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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   612,444:   106,660    142,633    197,395    263,975    212,296    568,029    552,323:    44,415     60,121
Old  :   370,699:    78,085    121,892     99,451    166,047    116,329    343,584    337,673:    27,116     33,027
Other:   241,745:    57,706     49,872     68,812     97,927     95,966    224,445    214,651:    17,300     27,095
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    -4,535:    -3,052      7,025       -660        689    -10,457     -3,023     -4,091:    -1,513       -444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       23.3       32.2       43.1       34.7       92.7       90.2:       7.3        9.8
Old  :     100.0:      21.1       32.9       26.8       44.8       31.4       92.7       91.1:       7.3        8.9
Other:     100.0:      23.9       20.6       28.5       40.5       39.7       92.8       88.8:       7.2       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       438:       146        148        179        111        124        347        370:
Old  :       404:       143        128        133         95        109        292        320:
Other:       296:        73         99         95         81        108        211        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.6       12.1       23.3       19.7       11.0        9.8       19.0       15.1
Old  :                 15.6       16.4       25.7       25.9       15.4       15.4       24.1       24.9
Other:                 20.1       12.1       31.2       22.3       16.6       10.5       24.9       16.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,798,722:   330,442    207,748    531,557    750,026    783,715  1,612,026  1,523,020:   186,696    275,702
Old  : 1,331,073:   247,414    171,286    367,373    572,787    604,464  1,187,574  1,143,123:   143,499    187,949
Other:   467,649:   148,309    101,743     98,903    177,240    179,251    424,452    379,897:    43,197     87,752
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    30,688:   -10,343     33,581     19,566     17,817    -24,326     27,041     28,821:     3,647      1,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       11.5       29.6       41.7       43.6       89.6       84.7:      10.4       15.3
Old  :     100.0:      18.6       12.9       27.6       43.0       45.4       89.2       85.9:      10.8       14.1
Other:     100.0:      31.7       21.8       21.1       37.9       38.3       90.8       81.2:       9.2       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       767:       208        172        257        284        340        623        653:
Old  :       742:       207        152        227        256        323        569        614:
Other:       558:       115        115        106        161        273        333        440:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       11.8       17.7       18.0        7.4        6.3       13.6       10.1
Old  :                 11.1       11.1       19.4       17.7       10.0        7.6       17.0       12.4
Other:                 20.0       22.8       31.9       29.6       19.0       19.3       27.7       24.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,142:     3,056      1,243        944      5,394      8,544      9,394     10,732:     2,747      1,410
Old  :    11,004:     2,984      1,259        845      4,491      7,625      8,320      9,730:     2,684      1,274
Other:     1,137:        96          8         75        903        919      1,074      1,002:        63        136
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       563:       663         67        154       -344        375        472        596:        91        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       10.2        7.8       44.4       70.4       77.4       88.4:      22.6       11.6
Old  :     100.0:      27.1       11.4        7.7       40.8       69.3       75.6       88.4:      24.4       11.6
Other:     100.0:       8.5        0.7        6.6       79.4       80.8       94.4       88.1:       5.6       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        20          7          9         16         13         38         27:
Old  :        47:        18          9          9         15         13         37         27:
Other:        21:         4          2          5          9         10         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       54.1       45.5       71.0       25.1       46.9       42.1       61.9
Old  :                 25.5       57.3       46.0       71.4       23.9       50.2       41.4       61.5
Other:                 69.4       61.7       86.9       76.9       63.9       61.4       80.1       72.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   906,979:   199,883     60,189    324,746    316,155    449,037    840,784    833,972:    66,195     73,007
Old  :   722,910:   176,662     50,751    236,024    256,070    387,522    668,756    674,296:    54,154     48,614
Other:   184,069:    53,150     39,367     58,793     60,085     61,515    172,028    159,676:    12,041     24,393
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    24,210:       647      2,659      4,755     21,003     16,177     26,406     23,591:    -2,196        619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        6.6       35.8       34.9       49.5       92.7       92.0:       7.3        8.0
Old  :     100.0:      24.4        7.0       32.6       35.4       53.6       92.5       93.3:       7.5        6.7
Other:     100.0:      28.9       21.4       31.9       32.6       33.4       93.5       86.7:       6.5       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       528:       196        144        253        139        158        468        444:
Old  :       516:       196        141        227        129        149        438        418:
Other:       317:        95         92         85         74        101        213        240:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       12.4       20.5       21.4        8.9        9.7       13.6       15.6
Old  :                 14.6       14.5       21.5       23.8       12.0       13.2       16.9       20.0
Other:                 21.5       18.9       34.1       33.0       17.6       15.3       26.9       24.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   372,877:    72,978     81,680     78,369    180,507    178,698    331,854    338,747:    41,022     34,130
Old  :   326,894:    71,681     80,768     59,176    163,727    156,674    294,584    296,618:    32,311     30,276
Other:    45,982:    12,273     11,888      8,218     16,780     22,023     37,271     42,129:     8,712      3,853
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    -8,614:       787     -1,049     -1,780     -8,419       -627     -9,412     -3,456:       799     -5,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       21.9       21.0       48.4       47.9       89.0       90.8:      11.0        9.2
Old  :     100.0:      21.9       24.7       18.1       50.1       47.9       90.1       90.7:       9.9        9.3
Other:     100.0:      26.7       25.9       17.9       36.5       47.9       81.1       91.6:      18.9        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        70         86         94         78         70        216        201:
Old  :       260:        68         91         82         75         70        200        198:
Other:       119:        41         16         26         43         28         96         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  :                 13.6       19.7       23.3       29.7       10.0       16.0       16.6       22.6
Old  :                 14.5       20.9       25.1       29.8       11.5       17.3       19.7       24.4
Other:                 20.7       34.2       36.0       52.6       18.9       29.2       29.8       45.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   726,459:    47,177     62,252     51,726    472,154    410,060    571,057    524,038:   155,402    202,421
Old  :   726,459:    47,177     62,252     51,726    472,154    410,060    571,057    524,038:   155,402    202,421
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :     7,780:     7,444        735     -1,007     -1,959      5,118      4,478      4,846:     3,302      2,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        8.6        7.1       65.0       56.4       78.6       72.1:      21.4       27.9
Old  :     100.0:       6.5        8.6        7.1       65.0       56.4       78.6       72.1:      21.4       27.9
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  :       168:        30         33         39         83         91        135        141:
Old  :       168:        30         33         39         83         91        135        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       17.7       28.8       24.5       20.2       16.1       26.7       22.5
Old  :                 22.1       17.7       28.8       24.5       20.2       16.1       26.7       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   374,153:    17,253     43,242      3,101    278,009    259,710    298,363    306,053:    75,790     68,100
Old  :   374,153:    17,253     43,242      3,101    278,009    259,710    298,363    306,053:    75,790     68,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :     7,063:       128        414       -798      2,538      4,646      1,868      4,262:     5,195      2,801
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       11.6        0.8       74.3       69.4       79.7       81.8:      20.3       18.2
Old  :     100.0:       4.6       11.6        0.8       74.3       69.4       79.7       81.8:      20.3       18.2
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  :        63:         5          6          3         32         38         39         45:
Old  :        63:         5          6          3         32         38         39         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       36.8       51.4       49.7       33.2       36.2       45.4       48.4
Old  :                 36.7       36.8       51.4       49.7       33.2       36.2       45.4       48.4
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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,940:       939        524        414      7,874      8,762      9,227      9,700:       713        240
Old  :     9,940:       939        524        414      7,874      8,762      9,227      9,700:       713        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       498:        48        171       -215        743        645        576        601:       -78       -103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        5.3        4.2       79.2       88.1       92.8       97.6:       7.2        2.4
Old  :     100.0:       9.4        5.3        4.2       79.2       88.1       92.8       97.6:       7.2        2.4
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  :        45:         8          6          8         23         26         37         35:
Old  :        45:         8          6          8         23         26         37         35:
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  :                 43.5       39.9       60.7       59.2       20.7       18.6       29.0       28.3
Old  :                 43.5       39.9       60.7       59.2       20.7       18.6       29.0       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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   337,965:    84,494     34,537     58,325    149,075    213,971    291,894    306,833:    46,071     31,132
Old  :   280,580:    72,764     27,098     46,440    123,094    181,380    242,298    254,919:    38,282     25,661
Other:    57,385:    14,416     10,123      9,200     25,981     32,591     49,596     51,914:     7,789      5,471
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :      -208:       503      4,594     -5,277      4,973      1,705        199      1,022:      -407     -1,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       10.2       17.3       44.1       63.3       86.4       90.8:      13.6        9.2
Old  :     100.0:      25.9        9.7       16.6       43.9       64.6       86.4       90.9:      13.6        9.1
Other:     100.0:      25.1       17.6       16.0       45.3       56.8       86.4       90.5:      13.6        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        69         54         63         84         79        191        166:
Old  :       224:        70         49         61         83         78        186        162:
Other:       110:        25         28         25         46         33         86         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       31.9       19.2       44.7        7.1       28.1       12.7       34.2
Old  :                 12.6       33.5       20.7       44.8        8.4       30.5       14.6       37.0
Other:                 22.8       33.9       36.9       50.5       19.6       29.7       31.1       41.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    15,266:     3,226      3,312      1,377      7,639      9,606     12,242     14,295:     3,024        971
Old  :    14,839:     3,220      3,447      1,232      7,532      9,212     11,983     13,890:     2,856        949
Other:       427:       141          0         11        107        394        259        405:       168         22
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       182:       -76       -177        184        -52        379         56        386:       125       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       21.7        9.0       50.0       62.9       80.2       93.6:      19.8        6.4
Old  :     100.0:      21.7       23.2        8.3       50.8       62.1       80.8       93.6:      19.2        6.4
Other:     100.0:      33.0        0.0        2.6       25.1       92.3       60.7       94.9:      39.3        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        22         16         13         31         21         60         44:
Old  :        73:        19         19         13         30         21         59         44:
Other:        19:         8          0          4          6          4         15          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       47.0       39.9       62.2       25.6       46.2       38.2       60.4
Old  :                 27.4       46.6       41.0       62.3       26.4       46.0       39.3       60.6
Other:                 39.8       92.3       54.1       94.9       39.8       92.3       54.1       92.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,073,457:   263,323    212,604     78,372    605,638    698,496    947,333    989,472:   126,124     83,984
Old  : 1,073,457:   263,323    212,604     78,372    605,638    698,496    947,333    989,472:   126,124     83,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :   -21,662:   -28,647      8,182     -6,417     13,399    -28,218    -21,666    -26,454:         4      4,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       19.8        7.3       56.4       65.1       88.3       92.2:      11.7        7.8
Old  :     100.0:      24.5       19.8        7.3       56.4       65.1       88.3       92.2:      11.7        7.8
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  :       223:        42         43         31        100        106        162        161:
Old  :       223:        42         43         31        100        106        162        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       24.7       33.2       36.0       19.1       23.0       30.2       32.2
Old  :                 19.6       24.7       33.2       36.0       19.1       23.0       30.2       32.2
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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,629,025:   297,582    285,020    299,726  1,750,994  1,627,959  2,348,302  2,212,705:   280,723    416,320
Old  : 2,629,025:   297,582    285,020    299,726  1,750,994  1,627,959  2,348,302  2,212,705:   280,723    416,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    76,005:     4,666     18,984     10,859     51,416     51,658     66,941     81,501:     9,064     -5,496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       10.8       11.4       66.6       61.9       89.3       84.2:      10.7       15.8
Old  :     100.0:      11.3       10.8       11.4       66.6       61.9       89.3       84.2:      10.7       15.8
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  :       315:        48         74         79        151        171        250        273:
Old  :       315:        48         74         79        151        171        250        273:
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  :                 19.4       14.3       30.2       21.6       16.9       10.6       25.1       16.0
Old  :                 19.4       14.3       30.2       21.6       16.9       10.6       25.1       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,898,578:   254,609    158,237    189,365  1,248,217  1,259,108  1,692,191  1,606,711:   206,387    291,868
Old  : 1,898,578:   254,609    158,237    189,365  1,248,217  1,259,108  1,692,191  1,606,711:   206,387    291,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :    29,344:    10,782     -1,175     -8,070     39,454     24,027     42,166     14,781:   -12,822     14,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        8.3       10.0       65.7       66.3       89.1       84.6:      10.9       15.4
Old  :     100.0:      13.4        8.3       10.0       65.7       66.3       89.1       84.6:      10.9       15.4
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  :       212:        31         39         32        108        116        154        172:
Old  :       212:        31         39         32        108        116        154        172:
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  :                 26.9       20.8       38.5       33.1       23.8       20.2       33.3       30.3
Old  :                 26.9       20.8       38.5       33.1       23.8       20.2       33.3       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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   340,964:    20,530     24,094     56,478    246,808    229,902    323,816    310,475:    17,148     30,490
Old  :   340,964:    20,530     24,094     56,478    246,808    229,902    323,816    310,475:    17,148     30,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :     7,531:       586     -1,193      1,415      6,586      5,300      8,587      5,522:    -1,056      2,009
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0        7.1       16.6       72.4       67.4       95.0       91.1:       5.0        8.9
Old  :     100.0:       6.0        7.1       16.6       72.4       67.4       95.0       91.1:       5.0        8.9
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  :        78:        18         14         25         35         40         62         71:
Old  :        78:        18         14         25         35         40         62         71:
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  :                 40.1       28.4       53.5       40.5       31.3       21.0       39.5       28.4
Old  :                 40.1       28.4       53.5       40.5       31.3       21.0       39.5       28.4
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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,383:    19,278      4,994        666     32,795     49,793     52,739     55,453:    10,643      7,930
Old  :    63,383:    19,278      4,994        666     32,795     49,793     52,739     55,453:    10,643      7,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :        -9:      -920     -1,099       -187        461        444       -646       -842:       637        833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        7.9        1.1       51.7       78.6       83.2       87.5:      16.8       12.5
Old  :     100.0:      30.4        7.9        1.1       51.7       78.6       83.2       87.5:      16.8       12.5
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  :       111:        37         15          7         39         32         80         50:
Old  :       111:        37         15          7         39         32         80         50:
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  :                 23.7       41.0       38.4       60.6       23.7       40.1       38.1       59.7
Old  :                 23.7       41.0       38.4       60.6       23.7       40.1       38.1       59.7
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 with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   126,765:    38,556      9,988      1,332     65,591     99,585    105,479    110,905:    21,287     15,860
Old  :   126,765:    38,556      9,988      1,332     65,591     99,585    105,479    110,905:    21,287     15,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       -17:    -1,839     -2,198       -374        922        888     -1,292     -1,684:     1,274      1,667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        7.9        1.1       51.7       78.6       83.2       87.5:      16.8       12.5
Old  :     100.0:      30.4        7.9        1.1       51.7       78.6       83.2       87.5:      16.8       12.5
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  :       111:        37         15          7         39         32         80         50:
Old  :       111:        37         15          7         39         32         80         50:
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  :                 23.7       41.0       38.4       60.6       23.7       40.1       38.1       59.7
Old  :                 23.7       41.0       38.4       60.6       23.7       40.1       38.1       59.7
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 with Delta-adjusted Options and Futures Combined, February 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    10,378:     5,781      9,137      1,236      3,243          0     10,260     10,373:       118          5
Old  :    10,378:     5,781      9,137      1,236      3,243          0     10,260     10,373:       118          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :        52:    -1,351         18         29      1,426          0        104         47:       -52          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7       88.0       11.9       31.2        0.0       98.9      100.0:       1.1        0.0
Old  :     100.0:      55.7       88.0       11.9       31.2        0.0       98.9      100.0:       1.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          3          3          0         16         10:
Old  :        23:        11          9          3          3          0         16         10:
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  :                 58.7       86.1       83.6       98.7       58.7       81.8       79.6       87.5
Old  :                 58.7       86.1       83.6       98.7       58.7       81.8       79.6       87.5
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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,882:     3,811      6,039         15      8,019      5,721     11,845     11,775:        37        107
Old  :    11,882:     3,811      6,039         15      8,019      5,721     11,845     11,775:        37        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       661:       680         40          0        -10        606        670        646:        -9         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       50.8        0.1       67.5       48.1       99.7       99.1:       0.3        0.9
Old  :     100.0:      32.1       50.8        0.1       67.5       48.1       99.7       99.1:       0.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 98.3       68.0       99.7       84.0       98.3       67.9       99.5       83.8
Old  :                 98.3       68.0       99.7       84.0       98.3       67.9       99.5       83.8
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 19, 2013               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     6,526:       267        511          0      6,149      5,960      6,416      6,471:       110         55
Old  :     6,526:       267        511          0      6,149      5,960      6,416      6,471:       110         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 12, 2013                    :
     :       -37:      -182       -155          0        171         89        -11        -66:       -26         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        7.8        0.0       94.2       91.3       98.3       99.2:       1.7        0.8
Old  :     100.0:       4.1        7.8        0.0       94.2       91.3       98.3       99.2:       1.7        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  :        21:         3          4          0          5         10          8         14:
Old  :        21:         3          4          0          5         10          8         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.5       75.8       98.3       92.1       94.5       75.8       97.7       92.1
Old  :                 94.5       75.8       98.3       92.1       94.5       75.8       97.7       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 22, 2013