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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :   616,980:   109,711    135,607    198,054    263,286    222,753    571,052    556,414:    45,928     60,566
Old  :   385,226:    78,840    117,027    109,327    169,219    124,514    357,386    350,868:    27,840     34,357
Other:   231,754:    56,442     44,151     63,156     94,067     98,239    213,666    205,546:    18,089     26,208
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    32,537:    -6,847     -1,243     32,811      3,809     -3,434     29,773     28,134:     2,764      4,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.0       32.1       42.7       36.1       92.6       90.2:       7.4        9.8
Old  :     100.0:      20.5       30.4       28.4       43.9       32.3       92.8       91.1:       7.2        8.9
Other:     100.0:      24.4       19.1       27.3       40.6       42.4       92.2       88.7:       7.8       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       444:       145        150        190        117        128        362        378:
Old  :       410:       137        134        143        101        117        307        330:
Other:       303:        86         87         98         85        110        220        253:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       12.4       23.5       20.0       11.5        9.9       19.3       15.1
Old  :                 16.0       16.8       25.5       26.4       16.0       15.7       23.5       25.1
Other:                 20.5       13.2       32.5       23.9       18.2       11.6       26.5       17.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  : 1,768,034:   340,785    174,167    511,991    732,209    808,041  1,584,985  1,494,199:   183,048    273,835
Old  : 1,325,319:   259,009    131,642    364,713    560,362    638,983  1,184,084  1,135,338:   141,234    189,980
Other:   442,715:   140,019    100,769     89,034    171,847    169,058    400,901    358,861:    41,814     83,854
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    47,262:   -37,380     21,102     25,466     58,246     -4,249     46,332     42,318:       930      4,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        9.9       29.0       41.4       45.7       89.6       84.5:      10.4       15.5
Old  :     100.0:      19.5        9.9       27.5       42.3       48.2       89.3       85.7:      10.7       14.3
Other:     100.0:      31.6       22.8       20.1       38.8       38.2       90.6       81.1:       9.4       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       762:       200        172        256        283        344        619        652:
Old  :       739:       204        151        226        257        329        570        611:
Other:       556:       108        120        102        157        276        322        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  :                 10.4       12.0       17.9       18.2        7.7        6.8       14.3       10.7
Old  :                 10.9       11.5       19.6       18.2        9.6        8.5       16.6       13.0
Other:                 20.8       21.3       33.1       28.7       20.1       18.0       29.2       23.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :    11,578:     2,394      1,176        790      5,738      8,169      8,922     10,135:     2,656      1,443
Old  :    10,687:     2,390      1,168        701      5,022      7,513      8,112      9,382:     2,575      1,305
Other:       891:         8         12         86        717        655        810        753:        81        138
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :      -830:       855       -413       -546     -1,205        288       -896       -671:        66       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.2        6.8       49.6       70.6       77.1       87.5:      22.9       12.5
Old  :     100.0:      22.4       10.9        6.6       47.0       70.3       75.9       87.8:      24.1       12.2
Other:     100.0:       0.9        1.4        9.6       80.4       73.5       90.9       84.6:       9.1       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          8         10         15         12         36         27:
Old  :        45:        18          8         10         15         12         36         27:
Other:        19:         3          3          6          8          8         14         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       54.8       48.1       69.4       30.8       48.5       45.4       61.7
Old  :                 30.1       56.4       47.0       69.8       30.1       49.8       44.3       61.6
Other:                 73.6       59.3       84.4       75.5       70.0       59.1       76.1       69.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :   882,769:   199,235     57,530    319,991    295,152    432,860    814,378    810,381:    68,391     72,388
Old  :   709,060:   176,416     45,227    236,169    239,387    379,901    651,973    661,297:    57,088     47,763
Other:   173,709:    50,007     39,491     56,634     55,764     52,959    162,405    149,084:    11,303     24,625
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    -7,560:       198        -72    -18,908     16,481     14,826     -2,228     -4,154:    -5,332     -3,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        6.5       36.2       33.4       49.0       92.3       91.8:       7.7        8.2
Old  :     100.0:      24.9        6.4       33.3       33.8       53.6       91.9       93.3:       8.1        6.7
Other:     100.0:      28.8       22.7       32.6       32.1       30.5       93.5       85.8:       6.5       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       195        140        243        128        150        444        431:
Old  :       497:       204        124        218        122        139        420        399:
Other:       294:        81         93         81         68         93        195        226:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       12.3       20.6       21.2        9.0        9.2       14.1       15.8
Old  :                 14.4       13.9       21.6       23.4       11.7       12.0       17.5       19.3
Other:                 22.3       20.0       35.4       34.2       18.7       15.6       27.9       23.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   381,490:    72,191     82,729     80,150    188,926    179,325    341,267    342,203:    40,224     39,287
Old  :   338,977:    73,523     81,119     61,924    171,171    160,223    306,618    303,266:    32,359     35,711
Other:    42,513:     8,833     11,775      8,060     17,755     19,102     34,648     38,937:     7,864      3,576
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     7,585:    -4,977      8,413     -1,872     16,087     -3,691      9,238      2,850:    -1,653      4,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       21.7       21.0       49.5       47.0       89.5       89.7:      10.5       10.3
Old  :     100.0:      21.7       23.9       18.3       50.5       47.3       90.5       89.5:       9.5       10.5
Other:     100.0:      20.8       27.7       19.0       41.8       44.9       81.5       91.6:      18.5        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        71         83         97         78         68        215        201:
Old  :       258:        69         87         88         76         68        203        198:
Other:       115:        38         18         24         43         29         91         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       20.0       23.6       29.8       10.5       16.3       17.7       23.0
Old  :                 13.8       21.3       24.8       30.5       11.6       17.9       20.1       24.6
Other:                 21.4       29.1       35.9       48.5       20.4       24.6       29.4       41.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :   718,679:    39,733     61,517     52,733    474,112    404,941    566,579    519,192:   152,100    199,487
Old  :   718,679:    39,733     61,517     52,733    474,112    404,941    566,579    519,192:   152,100    199,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    15,974:     6,122      2,587      2,983     15,253     15,581     24,359     21,151:    -8,385     -5,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        8.6        7.3       66.0       56.3       78.8       72.2:      21.2       27.8
Old  :     100.0:       5.5        8.6        7.3       66.0       56.3       78.8       72.2:      21.2       27.8
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  :       171:        25         34         37         84         97        132        145:
Old  :       171:        25         34         37         84         97        132        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       16.0       28.3       23.1       19.6       13.8       26.1       20.3
Old  :                 21.6       16.0       28.3       23.1       19.6       13.8       26.1       20.3
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 12, 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  :   367,090:    17,125     42,828      3,899    275,471    255,064    296,495    301,791:    70,595     65,299
Old  :   367,090:    17,125     42,828      3,899    275,471    255,064    296,495    301,791:    70,595     65,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    -5,721:    -1,466     -5,257        628     -3,571     -3,447     -4,409     -8,076:    -1,312      2,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       11.7        1.1       75.0       69.5       80.8       82.2:      19.2       17.8
Old  :     100.0:       4.7       11.7        1.1       75.0       69.5       80.8       82.2:      19.2       17.8
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  :        65:         5          7          4         31         39         39         47:
Old  :        65:         5          7          4         31         39         39         47:
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  :                 37.2       36.0       52.2       49.5       33.5       35.6       45.7       47.7
Old  :                 37.2       36.0       52.2       49.5       33.5       35.6       45.7       47.7
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 12, 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  :     9,442:       891        353        629      7,131      8,117      8,651      9,099:       791        343
Old  :     9,442:       891        353        629      7,131      8,117      8,651      9,099:       791        343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :       389:      -409         94         31        720        290        342        415:        47        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        3.7        6.7       75.5       86.0       91.6       96.4:       8.4        3.6
Old  :     100.0:       9.4        3.7        6.7       75.5       86.0       91.6       96.4:       8.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         9          6          8         20         27         35         36:
Old  :        46:         9          6          8         20         27         35         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       41.1       58.4       59.7       17.9       19.8       26.2       28.3
Old  :                 40.7       41.1       58.4       59.7       17.9       19.8       26.2       28.3
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 12, 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  :   338,173:    83,991     29,942     63,602    144,102    212,266    291,695    305,810:    46,478     32,363
Old  :   282,349:    73,867     22,840     50,790    117,868    181,191    242,524    254,820:    39,825     27,529
Other:    55,824:    13,568     10,546      9,368     26,234     31,076     49,171     50,991:     6,653      4,834
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :    -5,669:     5,860        593     -8,730     -2,568        707     -5,438     -7,429:      -231      1,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        8.9       18.8       42.6       62.8       86.3       90.4:      13.7        9.6
Old  :     100.0:      26.2        8.1       18.0       41.7       64.2       85.9       90.3:      14.1        9.7
Other:     100.0:      24.3       18.9       16.8       47.0       55.7       88.1       91.3:      11.9        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        70         57         67         80         76        193        168:
Old  :       230:        76         49         65         79         76        189        165:
Other:       104:        16         32         25         46         31         82         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.8       31.4       19.5       43.6        8.0       28.1       13.9       34.2
Old  :                 12.4       33.5       21.1       43.7        9.5       31.2       16.3       37.3
Other:                 23.6       33.1       38.0       49.8       20.1       27.8       32.0       39.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :    15,084:     3,302      3,489      1,193      7,691      9,226     12,186     13,909:     2,898      1,176
Old  :    14,681:     3,269      3,585      1,085      7,585      8,854     11,939     13,525:     2,741      1,156
Other:       404:       132          3          9        106        372        247        384:       157         20
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :       -75:       -93       -889        348       -208        723         47        182:      -122       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.1        7.9       51.0       61.2       80.8       92.2:      19.2        7.8
Old  :     100.0:      22.3       24.4        7.4       51.7       60.3       81.3       92.1:      18.7        7.9
Other:     100.0:      32.6        0.7        2.3       26.2       92.1       61.1       95.1:      38.9        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         16         12         32         19         61         41:
Old  :        73:        21         17         11         30         19         58         41:
Other:        17:         7          1          3          5          4         13          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.3       47.3       41.1       62.6       26.7       46.1       39.6       60.7
Old  :                 28.0       46.8       42.2       62.6       27.5       45.8       40.6       60.8
Other:                 40.6       92.1       55.7       95.1       40.6       92.1       55.7       92.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  : 1,095,119:   291,970    204,422     84,789    592,239    726,714    968,998  1,015,926:   126,121     79,193
Old  : 1,095,119:   291,970    204,422     84,789    592,239    726,714    968,998  1,015,926:   126,121     79,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :   -22,870:    26,409    -21,277      2,957    -56,231     -1,112    -26,865    -19,433:     3,995     -3,437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       18.7        7.7       54.1       66.4       88.5       92.8:      11.5        7.2
Old  :     100.0:      26.7       18.7        7.7       54.1       66.4       88.5       92.8:      11.5        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        49         39         33         96        103        161        160:
Old  :       223:        49         39         33         96        103        161        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.5       31.3       36.3       17.6       24.0       28.8       32.5
Old  :                 18.8       25.5       31.3       36.3       17.6       24.0       28.8       32.5
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 12, 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  : 2,553,020:   292,917    266,036    288,866  1,699,578  1,576,301  2,281,361  2,131,203:   271,659    421,816
Old  : 2,553,020:   292,917    266,036    288,866  1,699,578  1,576,301  2,281,361  2,131,203:   271,659    421,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :   -55,223:   -17,954    -12,892    -15,906    -14,546    -28,802    -48,406    -57,600:    -6,817      2,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       10.4       11.3       66.6       61.7       89.4       83.5:      10.6       16.5
Old  :     100.0:      11.5       10.4       11.3       66.6       61.7       89.4       83.5:      10.6       16.5
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  :       318:        55         72         85        147        170        249        280:
Old  :       318:        55         72         85        147        170        249        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       14.4       29.3       20.4       16.3       10.0       25.1       14.8
Old  :                 18.5       14.4       29.3       20.4       16.3       10.0       25.1       14.8
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 12, 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  : 1,869,235:   243,827    159,413    197,435  1,208,763  1,235,082  1,650,025  1,591,929:   219,209    277,305
Old  : 1,869,235:   243,827    159,413    197,435  1,208,763  1,235,082  1,650,025  1,591,929:   219,209    277,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     1,425:    11,949     -5,346      7,128    -25,160      8,728     -6,083     10,511:     7,508     -9,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        8.5       10.6       64.7       66.1       88.3       85.2:      11.7       14.8
Old  :     100.0:      13.0        8.5       10.6       64.7       66.1       88.3       85.2:      11.7       14.8
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  :       211:        32         38         34        105        118        152        175:
Old  :       211:        32         38         34        105        118        152        175:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       20.4       38.5       32.6       23.3       19.8       33.4       30.3
Old  :                 26.8       20.4       38.5       32.6       23.3       19.8       33.4       30.3
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 12, 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  :   333,434:    19,945     25,287     55,063    240,221    224,602    315,229    304,953:    18,204     28,481
Old  :   333,434:    19,945     25,287     55,063    240,221    224,602    315,229    304,953:    18,204     28,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     5,982:      -570        891      3,031      4,862      4,523      7,324      8,445:    -1,342     -2,464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.6       16.5       72.0       67.4       94.5       91.5:       5.5        8.5
Old  :     100.0:       6.0        7.6       16.5       72.0       67.4       94.5       91.5:       5.5        8.5
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  :        77:        17         15         25         35         39         62         70:
Old  :        77:        17         15         25         35         39         62         70:
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  :                 40.5       29.1       53.9       41.4       31.4       21.3       39.7       28.9
Old  :                 40.5       29.1       53.9       41.4       31.4       21.3       39.7       28.9
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 with Delta-adjusted Options and Futures Combined, February 12, 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  :    63,391:    20,198      6,093        853     32,335     49,349     53,385     56,295:    10,006      7,097
Old  :    63,391:    20,198      6,093        853     32,335     49,349     53,385     56,295:    10,006      7,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     3,145:       777      1,665        -12      2,549        996      3,314      2,649:      -169        495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        9.6        1.3       51.0       77.8       84.2       88.8:      15.8       11.2
Old  :     100.0:      31.9        9.6        1.3       51.0       77.8       84.2       88.8:      15.8       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        38         21          9         41         28         85         52:
Old  :       116:        38         21          9         41         28         85         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       40.5       37.6       59.7       23.2       39.7       37.3       59.0
Old  :                 23.2       40.5       37.6       59.7       23.2       39.7       37.3       59.0
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 12, 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  :   126,783:    40,395     12,187      1,706     64,669     98,697    106,770    112,590:    20,012     14,193
Old  :   126,783:    40,395     12,187      1,706     64,669     98,697    106,770    112,590:    20,012     14,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     6,289:     1,555      3,330        -24      5,098      1,993      6,628      5,299:      -339        990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        9.6        1.3       51.0       77.8       84.2       88.8:      15.8       11.2
Old  :     100.0:      31.9        9.6        1.3       51.0       77.8       84.2       88.8:      15.8       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        38         21          9         41         28         85         52:
Old  :       116:        38         21          9         41         28         85         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       40.5       37.6       59.7       23.2       39.7       37.3       59.0
Old  :                 23.2       40.5       37.6       59.7       23.2       39.7       37.3       59.0
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 12, 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  :    10,326:     7,132      9,119      1,207      1,817          0     10,156     10,326:       170          0
Old  :    10,326:     7,132      9,119      1,207      1,817          0     10,156     10,326:       170          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :     2,867:     2,253      3,745         30        538       -908      2,821      2,867:        46          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.1       88.3       11.7       17.6        0.0       98.4      100.0:       1.6        0.0
Old  :     100.0:      69.1       88.3       11.7       17.6        0.0       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          8          3          4          0         17          9:
Old  :        23:        11          8          3          4          0         17          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  :                 63.3       86.1       81.9       99.4       63.3       81.8       78.0       88.3
Old  :                 63.3       86.1       81.9       99.4       63.3       81.8       78.0       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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  :    11,221:     3,131      5,999         15      8,029      5,115     11,175     11,129:        46         92
Old  :    11,221:     3,131      5,999         15      8,029      5,115     11,175     11,129:        46         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :       798:       595        250          0        243        557        838        807:       -40         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       53.5        0.1       71.6       45.6       99.6       99.2:       0.4        0.8
Old  :     100.0:      27.9       53.5        0.1       71.6       45.6       99.6       99.2:       0.4        0.8
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  :        25:         4          7          2          3         12          9         19:
Old  :        25:         4          7          2          3         12          9         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.1       67.7       99.6       83.4       98.1       67.6       99.4       83.2
Old  :                 98.1       67.7       99.6       83.4       98.1       67.6       99.4       83.2
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 12, 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  :     6,563:       449        666          0      5,978      5,871      6,427      6,537:       136         26
Old  :     6,563:       449        666          0      5,978      5,871      6,427      6,537:       136         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 5, 2013                     :
     :       -29:        -9         40          0        -28        -60        -37        -20:         8         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       10.1        0.0       91.1       89.5       97.9       99.6:       2.1        0.4
Old  :     100.0:       6.8       10.1        0.0       91.1       89.5       97.9       99.6:       2.1        0.4
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  :        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  :                 95.3       74.2       97.9       90.2       95.3       74.2       97.3       90.2
Old  :                 95.3       74.2       97.9       90.2       95.3       74.2       97.3       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 15, 2013