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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   543,875:   107,227    140,422    153,997    240,858    190,907    502,081    485,326:    41,794     58,548
Old  :   284,508:    80,515    118,117     43,802    138,314     93,774    262,631    255,693:    21,878     28,816
Other:   259,366:    58,734     54,327     78,173    102,544     97,134    239,450    229,634:    19,916     29,732
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -68,570:       567     -2,211    -43,398    -23,117    -21,388    -65,948    -66,997:    -2,622     -1,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       25.8       28.3       44.3       35.1       92.3       89.2:       7.7       10.8
Old  :     100.0:      28.3       41.5       15.4       48.6       33.0       92.3       89.9:       7.7       10.1
Other:     100.0:      22.6       20.9       30.1       39.5       37.5       92.3       88.5:       7.7       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       420:       129        143        154        118        125        327        351:
Old  :       381:       126        121         95         98         99        264        276:
Other:       300:        76         97         93         89        109        215        252:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       13.2       24.6       21.1       12.1       11.4       21.2       17.3
Old  :                 19.1       20.7       31.0       31.3       18.9       20.5       30.0       31.1
Other:                 19.9       13.0       31.0       21.9       16.1        7.7       24.1       13.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  : 1,633,637:   325,308    214,070    443,985    677,733    706,798  1,447,027  1,364,854:   186,610    268,783
Old  : 1,141,036:   245,905    185,054    265,171    490,052    518,253  1,001,127    968,478:   139,909    172,559
Other:   492,600:   153,318    102,931    104,899    187,682    188,546    445,900    396,376:    46,701     96,225
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :  -165,086:    -5,134      6,322    -87,573    -72,293    -76,916   -164,999   -158,167:       -86     -6,919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       13.1       27.2       41.5       43.3       88.6       83.5:      11.4       16.5
Old  :     100.0:      21.6       16.2       23.2       42.9       45.4       87.7       84.9:      12.3       15.1
Other:     100.0:      31.1       20.9       21.3       38.1       38.3       90.5       80.5:       9.5       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       714:       178        175        232        267        318        585        596:
Old  :       687:       178        155        196        235        297        524        549:
Other:       550:       120        113        104        167        262        340        428:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       12.0       17.5       18.2        8.2        8.1       14.8       12.6
Old  :                 10.4       10.8       19.3       18.5       10.1        9.6       17.5       15.0
Other:                 19.1       22.0       31.0       28.3       18.1       18.5       26.9       23.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    11,082:     3,616        890        512      4,986      8,454      9,114      9,856:     1,968      1,226
Old  :     9,499:     3,583      1,055        181      3,899      7,266      7,664      8,503:     1,835        996
Other:     1,584:       215         16        149      1,086      1,188      1,450      1,353:       134        230
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    -1,059:       560       -354       -432       -408        -90       -280       -875:      -779       -184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6        8.0        4.6       45.0       76.3       82.2       88.9:      17.8       11.1
Old  :     100.0:      37.7       11.1        1.9       41.1       76.5       80.7       89.5:      19.3       10.5
Other:     100.0:      13.5        1.0        9.4       68.6       75.0       91.6       85.5:       8.4       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          6          4         14         14         34         22:
Old  :        43:        19          5          4         12         12         32         20:
Other:        20:         2          3          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  :                 33.2       56.2       52.5       73.1       33.1       50.8       51.2       65.4
Old  :                 32.5       58.8       54.7       75.3       32.4       53.4       52.1       67.4
Other:                 69.4       56.6       86.3       75.5       64.6       55.8       76.4       68.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   797,229:   194,449     47,110    254,227    286,364    420,281    735,041    721,618:    62,189     75,611
Old  :   593,291:   169,884     40,735    155,873    218,283    349,419    544,039    546,027:    49,252     47,264
Other:   203,938:    56,798     38,608     66,122     68,082     70,861    191,001    175,591:    12,937     28,347
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :  -109,750:    -5,433    -13,079    -70,519    -29,791    -28,756   -105,743   -112,354:    -4,007      2,604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        5.9       31.9       35.9       52.7       92.2       90.5:       7.8        9.5
Old  :     100.0:      28.6        6.9       26.3       36.8       58.9       91.7       92.0:       8.3        8.0
Other:     100.0:      27.9       18.9       32.4       33.4       34.7       93.7       86.1:       6.3       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       472:       173        123        214        127        150        411        395:
Old  :       454:       165        117        188        118        138        379        362:
Other:       307:        91         91         93         72         99        214        235:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       14.6       20.3       24.2        8.7       12.2       14.2       18.0
Old  :                 15.2       19.1       22.7       28.1       12.8       17.7       19.5       25.4
Other:                 20.3       19.7       33.6       34.8       17.0       17.0       25.9       26.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   355,022:    67,757    101,539     61,446    191,464    155,889    320,666    318,874:    34,356     36,148
Old  :   302,933:    61,754     99,867     43,931    171,096    126,999    276,781    270,797:    26,152     32,136
Other:    52,089:    14,657     10,327      8,860     20,368     28,890     43,885     48,077:     8,203      4,011
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -17,855:    -5,222     19,859    -16,923     10,957    -22,809    -11,188    -19,873:    -6,667      2,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       28.6       17.3       53.9       43.9       90.3       89.8:       9.7       10.2
Old  :     100.0:      20.4       33.0       14.5       56.5       41.9       91.4       89.4:       8.6       10.6
Other:     100.0:      28.1       19.8       17.0       39.1       55.5       84.3       92.3:      15.7        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        65         93         87         73         71        196        204:
Old  :       252:        61         93         74         69         71        177        199:
Other:       123:        40         19         27         43         33         97         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       19.9       26.5       28.6       11.0       16.4       18.9       23.3
Old  :                 17.9       18.5       28.8       27.5       12.9       17.8       22.1       25.7
Other:                 21.0       34.5       36.1       51.1       19.7       29.2       31.9       43.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   852,465:    43,136     51,637     50,265    579,361    550,459    672,762    652,361:   179,703    200,104
Old  :   852,465:    43,136     51,637     50,265    579,361    550,459    672,762    652,361:   179,703    200,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   126,006:    -4,041    -10,615     -1,462    107,207    140,399    101,705    128,323:    24,301     -2,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        6.1        5.9       68.0       64.6       78.9       76.5:      21.1       23.5
Old  :     100.0:       5.1        6.1        5.9       68.0       64.6       78.9       76.5:      21.1       23.5
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  :       149:        27         30         30         69         78        113        121:
Old  :       149:        27         30         30         69         78        113        121:
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  :                 29.4       23.1       38.4       33.2       16.2       14.1       21.3       19.7
Old  :                 29.4       23.1       38.4       33.2       16.2       14.1       21.3       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   417,780:    19,205     45,666      3,158    312,427    288,330    334,790    337,154:    82,990     80,626
Old  :   417,780:    19,205     45,666      3,158    312,427    288,330    334,790    337,154:    82,990     80,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :    43,627:     1,952      2,424         57     34,418     28,620     36,427     31,101:     7,200     12,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.9        0.8       74.8       69.0       80.1       80.7:      19.9       19.3
Old  :     100.0:       4.6       10.9        0.8       74.8       69.0       80.1       80.7:      19.9       19.3
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          5         36         41         44         51:
Old  :        65:         7          6          5         36         41         44         51:
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  :                 33.1       33.6       46.2       47.5       30.1       31.6       41.4       42.3
Old  :                 33.1       33.6       46.2       47.5       30.1       31.6       41.4       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    10,847:     1,081        537        282      8,734      9,614     10,097     10,433:       750        414
Old  :    10,847:     1,081        537        282      8,734      9,614     10,097     10,433:       750        414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       907:       142         13       -132        860        852        870        733:        37        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.0        2.6       80.5       88.6       93.1       96.2:       6.9        3.8
Old  :     100.0:      10.0        5.0        2.6       80.5       88.6       93.1       96.2:       6.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8          6          7         23         26         37         34:
Old  :        45:         8          6          7         23         26         37         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  :                 44.6       40.3       60.9       59.6       21.0       18.8       29.8       29.5
Old  :                 44.6       40.3       60.9       59.6       21.0       18.8       29.8       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   316,590:    84,553     30,905     47,938    140,480    207,107    272,972    285,950:    43,619     30,640
Old  :   256,375:    75,127     24,360     34,365    111,348    172,928    220,840    231,653:    35,534     24,722
Other:    60,215:    13,508     10,628      9,491     29,132     34,178     52,131     54,297:     8,084      5,918
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -21,375:        59     -3,631    -10,387     -8,594     -6,865    -18,922    -20,883:    -2,452       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.8       15.1       44.4       65.4       86.2       90.3:      13.8        9.7
Old  :     100.0:      29.3        9.5       13.4       43.4       67.5       86.1       90.4:      13.9        9.6
Other:     100.0:      22.4       17.6       15.8       48.4       56.8       86.6       90.2:      13.4        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        73         45         55         82         77        189        152:
Old  :       219:        71         43         53         80         75        181        148:
Other:       116:        27         30         23         48         32         91         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       32.9       18.6       46.6        7.4       30.6       13.3       36.2
Old  :                 12.6       34.4       20.5       46.5        8.8       32.1       15.7       38.9
Other:                 22.0       37.3       34.9       53.6       17.0       33.4       28.5       45.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    14,757:     3,314      3,289      1,331      7,579      9,058     12,224     13,678:     2,533      1,079
Old  :    14,276:     3,316      3,443      1,155      7,506      8,657     11,977     13,255:     2,299      1,021
Other:       481:       162         10         12         73        401        247        423:       234         58
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :      -509:        88        -23        -47        -60       -548        -18       -617:      -491        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       22.3        9.0       51.4       61.4       82.8       92.7:      17.2        7.3
Old  :     100.0:      23.2       24.1        8.1       52.6       60.6       83.9       92.8:      16.1        7.2
Other:     100.0:      33.6        2.1        2.5       15.2       83.3       51.3       87.9:      48.7       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        20         14         11         29         16         54         38:
Old  :        68:        18         17         11         28         16         53         38:
Other:        18:         7          1          3          7          3         14          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       47.1       39.9       62.9       25.0       45.8       38.5       60.5
Old  :                 26.6       46.9       41.3       63.2       25.9       45.7       39.7       60.9
Other:                 38.0       85.4       47.2       87.9       38.0       85.4       46.6       85.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  : 1,196,223:   339,310    203,658     72,678    619,911    808,607  1,031,899  1,084,943:   164,325    111,281
Old  : 1,196,223:   339,310    203,658     72,678    619,911    808,607  1,031,899  1,084,943:   164,325    111,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   122,767:    75,988     -8,946     -5,694     14,273    110,111     84,566     95,470:    38,200     27,296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       17.0        6.1       51.8       67.6       86.3       90.7:      13.7        9.3
Old  :     100.0:      28.4       17.0        6.1       51.8       67.6       86.3       90.7:      13.7        9.3
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  :       214:        47         38         28         94         95        155        147:
Old  :       214:        47         38         28         94         95        155        147:
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  :                 19.9       25.1       33.1       36.0       19.9       23.2       30.6       32.2
Old  :                 19.9       25.1       33.1       36.0       19.9       23.2       30.6       32.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  : 2,616,667:   354,362    249,030    287,041  1,595,512  1,643,007  2,236,914  2,179,078:   379,753    437,590
Old  : 2,616,667:   354,362    249,030    287,041  1,595,512  1,643,007  2,236,914  2,179,078:   379,753    437,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   -12,358:    56,780    -35,990    -12,685   -155,482     15,048   -111,388    -33,627:    99,030     21,270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.5       11.0       61.0       62.8       85.5       83.3:      14.5       16.7
Old  :     100.0:      13.5        9.5       11.0       61.0       62.8       85.5       83.3:      14.5       16.7
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  :       287:        50         61         73        133        158        227        248:
Old  :       287:        50         61         73        133        158        227        248:
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       14.7       29.6       22.0       17.1       11.6       24.9       17.0
Old  :                 19.7       14.7       29.6       22.0       17.1       11.6       24.9       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  : 2,038,593:   258,500    166,733    127,964  1,316,561  1,415,151  1,703,025  1,709,848:   335,568    328,745
Old  : 2,038,593:   258,500    166,733    127,964  1,316,561  1,415,151  1,703,025  1,709,848:   335,568    328,745
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :   140,015:     3,890      8,496    -61,402     68,345    156,043     10,833    103,137:   129,181     36,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        8.2        6.3       64.6       69.4       83.5       83.9:      16.5       16.1
Old  :     100.0:      12.7        8.2        6.3       64.6       69.4       83.5       83.9:      16.5       16.1
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  :       197:        30         42         37         89        104        142        160:
Old  :       197:        30         42         37         89        104        142        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       23.1       39.3       34.8       23.1       22.6       33.2       31.5
Old  :                 25.0       23.1       39.3       34.8       23.1       22.6       33.2       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   350,135:    18,264     25,958     55,845    253,994    231,499    328,103    313,302:    22,033     36,834
Old  :   350,135:    18,264     25,958     55,845    253,994    231,499    328,103    313,302:    22,033     36,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     9,171:    -2,266      1,864       -634      7,186      1,597      4,286      2,827:     4,885      6,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        7.4       15.9       72.5       66.1       93.7       89.5:       6.3       10.5
Old  :     100.0:       5.2        7.4       15.9       72.5       66.1       93.7       89.5:       6.3       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  :        78:        13         18         23         37         41         62         71:
Old  :        78:        13         18         23         37         41         62         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       27.1       53.2       39.0       32.2       20.7       40.0       27.2
Old  :                 40.0       27.1       53.2       39.0       32.2       20.7       40.0       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    64,117:    21,073      5,427        889     31,127     49,291     53,089     55,608:    11,028      8,510
Old  :    64,117:    21,073      5,427        889     31,127     49,291     53,089     55,608:    11,028      8,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       735:     1,795        433        224     -1,669       -501        350        155:       385        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.5        1.4       48.5       76.9       82.8       86.7:      17.2       13.3
Old  :     100.0:      32.9        8.5        1.4       48.5       76.9       82.8       86.7:      17.2       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  :       115:        39         19         10         40         30         82         56:
Old  :       115:        39         19         10         40         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  :                 22.1       40.6       35.6       60.0       21.9       39.2       35.1       58.5
Old  :                 22.1       40.6       35.6       60.0       21.9       39.2       35.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :   128,235:    42,146     10,854      1,779     62,254     98,583    106,178    111,216:    22,057     17,019
Old  :   128,235:    42,146     10,854      1,779     62,254     98,583    106,178    111,216:    22,057     17,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     1,470:     3,590        865        447     -3,337     -1,003        699        310:       770      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.5        1.4       48.5       76.9       82.8       86.7:      17.2       13.3
Old  :     100.0:      32.9        8.5        1.4       48.5       76.9       82.8       86.7:      17.2       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  :       115:        39         19         10         40         30         82         56:
Old  :       115:        39         19         10         40         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  :                 22.1       40.6       35.6       60.0       21.9       39.2       35.1       58.5
Old  :                 22.1       40.6       35.6       60.0       21.9       39.2       35.1       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    12,837:     7,087     11,626      1,206      4,426          0     12,719     12,832:       118          5
Old  :    12,837:     7,087     11,626      1,206      4,426          0     12,719     12,832:       118          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :     2,459:     1,306      2,489        -30      1,183          0      2,459      2,459:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       90.6        9.4       34.5        0.0       99.1      100.0:       0.9        0.0
Old  :     100.0:      55.2       90.6        9.4       34.5        0.0       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        11          9          3          3          0         16         10:
Old  :        23:        11          9          3          3          0         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       86.8       86.5       99.0       68.8       83.8       83.5       90.1
Old  :                 68.8       86.8       86.5       99.0       68.8       83.8       83.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :    12,308:     4,173      5,988         11      8,084      6,156     12,268     12,155:        40        153
Old  :    12,308:     4,173      5,988         11      8,084      6,156     12,268     12,155:        40        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       426:       362        -51         -4         65        435        423        380:         3         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       48.7        0.1       65.7       50.0       99.7       98.8:       0.3        1.2
Old  :     100.0:      33.9       48.7        0.1       65.7       50.0       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  :        25:         4          7          2          4         12         10         19:
Old  :        25:         4          7          2          4         12         10         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.3       65.6       99.7       84.4       98.3       65.5       99.6       84.3
Old  :                 98.3       65.6       99.7       84.4       98.3       65.5       99.6       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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  :     6,865:       470        916          0      6,280      5,884      6,750      6,800:       115         65
Old  :     6,865:       470        916          0      6,280      5,884      6,750      6,800:       115         65
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 19, 2013                    :
     :       339:       203        405          0        131        -76        334        329:         5         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.3        0.0       91.5       85.7       98.3       99.1:       1.7        0.9
Old  :     100.0:       6.8       13.3        0.0       91.5       85.7       98.3       99.1:       1.7        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  :        22:         3          5          0          5         10          8         15:
Old  :        22:         3          5          0          5         10          8         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  :                 94.8       71.0       98.3       90.6       94.8       71.0       97.7       90.6
Old  :                 94.8       71.0       98.3       90.6       94.8       71.0       97.7       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated March 1, 2013