```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      543,875
COMMITMENTS
 107,227  140,422  153,997  240,858  190,907  502,081  485,326   41,794   58,548

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -68,570)
     567   -2,211  -43,398  -23,117  -21,388  -65,948  -66,997   -2,622   -1,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     25.8     28.3     44.3     35.1     92.3     89.2      7.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     129      143      154      118      125      327      351
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,633,637
COMMITMENTS
 325,308  214,070  443,985  677,733  706,798  1447027  1364854  186,610  268,783

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:   -165,086)
  -5,134    6,322  -87,573  -72,293  -76,916 -164,999 -158,167      -86   -6,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.1     27.2     41.5     43.3     88.6     83.5     11.4     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      714)
     178      175      232      267      318      585      596
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,082
COMMITMENTS
   3,616      890      512    4,986    8,454    9,114    9,856    1,968    1,226

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     -1,059)
     560     -354     -432     -408      -90     -280     -875     -779     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6      8.0      4.6     45.0     76.3     82.2     88.9     17.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      18        6        4       14       14       34       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      797,229
COMMITMENTS
 194,449   47,110  254,227  286,364  420,281  735,041  721,618   62,189   75,611

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:   -109,750)
  -5,433  -13,079  -70,519  -29,791  -28,756 -105,743 -112,354   -4,007    2,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      5.9     31.9     35.9     52.7     92.2     90.5      7.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      472)
     173      123      214      127      150      411      395
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      355,022
COMMITMENTS
  67,757  101,539   61,446  191,464  155,889  320,666  318,874   34,356   36,148

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -17,855)
  -5,222   19,859  -16,923   10,957  -22,809  -11,188  -19,873   -6,667    2,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1     28.6     17.3     53.9     43.9     90.3     89.8      9.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      65       93       87       73       71      196      204
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      852,465
COMMITMENTS
  43,136   51,637   50,265  579,361  550,459  672,762  652,361  179,703  200,104

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    126,006)
  -4,041  -10,615   -1,462  107,207  140,399  101,705  128,323   24,301   -2,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      6.1      5.9     68.0     64.6     78.9     76.5     21.1     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      27       30       30       69       78      113      121
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      417,780
COMMITMENTS
  19,205   45,666    3,158  312,427  288,330  334,790  337,154   82,990   80,626

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     43,627)
   1,952    2,424       57   34,418   28,620   36,427   31,101    7,200   12,526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6     10.9      0.8     74.8     69.0     80.1     80.7     19.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        6        5       36       41       44       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,847
COMMITMENTS
   1,081      537      282    8,734    9,614   10,097   10,433      750      414

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        907)
     142       13     -132      860      852      870      733       37      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      5.0      2.6     80.5     88.6     93.1     96.2      6.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        6        7       23       26       37       34
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      316,590
COMMITMENTS
  84,553   30,905   47,938  140,480  207,107  272,972  285,950   43,619   30,640

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -21,375)
      59   -3,631  -10,387   -8,594   -6,865  -18,922  -20,883   -2,452     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.8     15.1     44.4     65.4     86.2     90.3     13.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      73       45       55       82       77      189      152
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,757
COMMITMENTS
   3,314    3,289    1,331    7,579    9,058   12,224   13,678    2,533    1,079

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:       -509)
      88      -23      -47      -60     -548      -18     -617     -491      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     22.3      9.0     51.4     61.4     82.8     92.7     17.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       14       11       29       16       54       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,196,223
COMMITMENTS
 339,310  203,658   72,678  619,911  808,607  1031899  1084943  164,325  111,281

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    122,767)
  75,988   -8,946   -5,694   14,273  110,111   84,566   95,470   38,200   27,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     17.0      6.1     51.8     67.6     86.3     90.7     13.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      47       38       28       94       95      155      147
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,616,667
COMMITMENTS
 354,362  249,030  287,041  1595512  1643007  2236914  2179078  379,753  437,590

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    -12,358)
  56,780  -35,990  -12,685 -155,482   15,048 -111,388  -33,627   99,030   21,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      9.5     11.0     61.0     62.8     85.5     83.3     14.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      50       61       73      133      158      227      248
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,038,593
COMMITMENTS
 258,500  166,733  127,964  1316561  1415151  1703025  1709848  335,568  328,745

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    140,015)
   3,890    8,496  -61,402   68,345  156,043   10,833  103,137  129,181   36,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      8.2      6.3     64.6     69.4     83.5     83.9     16.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      30       42       37       89      104      142      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      350,135
COMMITMENTS
  18,264   25,958   55,845  253,994  231,499  328,103  313,302   22,033   36,834

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      9,171)
  -2,266    1,864     -634    7,186    1,597    4,286    2,827    4,885    6,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.4     15.9     72.5     66.1     93.7     89.5      6.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13       18       23       37       41       62       71
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       64,117
COMMITMENTS
  21,073    5,427      889   31,127   49,291   53,089   55,608   11,028    8,510

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        735)
   1,795      433      224   -1,669     -501      350      155      385      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      8.5      1.4     48.5     76.9     82.8     86.7     17.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      39       19       10       40       30       82       56
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      128,235
COMMITMENTS
  42,146   10,854    1,779   62,254   98,583  106,178  111,216   22,057   17,019

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      1,470)
   3,590      865      447   -3,337   -1,003      699      310      770    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      8.5      1.4     48.5     76.9     82.8     86.7     17.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      39       19       10       40       30       82       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       12,837
COMMITMENTS
   7,087   11,626    1,206    4,426        0   12,719   12,832      118        5

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,459)
   1,306    2,489      -30    1,183        0    2,459    2,459        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.2     90.6      9.4     34.5      0.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        9        3        3        0       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       12,308
COMMITMENTS
   4,173    5,988       11    8,084    6,156   12,268   12,155       40      153

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        426)
     362      -51       -4       65      435      423      380        3       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     48.7      0.1     65.7     50.0     99.7     98.8      0.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        2        4       12       10       19
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        6,865
COMMITMENTS
     470      916        0    6,280    5,884    6,750    6,800      115       65

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:        339)
     203      405        0      131      -76      334      329        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     13.3      0.0     91.5     85.7     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        5        0        5       10        8       15
```

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Updated March 1, 2013