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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, 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  :   467,801:   121,759    138,412     83,674    224,745    193,523    430,178    415,609:    37,623     52,192
Old  :   296,322:    96,944    124,323     25,000    151,020    117,635    272,964    266,958:    23,358     29,364
Other:   171,479:    56,012     45,286     27,477     73,725     75,888    157,214    148,651:    14,265     22,828
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     9,868:     9,524     18,753     -3,674      4,419     -5,817     10,269      9,262:      -401        606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       29.6       17.9       48.0       41.4       92.0       88.8:       8.0       11.2
Old  :     100.0:      32.7       42.0        8.4       51.0       39.7       92.1       90.1:       7.9        9.9
Other:     100.0:      32.7       26.4       16.0       43.0       44.3       91.7       86.7:       8.3       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       388:       126        123        127         94        111        292        301:
Old  :       363:       127        111         68         71         89        232        237:
Other:       267:        62         83         60         67        101        170        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  :                 16.6       15.9       27.0       24.7       15.5       14.5       25.8       21.7
Old  :                 21.7       22.5       33.1       34.9       21.7       22.5       32.8       34.9
Other:                 24.5       15.4       38.7       25.0       22.0       13.6       34.4       21.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, 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  : 1,282,117:   395,267    140,575    197,769    539,613    713,937  1,132,649  1,052,281:   149,468    229,836
Old  :   995,464:   329,811    107,971    123,361    420,814    593,327    873,986    824,659:   121,478    170,805
Other:   286,653:   132,367     99,515      7,497    118,799    120,610    258,663    227,622:    27,990     59,031
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    58,689:    19,417      8,320     16,683     23,164     30,295     59,264     55,298:      -575      3,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       11.0       15.4       42.1       55.7       88.3       82.1:      11.7       17.9
Old  :     100.0:      33.1       10.8       12.4       42.3       59.6       87.8       82.8:      12.2       17.2
Other:     100.0:      46.2       34.7        2.6       41.4       42.1       90.2       79.4:       9.8       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       185        149        206        221        319        519        587:
Old  :       702:       202        126        166        202        302        476        538:
Other:       522:        85        130         39        103        254        215        399:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       12.0       19.9       18.8       10.6        9.4       19.5       15.3
Old  :                 11.8       12.5       21.4       19.8       11.7       11.7       20.6       18.2
Other:                 31.1       21.2       44.4       27.1       30.9       20.9       44.2       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, 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  :    11,512:     1,691      1,779        715      6,586      7,506      8,992     10,000:     2,520      1,512
Old  :    10,770:     1,804      1,772        584      5,921      7,055      8,309      9,411:     2,461      1,359
Other:       742:         8        128         10        665        451        683        589:        59        153
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       954:       500       -127        268        179        833        947        974:         7        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       15.5        6.2       57.2       65.2       78.1       86.9:      21.9       13.1
Old  :     100.0:      16.8       16.5        5.4       55.0       65.5       77.1       87.4:      22.9       12.6
Other:     100.0:       1.1       17.3        1.3       89.6       60.8       92.0       79.4:       8.0       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        13         11         10         15         11         33         28:
Old  :        43:        13         11          8         15         11         32         27:
Other:        19:         1          5          2          8          8         11         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       50.7       52.4       67.2       33.5       42.4       46.5       55.2
Old  :                 33.4       53.5       51.9       67.8       33.3       44.9       45.4       55.6
Other:                 78.0       58.0       90.0       74.0       78.0       58.0       86.5       70.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, 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  :   607,911:   193,831     80,360    106,915    241,170    355,845    541,916    543,120:    65,995     64,791
Old  :   501,884:   179,751     67,519     69,492    195,530    321,739    444,773    458,750:    57,111     43,134
Other:   106,027:    45,361     44,122      6,142     45,640     34,106     97,143     84,370:     8,884     21,657
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    33,802:    27,508      6,455     -2,953      6,676     30,010     31,231     33,512:     2,571        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       13.2       17.6       39.7       58.5       89.1       89.3:      10.9       10.7
Old  :     100.0:      35.8       13.5       13.8       39.0       64.1       88.6       91.4:      11.4        8.6
Other:     100.0:      42.8       41.6        5.8       43.0       32.2       91.6       79.6:       8.4       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       172        111        164        115        138        373        353:
Old  :       454:       180        103        129        105        127        345        313:
Other:       254:        53         84         33         52         81        132        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       15.1       23.9       23.6       14.7       13.4       22.4       20.9
Old  :                 18.3       17.8       27.2       28.0       18.1       17.1       26.7       26.7
Other:                 31.1       19.4       46.8       31.4       31.0       19.3       46.7       30.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, 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  :   328,213:    78,113     81,785     50,651    158,834    162,086    287,598    294,522:    40,615     33,691
Old  :   290,350:    80,362     81,343     32,916    143,743    145,362    257,021    259,621:    33,329     30,729
Other:    37,863:     9,066     11,757      6,420     15,091     16,724     30,577     34,901:     7,286      2,962
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     9,518:     4,908        124      3,943     -2,248      5,578      6,603      9,645:     2,915       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       24.9       15.4       48.4       49.4       87.6       89.7:      12.4       10.3
Old  :     100.0:      27.7       28.0       11.3       49.5       50.1       88.5       89.4:      11.5       10.6
Other:     100.0:      23.9       31.1       17.0       39.9       44.2       80.8       92.2:      19.2        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        77         79         88         66         62        202        190:
Old  :       256:        75         84         79         63         61        190        185:
Other:       102:        36         13         18         37         23         81         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       20.8       25.3       30.7       11.2       19.8       20.0       28.1
Old  :                 16.0       22.2       27.7       32.0       13.6       21.5       23.8       30.5
Other:                 24.2       34.4       40.7       55.5       22.6       29.6       31.9       48.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, 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  :   586,451:    31,457     60,362      4,528    416,651    343,391    452,636    408,281:   133,815    178,170
Old  :   586,451:    31,457     60,362      4,528    416,651    343,391    452,636    408,281:   133,815    178,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    21,876:    -8,234       -444      1,903     30,642      6,906     24,311      8,365:    -2,435     13,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       10.3        0.8       71.0       58.6       77.2       69.6:      22.8       30.4
Old  :     100.0:       5.4       10.3        0.8       71.0       58.6       77.2       69.6:      22.8       30.4
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  :       149:        21         28         17         66         76         98        110:
Old  :       149:        21         28         17         66         76         98        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       18.3       33.8       27.4       23.3       15.2       30.3       23.7
Old  :                 25.7       18.3       33.8       27.4       23.3       15.2       30.3       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, February 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  :   371,944:    18,591     48,125      3,225    279,042    258,511    300,858    309,861:    71,086     62,083
Old  :   371,944:    18,591     48,125      3,225    279,042    258,511    300,858    309,861:    71,086     62,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     6,773:    -1,383      2,429        158      5,110      7,874      3,885     10,461:     2,888     -3,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       12.9        0.9       75.0       69.5       80.9       83.3:      19.1       16.7
Old  :     100.0:       5.0       12.9        0.9       75.0       69.5       80.9       83.3:      19.1       16.7
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  :        65:         6          7          3         32         38         40         46:
Old  :        65:         6          7          3         32         38         40         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  :                 37.5       36.1       52.3       50.6       34.0       36.1       46.0       50.0
Old  :                 37.5       36.1       52.3       50.6       34.0       36.1       46.0       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, February 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 - Futures Only, 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  :   293,791:    82,607     29,337     41,304    125,717    194,012    249,628    264,653:    44,163     29,138
Old  :   249,469:    69,903     22,677     32,970    108,201    168,507    211,074    224,154:    38,395     25,315
Other:    44,322:    16,420     10,376      4,618     17,516     25,505     38,554     40,499:     5,768      3,823
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    17,846:     7,642     -2,442      2,932      4,985     14,840     15,559     15,330:     2,287      2,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       10.0       14.1       42.8       66.0       85.0       90.1:      15.0        9.9
Old  :     100.0:      28.0        9.1       13.2       43.4       67.5       84.6       89.9:      15.4       10.1
Other:     100.0:      37.0       23.4       10.4       39.5       57.5       87.0       91.4:      13.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        74         48         62         75         76        189        160:
Old  :       228:        78         41         60         70         74        181        155:
Other:        94:        24         22         12         40         20         71         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       33.5       19.2       43.2        8.4       32.5       14.9       39.7
Old  :                 12.3       35.1       21.1       44.3        9.9       34.9       17.9       42.8
Other:                 26.6       31.1       44.2       49.9       26.2       29.4       40.7       42.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, 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  :    14,487:     3,325      4,479        453      7,821      8,159     11,599     13,091:     2,888      1,396
Old  :    14,179:     3,300      4,565        367      7,749      7,856     11,416     12,788:     2,763      1,391
Other:       308:       111          0          0         72        303        183        303:       125          5
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :      -195:       627     -1,117         42       -739      1,184        -70        109:      -125       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       30.9        3.1       54.0       56.3       80.1       90.4:      19.9        9.6
Old  :     100.0:      23.3       32.2        2.6       54.7       55.4       80.5       90.2:      19.5        9.8
Other:     100.0:      36.0        0.0        0.0       23.4       98.4       59.4       98.4:      40.6        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        23         18          9         28         17         59         38:
Old  :        74:        22         19          8         25         16         54         37:
Other:        13:         5          0          0          4          4          9          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  :                 29.9       45.0       42.9       61.0       29.1       44.5       41.1       59.5
Old  :                 30.5       44.4       43.8       60.7       29.7       43.9       42.0       59.4
Other:                 47.1       98.4       59.1       98.4       47.1       98.4       59.1       98.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, 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  : 1,057,234:   273,120    221,907     48,601    615,110    705,326    936,831    975,834:   120,403     81,400
Old  : 1,057,234:   273,120    221,907     48,601    615,110    705,326    936,831    975,834:   120,403     81,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    77,590:   -16,019     29,150     17,852     64,090     39,380     65,923     86,382:    11,667     -8,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       21.0        4.6       58.2       66.7       88.6       92.3:      11.4        7.7
Old  :     100.0:      25.8       21.0        4.6       58.2       66.7       88.6       92.3:      11.4        7.7
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  :       218:        47         45         26         84         94        143        153:
Old  :       218:        47         45         26         84         94        143        153:
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       27.6       37.5       38.3       23.5       26.4       35.5       35.7
Old  :                 23.5       27.6       37.5       38.3       23.5       26.4       35.5       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, February 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  : 2,032,227:   324,797    277,891     58,981  1,397,783  1,313,554  1,781,561  1,650,426:   250,666    381,801
Old  : 2,032,227:   324,797    277,891     58,981  1,397,783  1,313,554  1,781,561  1,650,426:   250,666    381,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    48,577:       244     -4,110     -7,542     46,042     47,265     38,744     35,613:     9,833     12,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.7        2.9       68.8       64.6       87.7       81.2:      12.3       18.8
Old  :     100.0:      16.0       13.7        2.9       68.8       64.6       87.7       81.2:      12.3       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        49         70         47        108        151        187        239:
Old  :       302:        49         70         47        108        151        187        239:
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  :                 22.7       16.0       35.2       23.3       20.5       12.2       30.5       18.5
Old  :                 22.7       16.0       35.2       23.3       20.5       12.2       30.5       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, February 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  : 1,566,469:   215,086    172,723     32,862  1,116,627  1,086,827  1,364,575  1,292,412:   201,894    274,057
Old  : 1,566,469:   215,086    172,723     32,862  1,116,627  1,086,827  1,364,575  1,292,412:   201,894    274,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :    47,949:    -6,949      6,080      9,823     36,836     39,802     39,710     55,705:     8,239     -7,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.0        2.1       71.3       69.4       87.1       82.5:      12.9       17.5
Old  :     100.0:      13.7       11.0        2.1       71.3       69.4       87.1       82.5:      12.9       17.5
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  :       210:        30         40         21         90        109        132        158:
Old  :       210:        30         40         21         90        109        132        158:
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  :                 29.2       22.8       42.0       35.5       28.6       22.3       39.4       34.7
Old  :                 29.2       22.8       42.0       35.5       28.6       22.3       39.4       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 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  :   321,671:    21,580     25,025     47,296    233,616    218,690    302,492    291,011:    19,179     30,660
Old  :   321,671:    21,580     25,025     47,296    233,616    218,690    302,492    291,011:    19,179     30,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :   -44,111:    -5,313     -3,024     -4,944    -37,649    -35,990    -47,906    -43,958:     3,795       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        7.8       14.7       72.6       68.0       94.0       90.5:       6.0        9.5
Old  :     100.0:       6.7        7.8       14.7       72.6       68.0       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  :        73:        13         17         24         34         35         60         65:
Old  :        73:        13         17         24         34         35         60         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       30.5       53.7       43.7       31.1       21.7       40.2       29.9
Old  :                 40.4       30.5       53.7       43.7       31.1       21.7       40.2       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, February 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  :    58,609:    19,318      4,964         31     29,232     47,250     48,580     52,244:    10,029      6,365
Old  :    58,609:    19,318      4,964         31     29,232     47,250     48,580     52,244:    10,029      6,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :       736:     2,240     -1,317        -84     -1,763      3,118        394      1,717:       343       -981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.5        0.1       49.9       80.6       82.9       89.1:      17.1       10.9
Old  :     100.0:      33.0        8.5        0.1       49.9       80.6       82.9       89.1:      17.1       10.9
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  :       108:        35         16          1         36         30         72         46:
Old  :       108:        35         16          1         36         30         72         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  :                 23.9       43.3       39.1       63.1       23.9       42.9       38.8       62.7
Old  :                 23.9       43.3       39.1       63.1       23.9       42.9       38.8       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, February 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  :   117,218:    38,636      9,927         61     58,463     94,500     97,160    104,488:    20,058     12,730
Old  :   117,218:    38,636      9,927         61     58,463     94,500     97,160    104,488:    20,058     12,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 29, 2013                     :
     :     1,472:     4,480     -2,634       -168     -3,525      6,235        787      3,433:       685     -1,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        8.5        0.1       49.9       80.6       82.9       89.1:      17.1       10.9
Old  :     100.0:      33.0        8.5        0.1       49.9       80.6       82.9       89.1:      17.1       10.9
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  :       108:        35         16          1         36         30         72         46:
Old  :       108:        35         16          1         36         30         72         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  :                 23.9       43.3       39.1       63.1       23.9       42.9       38.8       62.7
Old  :                 23.9       43.3       39.1       63.1       23.9       42.9       38.8       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, February 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 - Futures Only, 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 - Futures Only, 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
```

----

Updated February 8, 2013