```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 14, 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  :   403,380:   116,137    139,819     67,953    187,572    148,074    371,662    355,846:    31,718     47,534
Old  :   388,763:   114,070    137,681     63,370    181,427    143,171    358,867    344,222:    29,896     44,541
Other:    14,617:     3,399      3,470      3,251      6,145      4,903     12,795     11,624:     1,822      2,993
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -9,503:       681      7,628     -7,446     -4,213     -7,801    -10,978     -7,619:     1,475     -1,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       34.7       16.8       46.5       36.7       92.1       88.2:       7.9       11.8
Old  :     100.0:      29.3       35.4       16.3       46.7       36.8       92.3       88.5:       7.7       11.5
Other:     100.0:      23.3       23.7       22.2       42.0       33.5       87.5       79.5:      12.5       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        96        142        106         77        111        245        298:
Old  :       370:        96        145         99         77        107        238        292:
Other:       100:        15         18          5         17         57         37         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.9       16.0       30.6       23.3       16.4       12.5       28.0       18.5
Old  :                 17.7       15.8       30.6       23.3       16.9       13.0       29.0       19.1
Other:                 60.2       35.9       75.1       49.7       44.7       17.5       53.2       29.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 14, 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  : 1,144,874:   351,520    209,247    157,108    503,533    548,682  1,012,161    915,037:   132,713    229,837
Old  :   600,680:   230,418    115,023     46,149    255,926    332,253    532,493    493,425:    68,187    107,255
Other:   544,194:   207,388    180,510     24,673    247,607    216,429    479,668    421,612:    64,526    122,582
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :     1,347:    14,699      4,852       -744     -8,492    -12,929      5,463     -8,821:    -4,116     10,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       18.3       13.7       44.0       47.9       88.4       79.9:      11.6       20.1
Old  :     100.0:      38.4       19.1        7.7       42.6       55.3       88.6       82.1:      11.4       17.9
Other:     100.0:      38.1       33.2        4.5       45.5       39.8       88.1       77.5:      11.9       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       715:       171        167        196        216        292        511        561:
Old  :       628:       175        131        110        140        257        370        445:
Other:       607:       123        150         78        172        247        349        433:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.9       13.1       22.3       19.5       11.3       10.7       21.4       15.9
Old  :                 15.8       14.8       25.5       22.2       15.8       13.8       25.3       20.7
Other:                 19.0       20.4       30.5       27.4       18.9       20.0       30.3       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 14, 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  :     8,980:     3,719      2,148         45      3,229      6,044      6,993      8,237:     1,987        743
Old  :     8,980:     3,719      2,148         45      3,229      6,044      6,993      8,237:     1,987        743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :        31:       311        452         28       -183       -333        156        147:      -125       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4       23.9        0.5       36.0       67.3       77.9       91.7:      22.1        8.3
Old  :     100.0:      41.4       23.9        0.5       36.0       67.3       77.9       91.7:      22.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        19          6          4         11         12         33         19:
Old  :        44:        19          6          4         11         12         33         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  :                 34.1       55.3       51.8       78.0       34.1       54.4       51.8       76.8
Old  :                 34.1       55.3       51.8       78.0       34.1       54.4       51.8       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 14, 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  :   564,454:   184,009    112,374     71,513    254,527    312,649    510,049    496,536:    54,405     67,918
Old  :   312,219:   142,647     66,429     11,112    125,858    210,307    279,617    287,848:    32,602     24,371
Other:   252,235:    87,770     92,353     13,993    128,669    102,342    230,432    208,688:    21,803     43,547
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    27,948:    16,527      6,849      7,486        563     10,723     24,576     25,058:     3,372      2,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       19.9       12.7       45.1       55.4       90.4       88.0:       9.6       12.0
Old  :     100.0:      45.7       21.3        3.6       40.3       67.4       89.6       92.2:      10.4        7.8
Other:     100.0:      34.8       36.6        5.5       51.0       40.6       91.4       82.7:       8.6       17.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       473:       158        141        159        117        133        376        354:
Old  :       419:       165        108         60         76         95        272        234:
Other:       371:        94        135         74         92        102        241        264:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.2       18.4       22.3       27.3       12.9       16.4       20.3       23.4
Old  :                 22.0       25.6       30.9       38.2       22.0       25.0       30.9       37.1
Other:                 15.5       16.6       26.3       26.9       14.9       16.5       25.4       26.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 14, 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  :   342,662:    78,528    113,658     47,587    182,204    143,310    308,319    304,555:    34,343     38,107
Old  :   221,399:    60,002    100,516     12,921    129,717     79,267    202,640    192,704:    18,759     28,695
Other:   121,263:    39,268     33,884     13,924     52,487     64,043    105,679    111,851:    15,584      9,412
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -1,551:     4,525     -7,693      3,508    -10,211      4,955     -2,178        770:       627     -2,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       33.2       13.9       53.2       41.8       90.0       88.9:      10.0       11.1
Old  :     100.0:      27.1       45.4        5.8       58.6       35.8       91.5       87.0:       8.5       13.0
Other:     100.0:      32.4       27.9       11.5       43.3       52.8       87.1       92.2:      12.9        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        81         83         84         75         72        197        211:
Old  :       260:        82         80         57         63         67        163        187:
Other:       184:        51         54         33         56         44        128        113:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       17.6       33.1       26.1       15.1       14.2       23.5       20.9
Old  :                 30.7       15.4       42.5       26.1       28.9       15.2       40.5       24.8
Other:                 15.4       37.1       27.2       50.0       14.4       32.8       25.8       44.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 14, 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  :   662,478:    80,668     66,030     18,112    421,110    411,305    519,890    495,447:   142,588    167,031
Old  :   662,478:    80,668     66,030     18,112    421,110    411,305    519,890    495,447:   142,588    167,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   -21,660:   -10,299    -17,448      6,118     -1,788    -17,317     -5,969    -28,647:   -15,691      6,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.0        2.7       63.6       62.1       78.5       74.8:      21.5       25.2
Old  :     100.0:      12.2       10.0        2.7       63.6       62.1       78.5       74.8:      21.5       25.2
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  :       176:        31         35         20         79         85        121        129:
Old  :       176:        31         35         20         79         85        121        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       14.5       38.6       24.3       26.7       12.6       33.3       20.4
Old  :                 29.9       14.5       38.6       24.3       26.7       12.6       33.3       20.4
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, May 14, 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  :   396,689:    24,203     47,786      5,851    294,018    289,746    324,072    343,383:    72,617     53,306
Old  :   396,689:    24,203     47,786      5,851    294,018    289,746    324,072    343,383:    72,617     53,306
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -3,400:    -6,094        454      3,467      4,423     -5,357      1,796     -1,436:    -5,196     -1,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.0        1.5       74.1       73.0       81.7       86.6:      18.3       13.4
Old  :     100.0:       6.1       12.0        1.5       74.1       73.0       81.7       86.6:      18.3       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:         7          8          5         42         45         53         54:
Old  :        74:         7          8          5         42         45         53         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  :                 35.6       35.1       49.7       48.8       31.9       34.8       44.1       48.4
Old  :                 35.6       35.1       49.7       48.8       31.9       34.8       44.1       48.4
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, May 14, 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  :     9,994:     1,787        298        713      6,842      8,605      9,342      9,616:       652        378
Old  :     9,994:     1,787        298        713      6,842      8,605      9,342      9,616:       652        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -122:       447       -251         46       -600         29       -107       -176:       -15         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        3.0        7.1       68.5       86.1       93.5       96.2:       6.5        3.8
Old  :     100.0:      17.9        3.0        7.1       68.5       86.1       93.5       96.2:       6.5        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  :        44:        10          6          5         23         25         37         32:
Old  :        44:        10          6          5         23         25         37         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  :                 52.9       41.8       68.6       64.4       31.8       22.7       38.6       34.5
Old  :                 52.9       41.8       68.6       64.4       31.8       22.7       38.6       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, May 14, 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  :   256,827:    83,543     33,318     24,627    107,026    173,810    215,196    231,755:    41,631     25,072
Old  :   171,125:    72,500     22,226      7,583     63,041    125,821    143,124    155,630:    28,001     15,495
Other:    85,702:    18,821     18,870      9,266     43,985     47,989     72,072     76,125:    13,630      9,577
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       554:     4,140     -6,643      4,526     -9,009      5,683       -343      3,566:       897     -3,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.0        9.6       41.7       67.7       83.8       90.2:      16.2        9.8
Old  :     100.0:      42.4       13.0        4.4       36.8       73.5       83.6       90.9:      16.4        9.1
Other:     100.0:      22.0       22.0       10.8       51.3       56.0       84.1       88.8:      15.9       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        79         44         68         78         71        192        160:
Old  :       222:        80         44         36         65         63        162        127:
Other:       166:        39         44         35         66         41        126        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4       32.3       16.4       44.5        9.4       31.6       16.3       40.9
Old  :                 12.5       40.2       20.6       51.3       12.5       40.2       20.6       49.4
Other:                 15.7       27.0       25.4       45.5       13.1       24.4       22.6       41.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 14, 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  :    11,563:     2,140      5,273        150      6,685      4,544      8,975      9,967:     2,588      1,596
Old  :    10,240:     2,009      5,274          0      6,260      3,657      8,269      8,931:     1,971      1,309
Other:     1,323:       257        125         24        425        887        706      1,036:       617        287
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -74:       -24        -86          6       -304        -49       -322       -129:       248         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       45.6        1.3       57.8       39.3       77.6       86.2:      22.4       13.8
Old  :     100.0:      19.6       51.5        0.0       61.1       35.7       80.8       87.2:      19.2       12.8
Other:     100.0:      19.4        9.4        1.8       32.1       67.0       53.4       78.3:      46.6       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        20         16          5         23         12         44         33:
Old  :        62:        19         17          0         19          9         38         26:
Other:        28:         8          3          3         11          7         21         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  :                 33.9       39.9       50.5       60.3       33.9       39.3       50.0       58.6
Old  :                 36.3       44.4       54.7       65.5       36.3       44.4       54.7       65.3
Other:                 30.0       55.1       43.5       74.5       30.0       53.5       43.5       72.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 14, 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  :   927,590:   244,058    208,874     33,163    518,652    601,444    795,873    843,481:   131,717     84,109
Old  :   927,590:   244,058    208,874     33,163    518,652    601,444    795,873    843,481:   131,717     84,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   -19,624:   -18,190     -9,948        924      1,752     -1,010    -15,514    -10,034:    -4,110     -9,590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       22.5        3.6       55.9       64.8       85.8       90.9:      14.2        9.1
Old  :     100.0:      26.3       22.5        3.6       55.9       64.8       85.8       90.9:      14.2        9.1
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  :       205:        42         38         20         87         94        136        145:
Old  :       205:        42         38         20         87         94        136        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       22.8       29.3       36.9       18.1       21.8       25.6       34.0
Old  :                 19.5       22.8       29.3       36.9       18.1       21.8       25.6       34.0
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, May 14, 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  : 2,331,523:   366,063    377,216    103,308  1,546,837  1,457,150  2,016,208  1,937,674:   315,315    393,849
Old  : 2,331,523:   366,063    377,216    103,308  1,546,837  1,457,150  2,016,208  1,937,674:   315,315    393,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    60,017:   -64,417    -15,308     16,327    102,047     35,356     53,957     36,375:     6,060     23,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       16.2        4.4       66.3       62.5       86.5       83.1:      13.5       16.9
Old  :     100.0:      15.7       16.2        4.4       66.3       62.5       86.5       83.1:      13.5       16.9
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  :       314:        46         78         47        116        160        191        256:
Old  :       314:        46         78         47        116        160        191        256:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       15.2       39.4       23.3       25.5       10.8       36.2       18.1
Old  :                 26.8       15.2       39.4       23.3       25.5       10.8       36.2       18.1
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, May 14, 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  : 1,794,835:   342,190    223,732     26,814  1,184,560  1,278,679  1,553,564  1,529,225:   241,271    265,610
Old  : 1,794,835:   342,190    223,732     26,814  1,184,560  1,278,679  1,553,564  1,529,225:   241,271    265,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   -82,449:   -54,786    -18,063        129     -1,870    -83,202    -56,527   -101,136:   -25,922     18,687
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       12.5        1.5       66.0       71.2       86.6       85.2:      13.4       14.8
Old  :     100.0:      19.1       12.5        1.5       66.0       71.2       86.6       85.2:      13.4       14.8
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  :       217:        42         41         30         88        104        144        161:
Old  :       217:        42         41         30         88        104        144        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       24.7       44.0       36.8       27.7       24.2       42.1       35.4
Old  :                 28.3       24.7       44.0       36.8       27.7       24.2       42.1       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, May 14, 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  :   327,909:    17,166     29,124     69,688    220,185    193,801    307,039    292,613:    20,870     35,296
Old  :   327,909:    17,166     29,124     69,688    220,185    193,801    307,039    292,613:    20,870     35,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :     2,325:     4,744     -4,232      2,295     -6,386      6,542        653      4,605:     1,672     -2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.9       21.3       67.1       59.1       93.6       89.2:       6.4       10.8
Old  :     100.0:       5.2        8.9       21.3       67.1       59.1       93.6       89.2:       6.4       10.8
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  :        67:        11         14         18         30         38         52         60:
Old  :        67:        11         14         18         30         38         52         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  :                 42.8       26.5       57.8       41.3       31.6       22.6       39.7       29.0
Old  :                 42.8       26.5       57.8       41.3       31.6       22.6       39.7       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, May 14, 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  :    59,879:    22,570      4,765        198     27,761     44,734     50,528     49,697:     9,352     10,183
Old  :    59,879:    22,570      4,765        198     27,761     44,734     50,528     49,697:     9,352     10,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -301:    -1,193       -180        186        252     -1,146       -755     -1,140:       454        839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        8.0        0.3       46.4       74.7       84.4       83.0:      15.6       17.0
Old  :     100.0:      37.7        8.0        0.3       46.4       74.7       84.4       83.0:      15.6       17.0
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  :       110:        36         14          4         38         31         74         49:
Old  :       110:        36         14          4         38         31         74         49:
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  :                 24.4       34.8       37.3       56.7       24.2       34.4       37.1       56.1
Old  :                 24.4       34.8       37.3       56.7       24.2       34.4       37.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, May 14, 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  :   119,758:    45,139      9,530        395     55,521     89,468    101,055     99,393:    18,703     20,365
Old  :   119,758:    45,139      9,530        395     55,521     89,468    101,055     99,393:    18,703     20,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -602:    -2,385       -359        372        503     -2,292     -1,510     -2,279:       908      1,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        8.0        0.3       46.4       74.7       84.4       83.0:      15.6       17.0
Old  :     100.0:      37.7        8.0        0.3       46.4       74.7       84.4       83.0:      15.6       17.0
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  :       110:        36         14          4         38         31         74         49:
Old  :       110:        36         14          4         38         31         74         49:
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  :                 24.4       34.8       37.3       56.7       24.2       34.4       37.1       56.1
Old  :                 24.4       34.8       37.3       56.7       24.2       34.4       37.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, May 14, 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  :    10,115:     7,818      8,681      1,085      1,082        327      9,985     10,093:       130         22
Old  :    10,115:     7,818      8,681      1,085      1,082        327      9,985     10,093:       130         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -18:        58       -156        133       -203          5        -12        -18:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       85.8       10.7       10.7        3.2       98.7       99.8:       1.3        0.2
Old  :     100.0:      77.3       85.8       10.7       10.7        3.2       98.7       99.8:       1.3        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          7          3          2          1         15          9:
Old  :        21:        11          7          3          2          1         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  :                 75.1       83.2       90.5       99.1       72.6       80.7       83.8       89.1
Old  :                 75.1       83.2       90.5       99.1       72.6       80.7       83.8       89.1
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, May 14, 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  :     8,760:       889      4,771         44      7,706      3,819      8,639      8,634:       121        126
Old  :     8,760:       889      4,771         44      7,706      3,819      8,639      8,634:       121        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :        -7:       289         45          0       -287        -27          2         18:        -9        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       54.5        0.5       88.0       43.6       98.6       98.6:       1.4        1.4
Old  :     100.0:      10.1       54.5        0.5       88.0       43.6       98.6       98.6:       1.4        1.4
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  :        25:         6          9          2          3          7         11         16:
Old  :        25:         6          9          2          3          7         11         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  :                 94.1       77.2       97.7       90.7       94.1       76.7       97.7       90.2
Old  :                 94.1       77.2       97.7       90.7       94.1       76.7       97.7       90.2
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, May 14, 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  :    18,504:     2,706      3,193      2,092     13,699     13,119     18,497     18,404:         7        100
Old  :    18,504:     2,706      3,193      2,092     13,699     13,119     18,497     18,404:         7        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -1,093:    -2,521         19      2,059       -584     -3,161     -1,046     -1,083:       -47        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.3       11.3       74.0       70.9      100.0       99.5:       0.0        0.5
Old  :     100.0:      14.6       17.3       11.3       74.0       70.9      100.0       99.5:       0.0        0.5
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  :        29:         5          6          2          9         10         15         17:
Old  :        29:         5          6          2          9         10         15         17:
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  :                 80.4       64.9       96.0       92.0       73.1       64.9       85.3       82.8
Old  :                 80.4       64.9       96.0       92.0       73.1       64.9       85.3       82.8
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, May 14, 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  :    12,149:       629      2,064        500     11,002      9,497     12,131     12,061:        18         88
Old  :    12,149:       629      2,064        500     11,002      9,497     12,131     12,061:        18         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -142:        26        526       -106        -66       -262       -146        158:         4       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       17.0        4.1       90.6       78.2       99.9       99.3:       0.1        0.7
Old  :     100.0:       5.2       17.0        4.1       90.6       78.2       99.9       99.3:       0.1        0.7
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  :        20:         1          5          1          4         10          5         16:
Old  :        20:         1          5          1          4         10          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  :                 99.4       64.5       99.9       86.7       95.2       64.5       95.7       86.2
Old  :                 99.4       64.5       99.9       86.7       95.2       64.5       95.7       86.2
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, May 14, 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  :     3,434:       841        724          0      2,432      2,657      3,273      3,381:       161         53
Old  :     3,434:       841        724          0      2,432      2,657      3,273      3,381:       161         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -61:       157       -607          0       -268        553       -111        -54:        50         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       21.1        0.0       70.8       77.4       95.3       98.5:       4.7        1.5
Old  :     100.0:      24.5       21.1        0.0       70.8       77.4       95.3       98.5:       4.7        1.5
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  :        20:         5          5          0          3          8          8         13:
Old  :        20:         5          5          0          3          8          8         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  :                 88.9       66.5       95.3       88.6       88.9       66.5       94.3       88.6
Old  :                 88.9       66.5       95.3       88.6       88.9       66.5       94.3       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 17, 2013