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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   585,424:   117,647    146,053    179,284    246,620    200,839    543,550    526,176:    41,874     59,248
Old  :   288,564:    86,147    121,269     51,894    129,493     89,794    267,534    262,956:    21,030     25,608
Other:   296,860:    64,075     57,359     94,815    117,127    111,046    276,017    263,220:    20,844     33,640
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    22,398:     6,774      1,079     11,069      4,753      9,391     22,596     21,540:      -198        859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       24.9       30.6       42.1       34.3       92.8       89.9:       7.2       10.1
Old  :     100.0:      29.9       42.0       18.0       44.9       31.1       92.7       91.1:       7.3        8.9
Other:     100.0:      21.6       19.3       31.9       39.5       37.4       93.0       88.7:       7.0       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       141        153        162        109        119        334        361:
Old  :       388:       129        135         88         83         92        252        275:
Other:       325:        94        104        104         87        105        233        266:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       12.7       22.3       20.9       11.0       10.1       18.6       15.8
Old  :                 16.7       21.1       28.7       32.4       15.8       20.5       27.3       31.7
Other:                 18.6       13.7       29.3       22.2       14.2        9.1       21.4       14.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,683,071:   350,294    196,983    490,848    665,613    728,236  1,506,755  1,416,067:   176,317    267,005
Old  : 1,141,494:   263,983    159,790    291,500    463,081    526,212  1,018,564    977,502:   122,930    163,992
Other:   541,578:   163,909    114,791    121,750    202,532    202,024    488,191    438,565:    53,387    103,013
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    55,531:     9,726    -13,510     25,867     15,633     33,925     51,226     46,281:     4,306      9,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       11.7       29.2       39.5       43.3       89.5       84.1:      10.5       15.9
Old  :     100.0:      23.1       14.0       25.5       40.6       46.1       89.2       85.6:      10.8       14.4
Other:     100.0:      30.3       21.2       22.5       37.4       37.3       90.1       81.0:       9.9       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       747:       204        174        246        259        328        596        620:
Old  :       715:       190        167        210        222        309        530        574:
Other:       581:       129        123        112        178        272        365        450:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       12.5       17.7       18.6        8.1        8.8       14.9       13.0
Old  :                 10.5       11.2       19.1       17.7       10.0        9.0       17.3       14.4
Other:                 18.3       21.3       29.2       28.0       17.2       18.1       25.2       23.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,053:     3,934        779        859      4,190      8,354      8,983      9,992:     2,070      1,061
Old  :     9,061:     3,909      1,079        309      2,927      6,881      7,145      8,269:     1,916        792
Other:     1,992:       334          9        241      1,262      1,473      1,838      1,723:       154        269
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :        44:       380       -215        210       -491         21         99         16:       -55         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        7.0        7.8       37.9       75.6       81.3       90.4:      18.7        9.6
Old  :     100.0:      43.1       11.9        3.4       32.3       75.9       78.9       91.3:      21.1        8.7
Other:     100.0:      16.8        0.4       12.1       63.4       73.9       92.3       86.5:       7.7       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          6          4         14         14         36         21:
Old  :        44:        20          5          4         12         12         34         19:
Other:        22:         4          3          4         10         11         15         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.5       52.8       54.0       71.2       36.5       52.5       52.8       69.0
Old  :                 36.3       55.7       54.5       75.0       36.3       55.5       54.2       73.6
Other:                 70.7       55.3       85.8       74.8       65.4       54.5       74.3       67.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   827,046:   206,234     48,611    267,335    288,187    437,262    761,756    753,208:    65,290     73,838
Old  :   601,713:   181,667     42,600    161,178    207,347    356,817    550,192    560,595:    51,521     41,118
Other:   225,333:    60,371     41,815     70,353     80,840     80,445    211,564    192,613:    13,769     32,720
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    13,657:    10,147       -845     -3,130      5,125     15,815     12,141     11,839:     1,516      1,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        5.9       32.3       34.8       52.9       92.1       91.1:       7.9        8.9
Old  :     100.0:      30.2        7.1       26.8       34.5       59.3       91.4       93.2:       8.6        6.8
Other:     100.0:      26.8       18.6       31.2       35.9       35.7       93.9       85.5:       6.1       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       482:       182        133        213        116        145        406        397:
Old  :       466:       184        121        181        103        130        373        354:
Other:       313:        89        104         93         73         94        218        237:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.7       14.7       21.3       24.2        8.7       12.6       13.9       18.1
Old  :                 16.0       19.5       23.3       28.2       13.9       18.1       20.3       25.6
Other:                 19.4       19.7       32.2       33.0       15.9       14.2       23.6       21.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   365,440:    65,003    110,903     65,017    201,268    151,140    331,289    327,061:    34,151     38,379
Old  :   301,261:    60,548    106,941     42,028    174,579    119,221    277,154    268,190:    24,107     33,071
Other:    64,179:    16,473     15,979     10,972     26,690     31,920     54,135     58,871:    10,044      5,308
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :     4,191:     1,786        991          3      1,369      3,453      3,159      4,447:     1,033       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       30.3       17.8       55.1       41.4       90.7       89.5:       9.3       10.5
Old  :     100.0:      20.1       35.5       14.0       57.9       39.6       92.0       89.0:       8.0       11.0
Other:     100.0:      25.7       24.9       17.1       41.6       49.7       84.3       91.7:      15.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        64         97         89         73         70        194        212:
Old  :       257:        63         96         77         67         70        176        206:
Other:       132:        39         29         29         44         35        100         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       17.9       29.1       26.2       12.2       14.9       20.9       21.8
Old  :                 20.8       17.7       31.9       26.9       17.4       16.7       27.9       25.0
Other:                 22.3       36.4       37.7       51.9       19.7       31.0       31.5       43.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   760,676:    66,202     58,417     60,205    486,193    447,275    612,601    565,898:   148,076    194,779
Old  :   760,676:    66,202     58,417     60,205    486,193    447,275    612,601    565,898:   148,076    194,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    29,383:     5,277      4,366     11,875      9,849    -10,498     27,000      5,742:     2,382     23,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7        7.7        7.9       63.9       58.8       80.5       74.4:      19.5       25.6
Old  :     100.0:       8.7        7.7        7.9       63.9       58.8       80.5       74.4:      19.5       25.6
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  :       165:        24         39         36         81         88        130        138:
Old  :       165:        24         39         36         81         88        130        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       20.1       31.4       27.1       21.4       18.1       28.5       24.1
Old  :                 23.5       20.1       31.4       27.1       21.4       18.1       28.5       24.1
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   388,144:    25,619     51,420      3,043    283,039    266,354    311,701    320,817:    76,443     67,327
Old  :   388,144:    25,619     51,420      3,043    283,039    266,354    311,701    320,817:    76,443     67,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :   -19,605:       146        581       -812    -20,004    -14,335    -20,669    -14,566:     1,064     -5,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       13.2        0.8       72.9       68.6       80.3       82.7:      19.7       17.3
Old  :     100.0:       6.6       13.2        0.8       72.9       68.6       80.3       82.7:      19.7       17.3
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  :        65:         7          6          6         36         38         46         47:
Old  :        65:         7          6          6         36         38         46         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       37.0       49.8       49.5       33.1       36.4       44.6       48.2
Old  :                 36.0       37.0       49.8       49.5       33.1       36.4       44.6       48.2
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,236:     1,104        973        673      8,791      9,230     10,568     10,876:       668        360
Old  :    11,236:     1,104        973        673      8,791      9,230     10,568     10,876:       668        360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :      -144:       -74        498        231       -327       -970       -170       -241:        26         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        8.7        6.0       78.2       82.1       94.1       96.8:       5.9        3.2
Old  :     100.0:       9.8        8.7        6.0       78.2       82.1       94.1       96.8:       5.9        3.2
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  :        49:         9          5          8         25         25         41         34:
Old  :        49:         9          5          8         25         25         41         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       40.3       59.6       62.3       21.4       20.5       28.7       30.9
Old  :                 46.1       40.3       59.6       62.3       21.4       20.5       28.7       30.9
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   334,363:   100,255     35,095     58,726    130,701    213,180    289,683    307,001:    44,681     27,363
Old  :   269,831:    91,732     27,965     43,579     97,855    176,545    233,166    248,089:    36,665     21,742
Other:    64,532:    15,127     13,734      8,544     32,846     36,634     56,517     58,912:     8,015      5,620
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :     9,437:     7,902      2,061      1,487       -705      6,455      8,684     10,003:       753       -566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       10.5       17.6       39.1       63.8       86.6       91.8:      13.4        8.2
Old  :     100.0:      34.0       10.4       16.2       36.3       65.4       86.4       91.9:      13.6        8.1
Other:     100.0:      23.4       21.3       13.2       50.9       56.8       87.6       91.3:      12.4        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        87         43         57         87         84        205        162:
Old  :       241:        88         42         54         83         81        196        155:
Other:       129:        29         34         23         57         33        101         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.4       31.7       15.2       43.6        7.3       29.4       13.2       36.5
Old  :                  8.9       34.0       16.7       43.3        8.7       32.4       15.6       38.7
Other:                 21.8       38.4       33.9       52.6       18.2       33.0       29.9       45.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,552:     2,799      4,704      1,202      7,644      6,896     11,645     12,802:     2,907      1,750
Old  :    14,032:     2,784      4,831      1,057      7,570      6,467     11,411     12,355:     2,621      1,677
Other:       520:       143          0         18         74        429        234        447:       286         73
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :       698:      -302        683        261        547       -654        505        290:       193        409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       32.3        8.3       52.5       47.4       80.0       88.0:      20.0       12.0
Old  :     100.0:      19.8       34.4        7.5       54.0       46.1       81.3       88.0:      18.7       12.0
Other:     100.0:      27.5        0.0        3.4       14.2       82.6       45.1       86.0:      54.9       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        22         17          9         26         12         52         36:
Old  :        69:        20         21          8         26         12         51         36:
Other:        17:         8          0          4          6          5         14          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  :                 27.3       40.6       41.1       58.4       27.0       36.1       40.0       53.3
Old  :                 28.2       40.4       42.6       58.5       28.0       36.3       41.6       53.4
Other:                 29.6       82.2       38.9       85.6       29.3       81.0       36.9       81.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,084,106:   334,624    179,221     57,134    560,814    764,700    952,572  1,001,055:   131,534     83,051
Old  : 1,084,106:   334,624    179,221     57,134    560,814    764,700    952,572  1,001,055:   131,534     83,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :   -62,887:   -27,611     -1,415     -8,546    -13,197    -60,359    -49,355    -70,320:   -13,532      7,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       16.5        5.3       51.7       70.5       87.9       92.3:      12.1        7.7
Old  :     100.0:      30.9       16.5        5.3       51.7       70.5       87.9       92.3:      12.1        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       206:        51         36         26         83         89        146        139:
Old  :       206:        51         36         26         83         89        146        139:
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  :                 19.7       27.8       32.6       39.8       17.6       27.5       28.3       37.7
Old  :                 19.7       27.8       32.6       39.8       17.6       27.5       28.3       37.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,602,561:   276,311    295,749    311,371  1,718,988  1,650,255  2,306,670  2,257,375:   295,891    345,186
Old  : 2,602,561:   276,311    295,749    311,371  1,718,988  1,650,255  2,306,670  2,257,375:   295,891    345,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    23,538:   -91,682     46,461     13,438    140,820     -4,326     62,577     55,574:   -39,039    -32,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.4       12.0       66.0       63.4       88.6       86.7:      11.4       13.3
Old  :     100.0:      10.6       11.4       12.0       66.0       63.4       88.6       86.7:      11.4       13.3
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  :       308:        45         74         79        150        164        244        268:
Old  :       308:        45         74         79        150        164        244        268:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       14.5       35.4       21.4       23.1       12.0       31.3       18.2
Old  :                 25.9       14.5       35.4       21.4       23.1       12.0       31.3       18.2
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,900,310:   273,762    155,493    158,247  1,247,621  1,332,286  1,679,630  1,646,026:   220,680    254,284
Old  : 1,900,310:   273,762    155,493    158,247  1,247,621  1,332,286  1,679,630  1,646,026:   220,680    254,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :   -98,076:   -70,349      4,311     -2,207      7,982   -110,243    -64,574   -108,139:   -33,502     10,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        8.2        8.3       65.7       70.1       88.4       86.6:      11.6       13.4
Old  :     100.0:      14.4        8.2        8.3       65.7       70.1       88.4       86.6:      11.6       13.4
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  :       206:        34         39         36         94        108        145        166:
Old  :       206:        34         39         36         94        108        145        166:
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  :                 28.3       27.0       42.6       39.0       27.1       26.0       37.7       34.9
Old  :                 28.3       27.0       42.6       39.0       27.1       26.0       37.7       34.9
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   332,178:    18,415     39,738     55,498    236,270    201,928    310,184    297,164:    21,994     35,014
Old  :   332,178:    18,415     39,738     55,498    236,270    201,928    310,184    297,164:    21,994     35,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :     2,506:        -4     -1,026      2,633      2,684      3,387      5,312      4,994:    -2,806     -2,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       12.0       16.7       71.1       60.8       93.4       89.5:       6.6       10.5
Old  :     100.0:       5.5       12.0       16.7       71.1       60.8       93.4       89.5:       6.6       10.5
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  :        72:        14         16         21         32         36         55         65:
Old  :        72:        14         16         21         32         36         55         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       29.0       55.8       42.0       34.5       25.9       41.0       32.6
Old  :                 42.4       29.0       55.8       42.0       34.5       25.9       41.0       32.6
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :   106,399:    22,257      6,204      2,820     69,151     82,053     94,229     91,077:    12,170     15,322
Old  :   106,399:    22,257      6,204      2,820     69,151     82,053     94,229     91,077:    12,170     15,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    34,644:       867     -2,473      1,562     30,608     30,570     33,037     29,659:     1,607      4,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        5.8        2.7       65.0       77.1       88.6       85.6:      11.4       14.4
Old  :     100.0:      20.9        5.8        2.7       65.0       77.1       88.6       85.6:      11.4       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  :       114:        38         19         13         45         39         87         67:
Old  :       114:        38         19         13         45         39         87         67:
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  :                 27.6       36.0       40.4       52.3       14.2       19.5       21.8       31.7
Old  :                 27.6       36.0       40.4       52.3       14.2       19.5       21.8       31.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    21,412:     2,092        197        801     16,923     17,173     19,815     18,171:     1,596      3,241
Old  :    21,412:     2,092        197        801     16,923     17,173     19,815     18,171:     1,596      3,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        0.9        3.7       79.0       80.2       92.5       84.9:       7.5       15.1
Old  :     100.0:       9.8        0.9        3.7       79.0       80.2       92.5       84.9:       7.5       15.1
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  :        20:         3          2          4          9         11         14         15:
Old  :        20:         3          2          4          9         11         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       58.0       80.7       73.8       54.3       52.4       65.6       62.6
Old  :                 62.4       58.0       80.7       73.8       54.3       52.4       65.6       62.6
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   169,974:    41,900     13,584      2,469    104,457    129,761    148,826    145,814:    21,148     24,161
Old  :   169,974:    41,900     13,584      2,469    104,457    129,761    148,826    145,814:    21,148     24,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    26,465:      -881     -3,770        -47     27,370     26,793     26,443     22,976:        22      3,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        8.0        1.5       61.5       76.3       87.6       85.8:      12.4       14.2
Old  :     100.0:      24.7        8.0        1.5       61.5       76.3       87.6       85.8:      12.4       14.2
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  :       112:        36         19         12         41         37         81         64:
Old  :       112:        36         19         12         41         37         81         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  :                 29.9       33.9       43.4       53.1       17.7       30.0       29.1       44.6
Old  :                 29.9       33.9       43.4       53.1       17.7       30.0       29.1       44.6
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    12,529:     7,180     11,057      1,465      3,742          0     12,387     12,522:       142          7
Old  :    12,529:     7,180     11,057      1,465      3,742          0     12,387     12,522:       142          7
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :      -364:        58       -268        -92       -313          0       -347       -360:       -17         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3       88.3       11.7       29.9        0.0       98.9       99.9:       1.1        0.1
Old  :     100.0:      57.3       88.3       11.7       29.9        0.0       98.9       99.9:       1.1        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  :        24:        11         10          5          3          0         17         12:
Old  :        24:        11         10          5          3          0         17         12:
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  :                 66.2       87.0       86.9       96.7       63.2       82.1       80.8       87.0
Old  :                 66.2       87.0       86.9       96.7       63.2       82.1       80.8       87.0
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 12, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :    11,261:     2,285      5,386      1,144      7,797      4,599     11,226     11,129:        35        132
Old  :    11,261:     2,285      5,386      1,144      7,797      4,599     11,226     11,129:        35        132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 5, 2013                        :
     :    -1,411:    -2,309       -177      1,132       -217     -2,383     -1,394     -1,428:       -17         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       47.8       10.2       69.2       40.8       99.7       98.8:       0.3        1.2
Old  :     100.0:      20.3       47.8       10.2       69.2       40.8       99.7       98.8:       0.3        1.2
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  :        24:         4          7          3          3         11          9         19:
Old  :        24:         4          7          3          3         11          9         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.1       63.9       99.7       87.6       88.0       63.8       89.5       80.3
Old  :                 98.1       63.9       99.7       87.6       88.0       63.8       89.5       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 15, 2013