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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 9, 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  :   440,638:   117,060    138,241     90,673    197,510    157,507    405,243    386,421:    35,395     54,217
Old  :   127,762:    62,577     69,415      6,134     47,949     35,715    116,660    111,264:    11,102     16,498
Other:   312,876:    79,484     93,827     59,538    149,561    121,792    288,583    275,157:    24,293     37,719
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :     2,543:    -5,476     -6,581      3,257      6,325      6,217      4,106      2,893:    -1,563       -350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       31.4       20.6       44.8       35.7       92.0       87.7:       8.0       12.3
Old  :     100.0:      49.0       54.3        4.8       37.5       28.0       91.3       87.1:       8.7       12.9
Other:     100.0:      25.4       30.0       19.0       47.8       38.9       92.2       87.9:       7.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:        97        138        121         88        107        270        300:
Old  :       301:       105         86         18         55         59        167        156:
Other:       317:        74        119         88         70        101        212        249:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       13.9       27.8       21.7       14.9       10.8       24.7       17.4
Old  :                 19.0       20.2       32.1       32.7       17.7       20.2       30.9       32.7
Other:                 21.3       17.0       34.7       25.6       18.6       12.6       29.1       18.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 9, 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  : 1,297,225:   345,864    197,179    227,378    578,975    639,106  1,152,217  1,063,663:   145,008    233,562
Old  :   853,861:   247,792    145,901    120,990    386,826    443,772    755,608    710,663:    98,253    143,198
Other:   443,364:   191,360    144,566     13,100    192,149    195,334    396,609    353,000:    46,755     90,364
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :   -17,891:   -37,823     13,788     10,509     10,570    -51,045    -16,744    -26,748:    -1,147      8,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       15.2       17.5       44.6       49.3       88.8       82.0:      11.2       18.0
Old  :     100.0:      29.0       17.1       14.2       45.3       52.0       88.5       83.2:      11.5       16.8
Other:     100.0:      43.2       32.6        3.0       43.3       44.1       89.5       79.6:      10.5       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       700:       175        166        210        218        286        515        560:
Old  :       651:       163        154        152        173        264        420        495:
Other:       562:       123        123         57        161        240        318        393:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       14.7       20.8       20.7       10.3       10.7       19.0       15.9
Old  :                 14.7       14.1       24.9       20.7       13.4       12.1       22.9       17.7
Other:                 22.8       24.0       34.1       30.8       22.8       23.5       33.6       29.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 9, 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  :     9,433:     2,650        670        249      3,978      7,446      6,877      8,365:     2,556      1,068
Old  :     4,940:     2,134        150          0      1,084      4,218      3,218      4,368:     1,722        572
Other:     4,493:       758        762          7      2,894      3,228      3,659      3,997:       834        496
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -1,512:    -1,649       -359         95        -93     -1,337     -1,647     -1,601:       135         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        7.1        2.6       42.2       78.9       72.9       88.7:      27.1       11.3
Old  :     100.0:      43.2        3.0        0.0       21.9       85.4       65.1       88.4:      34.9       11.6
Other:     100.0:      16.9       17.0        0.2       64.4       71.8       81.4       89.0:      18.6       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        15          4          5         14         11         33         17:
Old  :        31:        13          2          0         10          9         23         11:
Other:        31:         8          4          2         12          9         21         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       57.5       47.3       76.9       33.3       55.4       47.3       72.6
Old  :                 36.1       69.2       47.1       85.0       36.1       65.6       46.4       81.3
Other:                 52.7       51.8       68.5       76.3       52.7       51.5       68.5       75.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 9, 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  :   576,118:   164,155     93,391     94,530    263,989    318,709    522,674    506,630:    53,444     69,488
Old  :   403,398:   135,051     70,276     50,077    178,058    244,886    363,186    365,239:    40,212     38,159
Other:   172,720:    63,858     57,869      9,699     85,931     73,823    159,488    141,391:    13,232     31,329
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    11,318:   -11,166     14,233     13,676      7,324    -21,368      9,834      6,541:     1,484      4,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       16.2       16.4       45.8       55.3       90.7       87.9:       9.3       12.1
Old  :     100.0:      33.5       17.4       12.4       44.1       60.7       90.0       90.5:      10.0        9.5
Other:     100.0:      37.0       33.5        5.6       49.8       42.7       92.3       81.9:       7.7       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       461:       154        130        177        117        126        372        365:
Old  :       434:       172        107        132         97        105        324        303:
Other:       319:        77        111         59         76         93        198        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  :                 16.3       14.7       24.5       23.4       15.2       13.9       22.8       19.6
Old  :                 21.7       18.3       29.8       28.7       21.6       17.2       29.6       26.5
Other:                 21.0       16.1       33.4       28.8       20.2       15.6       31.6       27.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 9, 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  :   363,846:    66,986    117,387     61,450    202,445    147,517    330,881    326,354:    32,965     37,492
Old  :   275,105:    59,911    118,153     29,087    165,238     97,219    254,236    244,459:    20,869     30,646
Other:    88,741:    27,228     19,387     12,210     37,207     50,298     76,645     81,895:    12,096      6,846
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    22,826:      -555     10,648      8,094     14,523      3,376     22,062     22,118:       764        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       32.3       16.9       55.6       40.5       90.9       89.7:       9.1       10.3
Old  :     100.0:      21.8       42.9       10.6       60.1       35.3       92.4       88.9:       7.6       11.1
Other:     100.0:      30.7       21.8       13.8       41.9       56.7       86.4       92.3:      13.6        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        69         91         85         68         63        186        205:
Old  :       252:        70         91         71         64         56        166        190:
Other:       150:        51         32         28         46         33        116         81:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       18.5       30.9       27.6       12.2       15.4       20.4       22.1
Old  :                 26.0       18.2       36.4       28.3       24.6       17.9       34.7       26.6
Other:                 17.5       42.6       29.8       58.1       15.0       38.1       26.2       50.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 9, 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  :   652,501:    66,447     78,538      8,582    426,430    418,419    501,459    505,539:   151,042    146,962
Old  :   652,501:    66,447     78,538      8,582    426,430    418,419    501,459    505,539:   151,042    146,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    21,702:    -2,263      1,412      2,799      8,233     18,535      8,769     22,746:    12,933     -1,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       12.0        1.3       65.4       64.1       76.9       77.5:      23.1       22.5
Old  :     100.0:      10.2       12.0        1.3       65.4       64.1       76.9       77.5:      23.1       22.5
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  :       166:        26         36         12         65         74        100        113:
Old  :       166:        26         36         12         65         74        100        113:
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  :                 30.7       18.4       39.1       27.4       27.7       15.5       35.1       24.1
Old  :                 30.7       18.4       39.1       27.4       27.7       15.5       35.1       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, April 9, 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  :   382,711:    29,962     44,841      3,946    272,884    273,186    306,792    321,973:    75,919     60,738
Old  :   382,711:    29,962     44,841      3,946    272,884    273,186    306,792    321,973:    75,919     60,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    12,575:     2,759     -4,931        671      8,225     18,305     11,655     14,045:       920     -1,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       11.7        1.0       71.3       71.4       80.2       84.1:      19.8       15.9
Old  :     100.0:       7.8       11.7        1.0       71.3       71.4       80.2       84.1:      19.8       15.9
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  :        70:        10          7          7         33         39         46         50:
Old  :        70:        10          7          7         33         39         46         50:
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  :                 37.0       35.3       51.4       49.8       33.6       35.2       46.0       49.8
Old  :                 37.0       35.3       51.4       49.8       33.6       35.2       46.0       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, April 9, 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  :    11,200:     1,022      1,611        409      9,108      8,756     10,539     10,776:       661        424
Old  :    11,200:     1,022      1,611        409      9,108      8,756     10,539     10,776:       661        424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -103:       -60       -147        -63         27       -136        -96       -346:        -7        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       14.4        3.7       81.3       78.2       94.1       96.2:       5.9        3.8
Old  :     100.0:       9.1       14.4        3.7       81.3       78.2       94.1       96.2:       5.9        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  :        42:         8          4          4         21         27         33         32:
Old  :        42:         8          4          4         21         27         33         32:
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  :                 53.2       43.3       66.8       68.0       29.4       24.8       35.6       34.7
Old  :                 53.2       43.3       66.8       68.0       29.4       24.8       35.6       34.7
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 9, 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  :   263,859:    67,552     44,844     26,457    130,249    158,003    224,258    229,304:    39,601     34,555
Old  :   199,682:    56,109     33,737     16,884     97,912    121,158    170,905    171,779:    28,777     27,903
Other:    64,177:    16,421     16,085      4,595     32,337     36,845     53,353     57,525:    10,824      6,652
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       212:    -7,262      6,208     -1,508      7,179     -8,041     -1,591     -3,341:     1,803      3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       17.0       10.0       49.4       59.9       85.0       86.9:      15.0       13.1
Old  :     100.0:      28.1       16.9        8.5       49.0       60.7       85.6       86.0:      14.4       14.0
Other:     100.0:      25.6       25.1        7.2       50.4       57.4       83.1       89.6:      16.9       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       227:        62         53         63         84         71        179        163:
Old  :       215:        56         54         53         79         65        164        148:
Other:       131:        41         19         13         58         31        104         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       29.9       18.0       40.8        9.6       28.0       16.7       36.5
Old  :                 12.1       33.0       21.6       41.4       11.9       31.8       21.4       39.9
Other:                 15.0       33.7       27.5       49.3       12.7       31.9       24.1       47.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 9, 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  :    13,936:     2,872      4,728      1,184      7,452      6,322     11,508     12,234:     2,428      1,702
Old  :    13,093:     2,671      4,801        999      7,229      5,673     10,899     11,473:     2,194      1,620
Other:       843:       358         84         28        223        649        609        761:       234         82
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -929:      -336     -1,231        227       -404        327       -513       -677:      -416       -252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       33.9        8.5       53.5       45.4       82.6       87.8:      17.4       12.2
Old  :     100.0:      20.4       36.7        7.6       55.2       43.3       83.2       87.6:      16.8       12.4
Other:     100.0:      42.5       10.0        3.3       26.5       77.0       72.2       90.3:      27.8        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        24         20         11         25         13         53         41:
Old  :        72:        23         20          8         23         11         48         38:
Other:        25:         9          5          3          8          5         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  :                 29.7       35.2       43.5       50.7       29.5       34.0       42.5       49.5
Old  :                 31.1       36.5       45.2       51.3       31.1       36.0       45.2       50.7
Other:                 35.5       76.4       57.3       89.3       35.5       75.0       57.3       84.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 9, 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  :   916,035:   297,516    156,984     25,113    453,387    651,686    776,016    833,783:   140,019     82,252
Old  :   916,035:   297,516    156,984     25,113    453,387    651,686    776,016    833,783:   140,019     82,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :     4,613:    22,936      4,345      4,511    -23,735    -22,965      3,712    -14,109:       901     18,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       17.1        2.7       49.5       71.1       84.7       91.0:      15.3        9.0
Old  :     100.0:      32.5       17.1        2.7       49.5       71.1       84.7       91.0:      15.3        9.0
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:        50         32         16         78         86        131        131:
Old  :       198:        50         32         16         78         86        131        131:
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  :                 16.4       25.7       28.1       39.0       15.8       24.6       25.3       37.0
Old  :                 16.4       25.7       28.1       39.0       15.8       24.6       25.3       37.0
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 9, 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  : 2,226,990:   468,754    347,975     81,523  1,348,317  1,452,440  1,898,594  1,881,938:   328,396    345,052
Old  : 2,226,990:   468,754    347,975     81,523  1,348,317  1,452,440  1,898,594  1,881,938:   328,396    345,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    13,470:    31,565     21,478      5,184    -35,725    -13,234      1,024     13,428:    12,446         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       15.6        3.7       60.5       65.2       85.3       84.5:      14.7       15.5
Old  :     100.0:      21.0       15.6        3.7       60.5       65.2       85.3       84.5:      14.7       15.5
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  :       329:        51         75         42        116        166        191        259:
Old  :       329:        51         75         42        116        166        191        259:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       17.5       37.0       24.9       22.2       13.4       33.4       19.8
Old  :                 24.1       17.5       37.0       24.9       22.2       13.4       33.4       19.8
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 9, 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  : 1,818,121:   376,957    226,431     27,240  1,153,884  1,314,796  1,558,081  1,568,467:   260,040    249,654
Old  : 1,818,121:   376,957    226,431     27,240  1,153,884  1,314,796  1,558,081  1,568,467:   260,040    249,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       549:   -12,399     -5,361      1,261      7,361     -2,454     -3,777     -6,554:     4,326      7,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       12.5        1.5       63.5       72.3       85.7       86.3:      14.3       13.7
Old  :     100.0:      20.7       12.5        1.5       63.5       72.3       85.7       86.3:      14.3       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  :       231:        46         40         20         79        116        133        168:
Old  :       231:        46         40         20         79        116        133        168:
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  :                 35.3       27.0       48.3       38.0       35.0       26.7       46.2       37.3
Old  :                 35.3       27.0       48.3       38.0       35.0       26.7       46.2       37.3
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 9, 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  :   338,550:    20,446     37,492     53,058    242,286    210,928    315,790    301,478:    22,760     37,072
Old  :   338,550:    20,446     37,492     53,058    242,286    210,928    315,790    301,478:    22,760     37,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :     8,046:    -2,398       -348       -149      7,788      7,204      5,241      6,707:     2,805      1,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.1       15.7       71.6       62.3       93.3       89.0:       6.7       11.0
Old  :     100.0:       6.0       11.1       15.7       71.6       62.3       93.3       89.0:       6.7       11.0
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  :        63:        10         14         18         29         37         49         60:
Old  :        63:        10         14         18         29         37         49         60:
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  :                 41.9       27.7       56.3       42.6       30.7       23.0       39.3       30.6
Old  :                 41.9       27.7       56.3       42.6       30.7       23.0       39.3       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, April 9, 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  :    55,463:    21,507      5,605         41     25,160     39,846     46,708     45,491:     8,756      9,972
Old  :    55,463:    21,507      5,605         41     25,160     39,846     46,708     45,491:     8,756      9,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -1,240:    -1,206        226         22       -544     -1,020     -1,728       -773:       488       -468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       10.1        0.1       45.4       71.8       84.2       82.0:      15.8       18.0
Old  :     100.0:      38.8       10.1        0.1       45.4       71.8       84.2       82.0:      15.8       18.0
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  :       111:        32         24          2         32         29         65         54:
Old  :       111:        32         24          2         32         29         65         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       34.1       44.3       58.1       28.3       33.7       44.2       57.7
Old  :                 28.5       34.1       44.3       58.1       28.3       33.7       44.2       57.7
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 9, 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  :   110,926:    43,014     11,210         81     50,320     79,691     93,415     90,982:    17,511     19,944
Old  :   110,926:    43,014     11,210         81     50,320     79,691     93,415     90,982:    17,511     19,944
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -2,480:    -2,411        451         44     -1,088     -2,040     -3,455     -1,545:       975       -935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       10.1        0.1       45.4       71.8       84.2       82.0:      15.8       18.0
Old  :     100.0:      38.8       10.1        0.1       45.4       71.8       84.2       82.0:      15.8       18.0
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  :       111:        32         24          2         32         29         65         54:
Old  :       111:        32         24          2         32         29         65         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       34.1       44.3       58.1       28.3       33.7       44.2       57.7
Old  :                 28.5       34.1       44.3       58.1       28.3       33.7       44.2       57.7
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 9, 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  :     9,513:     7,144      8,384      1,109      1,089          0      9,342      9,493:       171         20
Old  :     9,513:     7,144      8,384      1,109      1,089          0      9,342      9,493:       171         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       398:       870        463        -79         49          0        840        384:      -442         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       88.1       11.7       11.4        0.0       98.2       99.8:       1.8        0.2
Old  :     100.0:      75.1       88.1       11.7       11.4        0.0       98.2       99.8:       1.8        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  :        21:        11          8          3          2          0         15          9:
Old  :        21:        11          8          3          2          0         15          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  :                 66.8       84.2       84.1       99.1       66.1       81.0       79.9       88.1
Old  :                 66.8       84.2       84.1       99.1       66.1       81.0       79.9       88.1
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 - Futures Only, April 9, 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  :     8,625:       686      4,771         26      7,849      3,690      8,561      8,487:        64        138
Old  :     8,625:       686      4,771         26      7,849      3,690      8,561      8,487:        64        138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -742:    -1,444       -565          5        693       -163       -746       -723:         4        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       55.3        0.3       91.0       42.8       99.3       98.4:       0.7        1.6
Old  :     100.0:       8.0       55.3        0.3       91.0       42.8       99.3       98.4:       0.7        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:         5          6          2          4          8         11         14:
Old  :        23:         5          6          2          4          8         11         14:
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  :                 94.7       70.4       98.4       89.2       94.7       70.1       98.4       88.9
Old  :                 94.7       70.4       98.4       89.2       94.7       70.1       98.4       88.9
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 9, 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  :    18,598:     4,085      2,966         43     14,443     15,394     18,571     18,403:        27        195
Old  :    18,598:     4,085      2,966         43     14,443     15,394     18,571     18,403:        27        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       936:      -479        470          0      1,425        406        946        876:       -10         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.9        0.2       77.7       82.8       99.9       99.0:       0.1        1.0
Old  :     100.0:      22.0       15.9        0.2       77.7       82.8       99.9       99.0:       0.1        1.0
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  :        27:         3          6          2          5         13          9         20:
Old  :        27:         3          6          2          5         13          9         20:
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  :                 95.1       68.0       99.7       89.2       95.1       68.0       99.6       89.2
Old  :                 95.1       68.0       99.7       89.2       95.1       68.0       99.6       89.2
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 9, 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  :    12,889:        60      2,154        212     12,584     10,285     12,856     12,651:        33        238
Old  :    12,889:        60      2,154        212     12,584     10,285     12,856     12,651:        33        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       16.7        1.6       97.6       79.8       99.7       98.2:       0.3        1.8
Old  :     100.0:       0.5       16.7        1.6       97.6       79.8       99.7       98.2:       0.3        1.8
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  :        20:         1          4          1          3         12          5         16:
Old  :        20:         1          4          1          3         12          5         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.3       60.8       99.7       84.8       98.1       60.8       98.1       84.8
Old  :                 99.3       60.8       99.7       84.8       98.1       60.8       98.1       84.8
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 9, 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  :     3,302:       367      1,016          0      2,806      2,225      3,173      3,241:       129         61
Old  :     3,302:       367      1,016          0      2,806      2,225      3,173      3,241:       129         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       202:        43        386          0        106       -225        149        161:        53         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       30.8        0.0       85.0       67.4       96.1       98.2:       3.9        1.8
Old  :     100.0:      11.1       30.8        0.0       85.0       67.4       96.1       98.2:       3.9        1.8
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  :        21:         3          5          0          6          8          9         13:
Old  :        21:         3          5          0          6          8          9         13:
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  :                 89.2       64.2       95.3       88.1       89.2       64.2       95.0       88.1
Old  :                 89.2       64.2       95.3       88.1       89.2       64.2       95.0       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 17, 2013