```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   563,026:   110,873    144,973    168,214    241,867    191,449    520,954    504,636:    42,072     58,389
Old  :   286,756:    83,676    122,292     47,066    134,303     90,803    265,044    260,161:    21,712     26,595
Other:   276,269:    62,845     58,329     85,501    107,564    100,646    255,910    244,475:    20,360     31,794
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    19,151:     3,646      4,551     14,217      1,009        541     18,873     19,310:       278       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       25.7       29.9       43.0       34.0       92.5       89.6:       7.5       10.4
Old  :     100.0:      29.2       42.6       16.4       46.8       31.7       92.4       90.7:       7.6        9.3
Other:     100.0:      22.7       21.1       30.9       38.9       36.4       92.6       88.5:       7.4       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       139        144        162        115        124        336        357:
Old  :       384:       128        125         89         85         97        252        272:
Other:       314:        88         97        103         90        106        234        256:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       13.3       23.4       21.3       11.6       11.3       19.9       17.1
Old  :                 18.2       21.3       30.0       32.5       17.8       21.1       29.1       32.3
Other:                 19.2       13.2       30.1       21.3       15.2        7.6       22.9       13.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,627,540:   340,569    210,493    464,981    649,980    694,311  1,455,529  1,369,785:   172,011    257,755
Old  : 1,119,590:   263,972    179,867    273,488    459,720    506,112    997,180    959,467:   122,410    160,123
Other:   507,950:   157,437    111,467    110,652    190,260    188,200    458,349    410,319:    49,601     97,632
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    -6,096:    15,260     -3,577     20,996    -27,754    -12,487      8,502      4,932:   -14,599    -11,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       12.9       28.6       39.9       42.7       89.4       84.2:      10.6       15.8
Old  :     100.0:      23.6       16.1       24.4       41.1       45.2       89.1       85.7:      10.9       14.3
Other:     100.0:      31.0       21.9       21.8       37.5       37.1       90.2       80.8:       9.8       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       197        170        237        258        324        583        613:
Old  :       707:       188        162        199        223        304        517        567:
Other:       565:       132        108        103        173        268        347        438:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       12.2       17.9       18.0        8.3        8.6       15.2       13.2
Old  :                 10.8       11.1       19.7       18.2       10.4        9.9       18.0       14.8
Other:                 19.1       22.1       30.0       28.2       17.9       18.5       25.8       23.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,009:     3,554        994        649      4,680      8,333      8,884      9,976:     2,125      1,032
Old  :     9,238:     3,531      1,240        236      3,496      6,962      7,263      8,438:     1,975        800
Other:     1,771:       276          7        161      1,184      1,371      1,621      1,539:       150        232
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       -74:       -62        104        137       -305       -121       -230        120:       157       -194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3        9.0        5.9       42.5       75.7       80.7       90.6:      19.3        9.4
Old  :     100.0:      38.2       13.4        2.6       37.8       75.4       78.6       91.3:      21.4        8.7
Other:     100.0:      15.6        0.4        9.1       66.9       77.4       91.5       86.9:       8.5       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          4          3         14         14         32         20:
Old  :        40:        17          4          3         12         12         30         18:
Other:        20:         4          1          3         10         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       54.7       52.5       73.4       34.7       50.3       52.2       68.6
Old  :                 34.6       57.2       55.3       76.8       34.6       52.4       53.2       70.9
Other:                 70.9       59.3       86.4       77.8       65.7       58.5       76.3       71.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   813,389:   196,088     49,456    270,465    283,062    421,447    749,615    741,368:    63,774     72,020
Old  :   596,127:   173,876     44,671    165,079    206,694    344,239    545,650    553,989:    50,477     42,138
Other:   217,262:    58,523     41,098     69,073     76,368     77,208    203,965    187,379:    13,297     29,882
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    16,159:     1,638      2,346     16,238     -3,302      1,166     14,574     19,750:     1,585     -3,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        6.1       33.3       34.8       51.8       92.2       91.1:       7.8        8.9
Old  :     100.0:      29.2        7.5       27.7       34.7       57.7       91.5       92.9:       8.5        7.1
Other:     100.0:      26.9       18.9       31.8       35.2       35.5       93.9       86.2:       6.1       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       180        132        218        118        144        410        398:
Old  :       464:       184        118        183        107        132        375        359:
Other:       307:        88         99         90         73         96        215        233:
     :----------------------------------------------------------------------------------------------------
     :             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       14.5       20.7       23.9        8.3       12.3       13.6       17.4
Old  :                 15.0       19.2       22.8       27.9       13.0       17.9       19.6       25.4
Other:                 19.6       19.3       32.5       34.0       16.4       14.7       24.6       21.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   361,249:    63,217    109,912     65,014    199,899    147,688    328,130    322,614:    33,118     38,634
Old  :   302,994:    60,159    107,073     43,739    174,730    118,145    278,628    268,957:    24,365     34,036
Other:    58,255:    14,146     13,927     10,187     25,169     29,543     49,502     53,657:     8,753      4,598
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     6,226:    -4,539      8,373      3,568      8,435     -8,201      7,464      3,740:    -1,237      2,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       30.4       18.0       55.3       40.9       90.8       89.3:       9.2       10.7
Old  :     100.0:      19.9       35.3       14.4       57.7       39.0       92.0       88.8:       8.0       11.2
Other:     100.0:      24.3       23.9       17.5       43.2       50.7       85.0       92.1:      15.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        59         99         89         74         68        191        210:
Old  :       251:        55        102         76         69         67        172        204:
Other:       128:        40         23         32         47         33        103         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       17.9       28.2       26.4       11.3       14.6       19.6       21.4
Old  :                 20.0       16.9       30.9       26.4       14.9       16.0       25.2       24.1
Other:                 21.9       37.2       38.2       52.1       19.6       31.2       32.7       45.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   731,294:    60,925     54,052     48,331    476,344    457,773    585,600    560,155:   145,693    171,138
Old  :   731,294:    60,925     54,052     48,331    476,344    457,773    585,600    560,155:   145,693    171,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :  -121,171:    17,789      2,414     -1,934   -103,017    -92,686    -87,161    -92,205:   -34,010    -28,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        7.4        6.6       65.1       62.6       80.1       76.6:      19.9       23.4
Old  :     100.0:       8.3        7.4        6.6       65.1       62.6       80.1       76.6:      19.9       23.4
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  :       156:        26         34         34         75         82        123        128:
Old  :       156:        26         34         34         75         82        123        128:
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  :                 24.9       20.6       33.8       29.1       21.6       18.9       28.5       25.5
Old  :                 24.9       20.6       33.8       29.1       21.6       18.9       28.5       25.5
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   407,749:    25,473     50,839      3,855    303,043    280,689    332,371    335,383:    75,378     72,366
Old  :   407,749:    25,473     50,839      3,855    303,043    280,689    332,371    335,383:    75,378     72,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -10,031:     6,268      5,173        697     -9,384     -7,641     -2,419     -1,771:    -7,612     -8,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.5        0.9       74.3       68.8       81.5       82.3:      18.5       17.7
Old  :     100.0:       6.2       12.5        0.9       74.3       68.8       81.5       82.3:      18.5       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         7          6          6         38         39         48         48:
Old  :        65:         7          6          6         38         39         48         48:
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  :                 33.9       38.6       47.0       51.7       31.0       34.3       41.8       45.8
Old  :                 33.9       38.6       47.0       51.7       31.0       34.3       41.8       45.8
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,380:     1,178        475        442      9,118     10,200     10,738     11,117:       642        263
Old  :    11,380:     1,178        475        442      9,118     10,200     10,738     11,117:       642        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       533:        97        -62        160        384        586        641        684:      -108       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        4.2        3.9       80.1       89.6       94.4       97.7:       5.6        2.3
Old  :     100.0:      10.4        4.2        3.9       80.1       89.6       94.4       97.7:       5.6        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        11          4          9         25         26         42         36:
Old  :        49:        11          4          9         25         26         42         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  :                 44.1       41.1       61.0       63.8       19.0       18.3       26.1       26.7
Old  :                 44.1       41.1       61.0       63.8       19.0       18.3       26.1       26.7
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   324,926:    92,354     33,034     57,239    131,406    206,725    280,999    296,997:    43,927     27,929
Old  :   261,563:    83,958     26,441     42,150     99,655    171,286    225,764    239,877:    35,799     21,685
Other:    63,364:    14,296     12,493      9,189     31,751     35,438     55,235     57,120:     8,128      6,244
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     8,336:     7,800      2,129      9,301     -9,074       -382      8,027     11,048:       309     -2,712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       10.2       17.6       40.4       63.6       86.5       91.4:      13.5        8.6
Old  :     100.0:      32.1       10.1       16.1       38.1       65.5       86.3       91.7:      13.7        8.3
Other:     100.0:      22.6       19.7       14.5       50.1       55.9       87.2       90.1:      12.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        84         43         59         83         78        195        158:
Old  :       229:        79         44         56         79         76        185        153:
Other:       121:        32         27         23         54         31         98         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  :                  9.4       31.1       16.3       44.1        7.5       29.1       13.6       35.8
Old  :                 10.0       34.0       18.1       43.6        9.2       32.3       16.2       38.1
Other:                 18.8       37.9       31.4       52.1       15.5       34.1       27.0       45.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,853:     3,101      4,021        942      7,097      7,550     11,140     12,512:     2,714      1,341
Old  :    13,365:     3,098      4,124        817      7,030      7,121     10,945     12,062:     2,420      1,303
Other:       489:       113          7         14         68        429        195        450:       294         39
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :      -904:      -213        731       -389       -482     -1,508     -1,085     -1,165:       181        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       29.0        6.8       51.2       54.5       80.4       90.3:      19.6        9.7
Old  :     100.0:      23.2       30.9        6.1       52.6       53.3       81.9       90.3:      18.1        9.7
Other:     100.0:      23.2        1.4        2.9       13.8       87.8       39.9       92.1:      60.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         19          9         25         13         50         35:
Old  :        66:        18         20          9         25         13         50         35:
Other:        18:         8          1          4          5          4         13          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       46.0       42.5       63.4       28.0       43.0       42.4       60.0
Old  :                 29.1       45.7       44.0       63.8       29.0       42.6       43.9       60.5
Other:                 29.1       87.8       36.0       91.7       29.1       87.8       35.3       89.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,146,993:   362,235    180,635     65,680    574,011    825,059  1,001,926  1,071,374:   145,066     75,619
Old  : 1,146,993:   362,235    180,635     65,680    574,011    825,059  1,001,926  1,071,374:   145,066     75,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -49,231:    22,925    -23,022     -6,998    -45,899     16,451    -29,972    -13,569:   -19,258    -35,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       15.7        5.7       50.0       71.9       87.4       93.4:      12.6        6.6
Old  :     100.0:      31.6       15.7        5.7       50.0       71.9       87.4       93.4:      12.6        6.6
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  :       217:        57         30         29         89         97        155        148:
Old  :       217:        57         30         29         89         97        155        148:
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  :                 21.2       25.9       32.9       38.1       20.4       24.4       30.6       33.4
Old  :                 21.2       25.9       32.9       38.1       20.4       24.4       30.6       33.4
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,579,024:   367,993    249,288    297,933  1,578,168  1,654,581  2,244,093  2,201,801:   334,930    377,223
Old  : 2,579,024:   367,993    249,288    297,933  1,578,168  1,654,581  2,244,093  2,201,801:   334,930    377,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -37,644:    13,631        258     10,892    -17,344     11,574      7,179     22,723:   -44,822    -60,367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.7       11.6       61.2       64.2       87.0       85.4:      13.0       14.6
Old  :     100.0:      14.3        9.7       11.6       61.2       64.2       87.0       85.4:      13.0       14.6
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  :       297:        51         62         72        145        163        237        256:
Old  :       297:        51         62         72        145        163        237        256:
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  :                 20.9       14.6       30.8       21.5       17.8       11.6       26.7       17.6
Old  :                 20.9       14.6       30.8       21.5       17.8       11.6       26.7       17.6
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,998,386:   344,112    151,182    160,454  1,239,639  1,442,528  1,744,204  1,754,164:   254,182    244,222
Old  : 1,998,386:   344,112    151,182    160,454  1,239,639  1,442,528  1,744,204  1,754,164:   254,182    244,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -40,207:    85,612    -15,551     32,490    -76,922     27,377     41,180     44,317:   -81,387    -84,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        7.6        8.0       62.0       72.2       87.3       87.8:      12.7       12.2
Old  :     100.0:      17.2        7.6        8.0       62.0       72.2       87.3       87.8:      12.7       12.2
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  :       220:        37         42         38        101        118        160        176:
Old  :       220:        37         42         38        101        118        160        176:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       28.0       39.7       39.4       25.5       26.9       34.9       35.4
Old  :                 26.3       28.0       39.7       39.4       25.5       26.9       34.9       35.4
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   329,672:    18,420     40,764     52,865    233,587    198,540    304,872    292,170:    24,800     37,502
Old  :   329,672:    18,420     40,764     52,865    233,587    198,540    304,872    292,170:    24,800     37,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :   -20,464:       156     14,806     -2,979    -20,407    -32,958    -23,231    -21,131:     2,767        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       12.4       16.0       70.9       60.2       92.5       88.6:       7.5       11.4
Old  :     100.0:       5.6       12.4       16.0       70.9       60.2       92.5       88.6:       7.5       11.4
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  :        71:        13         15         20         33         37         55         64:
Old  :        71:        13         15         20         33         37         55         64:
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  :                 42.1       26.6       55.6       40.0       34.2       23.5       40.5       30.0
Old  :                 42.1       26.6       55.6       40.0       34.2       23.5       40.5       30.0
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    71,755:    21,391      8,677      1,258     38,543     51,484     61,192     61,419:    10,563     10,336
Old  :    71,755:    21,391      8,677      1,258     38,543     51,484     61,192     61,419:    10,563     10,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :     7,637:       318      3,250        369      7,416      2,192      8,103      5,811:      -465      1,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       12.1        1.8       53.7       71.7       85.3       85.6:      14.7       14.4
Old  :     100.0:      29.8       12.1        1.8       53.7       71.7       85.3       85.6:      14.7       14.4
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  :       117:        40         21          8         39         30         82         56:
Old  :       117:        40         21          8         39         30         82         56:
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  :                 21.2       37.7       34.8       55.9       20.8       34.9       33.8       53.1
Old  :                 21.2       37.7       34.8       55.9       20.8       34.9       33.8       53.1
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   143,510:    42,781     17,354      2,516     77,087    102,967    122,384    122,838:    21,126     20,672
Old  :   143,510:    42,781     17,354      2,516     77,087    102,967    122,384    122,838:    21,126     20,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :    15,275:       635      6,500        737     14,833      4,384     16,206     11,622:      -931      3,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       12.1        1.8       53.7       71.7       85.3       85.6:      14.7       14.4
Old  :     100.0:      29.8       12.1        1.8       53.7       71.7       85.3       85.6:      14.7       14.4
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  :       117:        40         21          8         39         30         82         56:
Old  :       117:        40         21          8         39         30         82         56:
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  :                 21.2       37.7       34.8       55.9       20.8       34.9       33.8       53.1
Old  :                 21.2       37.7       34.8       55.9       20.8       34.9       33.8       53.1
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,893:     7,122     11,325      1,557      4,055          0     12,734     12,882:       159         11
Old  :    12,893:     7,122     11,325      1,557      4,055          0     12,734     12,882:       159         11
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :        56:        35       -301        351       -371          0         15         50:        41          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       87.8       12.1       31.5        0.0       98.8       99.9:       1.2        0.1
Old  :     100.0:      55.2       87.8       12.1       31.5        0.0       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          4          3          0         16         11:
Old  :        23:        11          9          4          3          0         16         11:
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  :                 66.6       86.5       87.4       98.0       63.9       82.9       81.6       87.3
Old  :                 66.6       86.5       87.4       98.0       63.9       82.9       81.6       87.3
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    12,672:     4,594      5,563         12      8,014      6,982     12,620     12,557:        52        115
Old  :    12,672:     4,594      5,563         12      8,014      6,982     12,620     12,557:        52        115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       364:       421       -425          1        -70        826        352        402:        12        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       43.9        0.1       63.2       55.1       99.6       99.1:       0.4        0.9
Old  :     100.0:      36.3       43.9        0.1       63.2       55.1       99.6       99.1:       0.4        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  :        24:         4          6          2          3         12          9         18:
Old  :        24:         4          6          2          3         12          9         18:
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       67.0       99.6       86.7       98.3       66.9       99.5       86.6
Old  :                 98.3       67.0       99.6       86.7       98.3       66.9       99.5       86.6
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, March 5, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     6,976:       504        886          0      6,358      6,014      6,862      6,900:       114         76
Old  :     6,976:       504        886          0      6,358      6,014      6,862      6,900:       114         76
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 26, 2013                    :
     :       111:        34        -30          0         78        130        112        100:        -1         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       12.7        0.0       91.1       86.2       98.4       98.9:       1.6        1.1
Old  :     100.0:       7.2       12.7        0.0       91.1       86.2       98.4       98.9:       1.6        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          5          0          5         11          9         16:
Old  :        24:         4          5          0          5         11          9         16:
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  :                 93.4       70.4       97.9       89.1       93.4       70.4       97.8       89.1
Old  :                 93.4       70.4       97.9       89.1       93.4       70.4       97.8       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 8, 2013