9
Old  :     100.0:      22.9        7.4       20.7       42.5       62.8       86.2       90.9:      13.8        9.1
Other:     100.0:      27.2       20.8       17.2       43.6       54.2       87.9       92.1:      12.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        73         52         68         82         83        199        172:
Old  :       233:        77         45         66         79         81        193        167:
Other:        97:        17         30         23         43         25         75         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       32.1       18.9       41.9        7.2       28.2       13.3       34.3
Old  :                 12.1       33.9       20.0       43.0        8.7       30.4       15.2       37.0
Other:                 26.2       28.2       42.0       47.6       23.1       26.2       37.2       37.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :    15,160:     3,395      4,378        845      7,899      8,503     12,139     13,727:     3,020      1,433
Old  :    14,845:     3,365      4,466        757      7,827      8,200     11,950     13,424:     2,895      1,421
Other:       314:       117          0          0         72        303        189        303:       125         11
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       -30:       724     -1,208        127       -813      1,353         38        272:       -68       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       28.9        5.6       52.1       56.1       80.1       90.5:      19.9        9.5
Old  :     100.0:      22.7       30.1        5.1       52.7       55.2       80.5       90.4:      19.5        9.6
Other:     100.0:      37.3        0.0        0.0       22.9       96.4       60.2       96.4:      39.8        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        25         16         11         30         21         61         44:
Old  :        77:        25         17         10         28         21         58         44:
Other:        15:         7          0          0          4          4         11          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       43.4       41.1       58.7       27.4       42.8       38.9       57.6
Old  :                 29.3       42.8       42.0       58.5       28.0       42.2       39.8       57.4
Other:                 46.2       96.4       58.5       96.4       46.2       96.4       58.5       96.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,117,989:   265,561    225,699     81,833    648,470    727,827    995,864  1,035,359:   122,125     82,630
Old  : 1,117,989:   265,561    225,699     81,833    648,470    727,827    995,864  1,035,359:   122,125     82,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :   100,316:   -12,245     30,317     24,764     75,849     54,146     88,368    109,227:    11,947     -8,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       20.2        7.3       58.0       65.1       89.1       92.6:      10.9        7.4
Old  :     100.0:      23.8       20.2        7.3       58.0       65.1       89.1       92.6:      10.9        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        43         49         36         91         97        154        162:
Old  :       221:        43         49         36         91         97        154        162:
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  :                 22.9       26.1       36.1       36.2       22.6       25.0       34.0       33.8
Old  :                 22.9       26.1       36.1       36.2       22.6       25.0       34.0       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 2,608,243:   310,871    278,928    304,772  1,714,124  1,605,103  2,329,767  2,188,803:   278,476    419,440
Old  : 2,608,243:   310,871    278,928    304,772  1,714,124  1,605,103  2,329,767  2,188,803:   278,476    419,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    96,546:    -5,532      4,082       -181     90,649     76,221     84,936     80,121:    11,611     16,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       10.7       11.7       65.7       61.5       89.3       83.9:      10.7       16.1
Old  :     100.0:      11.9       10.7       11.7       65.7       61.5       89.3       83.9:      10.7       16.1
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  :       316:        52         75         84        146        169        248        278:
Old  :       316:        52         75         84        146        169        248        278:
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  :                 17.9       13.4       27.7       19.9       16.1       10.2       23.8       15.3
Old  :                 17.9       13.4       27.7       19.9       16.1       10.2       23.8       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  : 1,867,810:   231,878    164,758    190,307  1,233,924  1,226,353  1,656,108  1,581,419:   211,701    286,391
Old  : 1,867,810:   231,878    164,758    190,307  1,233,924  1,226,353  1,656,108  1,581,419:   211,701    286,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :   103,055:    -5,280       -271     42,977     58,570     68,061     96,267    110,767:     6,788     -7,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        8.8       10.2       66.1       65.7       88.7       84.7:      11.3       15.3
Old  :     100.0:      12.4        8.8       10.2       66.1       65.7       88.7       84.7:      11.3       15.3
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  :       212:        34         36         35        109        119        157        176:
Old  :       212:        34         36         35        109        119        157        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       19.3       37.3       31.9       22.1       18.6       31.3       29.0
Old  :                 26.4       19.3       37.3       31.9       22.1       18.6       31.3       29.0
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, February 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  :   327,452:    20,515     24,396     52,032    235,359    220,080    307,906    296,508:    19,546     30,944
Old  :   327,452:    20,515     24,396     52,032    235,359    220,080    307,906    296,508:    19,546     30,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :   -44,560:    -5,368     -3,043     -5,540    -37,703    -36,042    -48,612    -44,625:     4,052         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        7.5       15.9       71.9       67.2       94.0       90.5:       6.0        9.5
Old  :     100.0:       6.3        7.5       15.9       71.9       67.2       94.0       90.5:       6.0        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        15         16         25         35         37         62         68:
Old  :        75:        15         16         25         35         37         62         68:
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  :                 39.6       30.0       52.8       43.0       30.5       21.3       39.4       29.5
Old  :                 39.6       30.0       52.8       43.0       30.5       21.3       39.4       29.5
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, February 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  :    60,247:    19,420      4,428        865     29,786     48,352     50,071     53,645:    10,176      6,601
Old  :    60,247:    19,420      4,428        865     29,786     48,352     50,071     53,645:    10,176      6,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       968:     2,143     -1,509        133     -1,704      3,310        572      1,933:       396       -965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        7.3        1.4       49.4       80.3       83.1       89.0:      16.9       11.0
Old  :     100.0:      32.2        7.3        1.4       49.4       80.3       83.1       89.0:      16.9       11.0
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  :       109:        37         15          8         38         31         80         49:
Old  :       109:        37         15          8         38         31         80         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       42.1       38.0       61.4       23.2       41.7       37.7       61.0
Old  :                 23.2       42.1       38.0       61.4       23.2       41.7       37.7       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :   120,494:    38,840      8,856      1,730     59,571     96,704    100,142    107,291:    20,351     13,203
Old  :   120,494:    38,840      8,856      1,730     59,571     96,704    100,142    107,291:    20,351     13,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     1,937:     4,287     -3,019        265     -3,408      6,619      1,144      3,866:       793     -1,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        7.3        1.4       49.4       80.3       83.1       89.0:      16.9       11.0
Old  :     100.0:      32.2        7.3        1.4       49.4       80.3       83.1       89.0:      16.9       11.0
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  :       109:        37         15          8         38         31         80         49:
Old  :       109:        37         15          8         38         31         80         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       42.1       38.0       61.4       23.2       41.7       37.7       61.0
Old  :                 23.2       42.1       38.0       61.4       23.2       41.7       37.7       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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  :     7,459:     4,879      5,374      1,177      1,279        908      7,335      7,459:       124          0
Old  :     7,459:     4,879      5,374      1,177      1,279        908      7,335      7,459:       124          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.4       72.0       15.8       17.1       12.2       98.3      100.0:       1.7        0.0
Old  :     100.0:      65.4       72.0       15.8       17.1       12.2       98.3      100.0:       1.7        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  :        22:        11          7          3          3          1         16          9:
Old  :        22:        11          7          3          3          1         16          9:
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  :                 60.5       78.8       80.4       99.1       58.1       73.7       74.0       84.2
Old  :                 60.5       78.8       80.4       99.1       58.1       73.7       74.0       84.2
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, February 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  :    10,423:     2,536      5,749         15      7,786      4,558     10,337     10,322:        86        101
Old  :    10,423:     2,536      5,749         15      7,786      4,558     10,337     10,322:        86        101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       823:       913        159         15       -103        668        825        842:        -2        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       55.2        0.1       74.7       43.7       99.2       99.0:       0.8        1.0
Old  :     100.0:      24.3       55.2        0.1       74.7       43.7       99.2       99.0:       0.8        1.0
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:         4          6          2          3         11          9         17:
Old  :        23:         4          6          2          3         11          9         17:
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  :                 97.7       73.3       99.2       89.3       97.7       73.1       99.0       89.1
Old  :                 97.7       73.3       99.2       89.3       97.7       73.1       99.0       89.1
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 with Delta-adjusted Options and Futures Combined, February 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  :     6,592:       458        626          0      6,006      5,931      6,464      6,557:       128         35
Old  :     6,592:       458        626          0      6,006      5,931      6,464      6,557:       128         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :        30:       234         20          0       -195         17         39         37:        -9         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        9.5        0.0       91.1       90.0       98.1       99.5:       1.9        0.5
Old  :     100.0:       6.9        9.5        0.0       91.1       90.0       98.1       99.5:       1.9        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          5          0          5         10          7         15:
Old  :        21:         2          5          0          5         10          7         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.4       74.7       98.1       90.7       95.4       74.7       97.4       90.7
Old  :                 95.4       74.7       98.1       90.7       95.4       74.7       97.4       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 8, 2013