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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 16, 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  :   441,110:   114,601    141,960     84,736    208,870    159,765    408,207    386,461:    32,903     54,649
Old  :    83,845:    34,258     43,393      5,022     37,574     24,043     76,854     72,458:     6,991     11,387
Other:   357,265:    95,747    113,971     64,310    171,296    135,722    331,353    314,003:    25,912     43,262
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       472:    -2,459      3,719     -5,937     11,360      2,258      2,964         40:    -2,492        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       32.2       19.2       47.4       36.2       92.5       87.6:       7.5       12.4
Old  :     100.0:      40.9       51.8        6.0       44.8       28.7       91.7       86.4:       8.3       13.6
Other:     100.0:      26.8       31.9       18.0       47.9       38.0       92.7       87.9:       7.3       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       102        138        118         88        108        268        303:
Old  :       257:        87         66         17         53         54        149        128:
Other:       345:        81        138         94         70        104        218        278:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       13.3       29.2       21.3       14.6       10.3       24.5       17.3
Old  :                 27.1       25.7       43.0       38.9       25.2       25.7       40.6       37.7
Other:                 20.5       15.3       33.9       24.3       18.1       11.7       29.3       18.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 16, 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  : 1,280,221:   346,076    201,495    224,919    566,663    620,682  1,137,658  1,047,096:   142,563    233,125
Old  :   823,385:   246,739    148,722    112,885    371,884    421,728    731,508    683,335:    91,877    140,050
Other:   456,836:   195,898    149,334     15,473    194,779    198,954    406,150    363,761:    50,686     93,075
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -17,004:       212      4,316     -2,459    -12,312    -18,424    -14,559    -16,567:    -2,445       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.7       17.6       44.3       48.5       88.9       81.8:      11.1       18.2
Old  :     100.0:      30.0       18.1       13.7       45.2       51.2       88.8       83.0:      11.2       17.0
Other:     100.0:      42.9       32.7        3.4       42.6       43.6       88.9       79.6:      11.1       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       703:       174        165        217        224        290        529        566:
Old  :       652:       171        147        154        175        269        427        501:
Other:       566:       131        121         65        157        237        327        391:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       13.7       20.3       19.3       10.2       10.6       19.1       15.2
Old  :                 13.7       13.0       24.1       19.7       13.7       11.0       23.2       16.6
Other:                 22.0       22.9       33.5       29.2       22.0       22.4       33.1       28.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 16, 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  :     9,092:     2,295        665        278      4,164      7,032      6,737      7,975:     2,355      1,117
Old  :     3,904:     1,646        146          0        955      3,243      2,601      3,389:     1,303        515
Other:     5,188:       919        789          8      3,209      3,789      4,136      4,586:     1,052        602
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -341:      -355         -5         29        186       -414       -140       -390:      -201         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        7.3        3.1       45.8       77.3       74.1       87.7:      25.9       12.3
Old  :     100.0:      42.2        3.7        0.0       24.5       83.1       66.6       86.8:      33.4       13.2
Other:     100.0:      17.7       15.2        0.2       61.9       73.0       79.7       88.4:      20.3       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          4          4         14         12         33         17:
Old  :        31:        13          2          0         10          9         23         11:
Other:        32:         9          3          2         12         11         22         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  :                 31.5       56.7       45.3       76.7       31.5       53.3       44.2       71.4
Old  :                 28.3       69.1       43.4       82.7       26.8       61.3       39.2       75.0
Other:                 50.6       50.2       66.0       76.2       50.6       49.9       66.0       75.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 16, 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  :   558,530:   173,040     91,494     80,108    255,052    320,951    508,200    492,553:    50,330     65,977
Old  :   371,875:   140,907     67,652     33,907    160,176    236,437    334,990    337,996:    36,885     33,879
Other:   186,655:    67,513     59,222     10,821     94,876     84,514    173,210    154,557:    13,445     32,098
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -17,588:     8,885     -1,897    -14,422     -8,937      2,242    -14,474    -14,077:    -3,114     -3,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       16.4       14.3       45.7       57.5       91.0       88.2:       9.0       11.8
Old  :     100.0:      37.9       18.2        9.1       43.1       63.6       90.1       90.9:       9.9        9.1
Other:     100.0:      36.2       31.7        5.8       50.8       45.3       92.8       82.8:       7.2       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       161        133        184        121        131        380        376:
Old  :       436:       161        123        122         92        105        311        301:
Other:       325:        82        114         67         80         91        215        227:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       15.9       24.9       25.5       15.3       15.0       23.2       21.3
Old  :                 22.6       20.3       32.0       31.7       22.6       20.2       31.1       29.8
Other:                 19.5       16.7       31.6       28.5       18.9       16.3       30.3       26.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   361,509:    68,784    119,451     54,048    206,452    147,193    329,284    320,692:    32,225     40,817
Old  :   268,424:    61,724    120,193     22,425    164,339     92,064    248,488    234,682:    19,936     33,742
Other:    93,085:    27,461     19,659     11,222     42,113     55,129     80,796     86,010:    12,289      7,075
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    -2,337:     1,798      2,064     -7,402      4,007       -324     -1,597     -5,662:      -740      3,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       33.0       15.0       57.1       40.7       91.1       88.7:       8.9       11.3
Old  :     100.0:      23.0       44.8        8.4       61.2       34.3       92.6       87.4:       7.4       12.6
Other:     100.0:      29.5       21.1       12.1       45.2       59.2       86.8       92.4:      13.2        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        68         91         85         72         71        189        214:
Old  :       252:        72         88         65         66         63        161        197:
Other:       160:        53         36         32         51         33        127         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       18.6       32.3       26.7       13.6       13.8       21.5       20.4
Old  :                 28.4       17.5       38.9       27.2       27.8       16.4       37.1       25.2
Other:                 16.0       43.4       27.9       56.8       14.9       39.6       26.3       50.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 16, 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  :   674,700:    82,058     91,026      6,221    433,939    428,496    522,218    525,743:   152,482    148,957
Old  :   674,700:    82,058     91,026      6,221    433,939    428,496    522,218    525,743:   152,482    148,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    22,199:    15,611     12,488     -2,361      7,509     10,077     20,759     20,204:     1,440      1,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       13.5        0.9       64.3       63.5       77.4       77.9:      22.6       22.1
Old  :     100.0:      12.2       13.5        0.9       64.3       63.5       77.4       77.9:      22.6       22.1
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  :       179:        25         42         12         69         82        103        127:
Old  :       179:        25         42         12         69         82        103        127:
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  :                 30.9       16.7       39.5       25.8       28.1       14.3       35.6       22.7
Old  :                 30.9       16.7       39.5       25.8       28.1       14.3       35.6       22.7
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 - Futures Only, April 16, 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  :   384,772:    30,900     48,185      4,104    272,505    277,698    307,509    329,987:    77,263     54,785
Old  :   384,772:    30,900     48,185      4,104    272,505    277,698    307,509    329,987:    77,263     54,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     2,061:       938      3,344        158       -379      4,512        717      8,014:     1,344     -5,953
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.5        1.1       70.8       72.2       79.9       85.8:      20.1       14.2
Old  :     100.0:       8.0       12.5        1.1       70.8       72.2       79.9       85.8:      20.1       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  :        71:        10          7          6         33         40         45         51:
Old  :        71:        10          7          6         33         40         45         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  :                 36.7       35.4       51.1       50.5       33.1       35.4       45.5       50.5
Old  :                 36.7       35.4       51.1       50.5       33.1       35.4       45.5       50.5
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 - Futures Only, April 16, 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  :    11,372:     1,159      1,883        369      9,275      8,728     10,803     10,980:       569        392
Old  :    11,372:     1,159      1,883        369      9,275      8,728     10,803     10,980:       569        392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       172:       137        272        -40        167        -28        264        204:       -92        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.6        3.2       81.6       76.7       95.0       96.6:       5.0        3.4
Old  :     100.0:      10.2       16.6        3.2       81.6       76.7       95.0       96.6:       5.0        3.4
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  :        44:         9          4          6         21         26         35         33:
Old  :        44:         9          4          6         21         26         35         33:
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  :                 53.0       45.0       67.6       70.8       32.9       29.3       38.8       36.7
Old  :                 53.0       45.0       67.6       70.8       32.9       29.3       38.8       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, April 16, 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  :   260,889:    73,949     41,167     21,889    126,138    162,824    221,976    225,880:    38,913     35,009
Old  :   190,749:    61,879     33,886     11,063     90,417    118,485    163,359    163,434:    27,390     27,315
Other:    70,140:    18,630     13,841      4,266     35,721     44,339     58,617     62,446:    11,523      7,694
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    -2,970:     6,397     -3,677     -4,568     -4,111      4,821     -2,282     -3,424:      -688        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       15.8        8.4       48.3       62.4       85.1       86.6:      14.9       13.4
Old  :     100.0:      32.4       17.8        5.8       47.4       62.1       85.6       85.7:      14.4       14.3
Other:     100.0:      26.6       19.7        6.1       50.9       63.2       83.6       89.0:      16.4       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        75         46         62         90         78        195        166:
Old  :       230:        70         48         50         86         70        180        149:
Other:       148:        45         24         19         63         36        117         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       28.6       17.9       39.1        9.2       26.8       16.1       34.9
Old  :                 12.8       31.7       21.6       40.7       12.5       30.6       21.2       39.4
Other:                 14.7       34.6       26.1       50.4       13.3       32.0       24.7       46.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,197:     2,714      3,799      1,018      7,224      6,532     10,956     11,349:     2,241      1,848
Old  :    12,301:     2,514      3,908        798      7,009      5,843     10,321     10,549:     1,980      1,752
Other:       896:       392         83         28        215        689        635        800:       261         96
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -739:      -158       -929       -166       -228        210       -552       -885:      -187        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       28.8        7.7       54.7       49.5       83.0       86.0:      17.0       14.0
Old  :     100.0:      20.4       31.8        6.5       57.0       47.5       83.9       85.8:      16.1       14.2
Other:     100.0:      43.8        9.3        3.1       24.0       76.9       70.9       89.3:      29.1       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        22         19         12         25         13         52         41:
Old  :        69:        21         19          9         22         11         46         38:
Other:        24:         9          4          3          8          6         19         11:
     :----------------------------------------------------------------------------------------------------
     :             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       37.3       44.3       51.1       29.8       36.4       43.3       50.0
Old  :                 31.4       38.1       46.5       51.9       31.4       38.1       46.5       51.1
Other:                 36.3       75.7       55.9       87.9       36.3       73.9       55.9       83.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 16, 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  :   896,362:   258,284    185,614     24,772    474,834    596,151    757,890    806,537:   138,472     89,825
Old  :   896,362:   258,284    185,614     24,772    474,834    596,151    757,890    806,537:   138,472     89,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -19,673:   -39,232     28,630       -341     21,447    -55,535    -18,126    -27,246:    -1,547      7,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       20.7        2.8       53.0       66.5       84.6       90.0:      15.4       10.0
Old  :     100.0:      28.8       20.7        2.8       53.0       66.5       84.6       90.0:      15.4       10.0
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  :       198:        43         36         16         80         88        128        135:
Old  :       198:        43         36         16         80         88        128        135:
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  :                 17.5       26.0       28.6       38.6       16.4       24.7       26.1       35.9
Old  :                 17.5       26.0       28.6       38.6       16.4       24.7       26.1       35.9
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 - Futures Only, April 16, 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  : 2,213,803:   485,490    350,118     66,473  1,350,093  1,438,447  1,902,056  1,855,038:   311,747    358,765
Old  : 2,213,803:   485,490    350,118     66,473  1,350,093  1,438,447  1,902,056  1,855,038:   311,747    358,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -13,187:    16,736      2,143    -15,050      1,776    -13,993      3,462    -26,900:   -16,649     13,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       15.8        3.0       61.0       65.0       85.9       83.8:      14.1       16.2
Old  :     100.0:      21.9       15.8        3.0       61.0       65.0       85.9       83.8:      14.1       16.2
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  :       335:        54         73         41        120        167        198        257:
Old  :       335:        54         73         41        120        167        198        257:
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  :                 23.6       17.7       36.9       24.8       21.7       13.0       32.5       19.3
Old  :                 23.6       17.7       36.9       24.8       21.7       13.0       32.5       19.3
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 - Futures Only, April 16, 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  : 1,865,104:   383,131    226,184     27,214  1,198,058  1,355,488  1,608,403  1,608,886:   256,701    256,218
Old  : 1,865,104:   383,131    226,184     27,214  1,198,058  1,355,488  1,608,403  1,608,886:   256,701    256,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    46,983:     6,174       -247        -26     44,174     40,692     50,322     40,419:    -3,339      6,564
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       12.1        1.5       64.2       72.7       86.2       86.3:      13.8       13.7
Old  :     100.0:      20.5       12.1        1.5       64.2       72.7       86.2       86.3:      13.8       13.7
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  :       223:        45         37         17         78        110        130        157:
Old  :       223:        45         37         17         78        110        130        157:
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  :                 32.9       27.3       48.3       38.2       32.6       27.1       46.7       37.5
Old  :                 32.9       27.3       48.3       38.2       32.6       27.1       46.7       37.5
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 - Futures Only, April 16, 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  :   348,654:    17,836     38,780     54,529    252,059    216,538    324,424    309,847:    24,230     38,807
Old  :   348,654:    17,836     38,780     54,529    252,059    216,538    324,424    309,847:    24,230     38,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    10,104:    -2,610      1,288      1,471      9,773      5,610      8,634      8,369:     1,470      1,735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       11.1       15.6       72.3       62.1       93.1       88.9:       6.9       11.1
Old  :     100.0:       5.1       11.1       15.6       72.3       62.1       93.1       88.9:       6.9       11.1
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  :        65:        11         14         18         29         37         49         61:
Old  :        65:        11         14         18         29         37         49         61:
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       27.4       56.6       41.7       31.4       21.6       39.5       29.0
Old  :                 42.4       27.4       56.6       41.7       31.4       21.6       39.5       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, April 16, 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  :    57,360:    23,021      5,310        147     25,518     42,298     48,686     47,755:     8,674      9,605
Old  :    57,360:    23,021      5,310        147     25,518     42,298     48,686     47,755:     8,674      9,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     1,897:     1,514       -295        107        358      2,453      1,979      2,264:       -82       -368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        9.3        0.3       44.5       73.7       84.9       83.3:      15.1       16.7
Old  :     100.0:      40.1        9.3        0.3       44.5       73.7       84.9       83.3:      15.1       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  :       111:        34         22          2         34         28         68         52:
Old  :       111:        34         22          2         34         28         68         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.6       43.1       56.2       26.9       31.1       43.1       55.7
Old  :                 26.9       31.6       43.1       56.2       26.9       31.1       43.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, April 16, 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  :   114,719:    46,042     10,620        294     51,036     84,596     97,372     95,510:    17,347     19,209
Old  :   114,719:    46,042     10,620        294     51,036     84,596     97,372     95,510:    17,347     19,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     3,793:     3,028       -590        213        716      4,905      3,957      4,528:      -164       -735
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1        9.3        0.3       44.5       73.7       84.9       83.3:      15.1       16.7
Old  :     100.0:      40.1        9.3        0.3       44.5       73.7       84.9       83.3:      15.1       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  :       111:        34         22          2         34         28         68         52:
Old  :       111:        34         22          2         34         28         68         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.6       43.1       56.2       26.9       31.1       43.1       55.7
Old  :                 26.9       31.6       43.1       56.2       26.9       31.1       43.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    10,335:     8,024      9,004      1,195        954        115     10,173     10,314:       162         21
Old  :    10,335:     8,024      9,004      1,195        954        115     10,173     10,314:       162         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       822:       880        620         86       -135        115        831        821:        -9          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6       87.1       11.6        9.2        1.1       98.4       99.8:       1.6        0.2
Old  :     100.0:      77.6       87.1       11.6        9.2        1.1       98.4       99.8:       1.6        0.2
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  :        22:        12          7          3          2          1         16          9:
Old  :        22:        12          7          3          2          1         16          9:
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  :                 67.0       84.3       83.8       98.8       66.3       81.8       79.8       88.2
Old  :                 67.0       84.3       83.8       98.8       66.3       81.8       79.8       88.2
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 - Futures Only, April 16, 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  :     8,436:       495      4,274         37      7,814      3,992      8,346      8,303:        90        133
Old  :     8,436:       495      4,274         37      7,814      3,992      8,346      8,303:        90        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -189:      -191       -497         11        -35        302       -215       -184:        26         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       50.7        0.4       92.6       47.3       98.9       98.4:       1.1        1.6
Old  :     100.0:       5.9       50.7        0.4       92.6       47.3       98.9       98.4:       1.1        1.6
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  :        23:         4          7          2          4          8         10         15:
Old  :        23:         4          7          2          4          8         10         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  :                 96.2       66.1       98.5       85.8       96.2       65.8       98.5       85.3
Old  :                 96.2       66.1       98.5       85.8       96.2       65.8       98.5       85.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    17,956:     4,604      2,990         81     13,244     14,748     17,929     17,819:        27        137
Old  :    17,956:     4,604      2,990         81     13,244     14,748     17,929     17,819:        27        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -642:       519         24         38     -1,199       -646       -642       -584:         0        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       16.7        0.5       73.8       82.1       99.8       99.2:       0.2        0.8
Old  :     100.0:      25.6       16.7        0.5       73.8       82.1       99.8       99.2:       0.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          5          2          6         12         10         19:
Old  :        26:         4          5          2          6         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  :                 92.0       69.8       99.0       90.6       91.7       69.8       98.7       90.6
Old  :                 92.0       69.8       99.0       90.6       91.7       69.8       98.7       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    13,052:       694      1,871        500     11,825     10,293     13,019     12,664:        33        388
Old  :    13,052:       694      1,871        500     11,825     10,293     13,019     12,664:        33        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       163:       634       -283        288       -759          8        163         13:         0        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       14.3        3.8       90.6       78.9       99.7       97.0:       0.3        3.0
Old  :     100.0:       5.3       14.3        3.8       90.6       78.9       99.7       97.0:       0.3        3.0
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  :        20:         2          3          1          5         11          7         15:
Old  :        20:         2          3          1          5         11          7         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  :                 97.7       60.1       99.7       83.7       93.9       60.1       95.9       83.7
Old  :                 97.7       60.1       99.7       83.7       93.9       60.1       95.9       83.7
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 - Futures Only, April 16, 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  :     3,470:       455      1,161          0      2,859      2,242      3,314      3,403:       156         67
Old  :     3,470:       455      1,161          0      2,859      2,242      3,314      3,403:       156         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       168:        88        145          0         53         17        141        162:        27          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       33.5        0.0       82.4       64.6       95.5       98.1:       4.5        1.9
Old  :     100.0:      13.1       33.5        0.0       82.4       64.6       95.5       98.1:       4.5        1.9
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  :        20:         4          4          0          5          8          9         12:
Old  :        20:         4          4          0          5          8          9         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  :                 87.1       66.7       94.6       89.3       87.1       66.7       94.5       89.3
Old  :                 87.1       66.7       94.6       89.3       87.1       66.7       94.5       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 19, 2013