```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 30, 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  :   407,082:   118,958    130,439     69,372    185,955    157,796    374,285    357,607:    32,797     49,475
Old  :     2,479:     1,853        116         37         62      1,527      1,952      1,680:       527        799
Other:   404,603:   119,004    132,222     67,436    185,893    156,269    372,333    355,927:    32,270     48,676
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -24,341:     2,438     -9,629     -9,429    -16,082         49    -23,073    -19,009:    -1,268     -5,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       32.0       17.0       45.7       38.8       91.9       87.8:       8.1       12.2
Old  :     100.0:      74.7        4.7        1.5        2.5       61.6       78.7       67.8:      21.3       32.2
Other:     100.0:      29.4       32.7       16.7       45.9       38.6       92.0       88.0:       8.0       12.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:        97        139        115         75        109        251        298:
Old  :        34:        10          5          1          3         16         13         22:
Other:       370:        97        142        112         74        109        247        297:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       17.2       30.8       25.6       16.1       14.1       27.5       20.9
Old  :                 56.6       44.8       73.1       59.5       56.6       44.8       71.6       59.5
Other:                 17.8       17.3       31.0       25.7       16.2       14.2       27.6       20.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 30, 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  : 1,156,343:   335,488    209,177    160,418    521,231    571,984  1,017,137    941,579:   139,206    214,764
Old  :   645,352:   214,734    133,230     55,120    299,121    345,381    568,975    533,731:    76,377    111,621
Other:   510,991:   205,882    161,075     20,170    222,110    226,603    448,162    407,848:    62,829    103,143
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -93,868:     2,389     -5,962    -47,965    -41,794    -28,689    -87,370    -82,616:    -6,498    -11,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       18.1       13.9       45.1       49.5       88.0       81.4:      12.0       18.6
Old  :     100.0:      33.3       20.6        8.5       46.4       53.5       88.2       82.7:      11.8       17.3
Other:     100.0:      40.3       31.5        3.9       43.5       44.3       87.7       79.8:      12.3       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       697:       167        157        191        219        292        504        547:
Old  :       625:       159        135        113        150        264        369        458:
Other:       575:       117        129         74        169        245        339        405:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.1       13.9       22.5       20.0       11.7       11.8       21.6       16.8
Old  :                 16.7       14.1       27.9       21.2       16.7       13.0       27.9       18.9
Other:                 20.7       22.7       32.6       30.6       20.7       22.1       32.6       29.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 30, 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  :     8,613:     3,054      1,238         16      3,365      6,493      6,435      7,747:     2,178        866
Old  :        85:         0          0          0         79         22         79         22:         6         63
Other:     8,528:     3,054      1,238         16      3,286      6,471      6,356      7,725:     2,172        803
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :      -129:       510        411        -69       -418       -225         23        117:      -152       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       14.4        0.2       39.1       75.4       74.7       89.9:      25.3       10.1
Old  :     100.0:       0.0        0.0        0.0       92.9       25.9       92.9       25.9:       7.1       74.1
Other:     100.0:      35.8       14.5        0.2       38.5       75.9       74.5       90.6:      25.5        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          6          3         11         11         29         17:
Old  :         5:         0          0          0          2          3          2          3:
Other:        38:        15          6          3         10         10         28         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.7       52.7       54.4       77.2       37.7       51.2       54.4       75.6
Old  :                 92.9       25.9       92.9       25.9       92.9       25.9       92.9       25.9
Other:                 38.0       53.2       55.0       77.8       38.0       52.3       55.0       76.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 30, 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  :   538,165:   174,979     95,907     59,355    250,718    320,524    485,052    475,786:    53,113     62,379
Old  :   317,854:   131,968     63,440     10,588    139,528    217,952    282,084    291,980:    35,770     25,874
Other:   220,311:    82,104     71,560      9,674    111,190    102,572    202,968    183,806:    17,343     36,505
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -37,267:     4,014      2,509    -18,186    -23,025    -17,654    -37,197    -33,331:       -70     -3,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       17.8       11.0       46.6       59.6       90.1       88.4:       9.9       11.6
Old  :     100.0:      41.5       20.0        3.3       43.9       68.6       88.7       91.9:      11.3        8.1
Other:     100.0:      37.3       32.5        4.4       50.5       46.6       92.1       83.4:       7.9       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       442:       149        119        148        116        132        350        338:
Old  :       404:       148        107         67         88         98        269        243:
Other:       334:        84        117         58         88         97        213        236:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       19.4       23.4       29.8       13.3       18.0       21.7       25.0
Old  :                 21.7       25.0       31.5       38.0       21.5       23.9       31.0       35.5
Other:                 16.6       20.5       27.4       30.7       16.3       20.4       26.0       29.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 30, 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  :   338,639:    72,913    122,525     41,803    190,790    134,352    305,506    298,680:    33,133     39,959
Old  :   230,380:    59,329    112,975     10,232    141,252     75,910    210,813    199,117:    19,567     31,263
Other:   108,259:    35,156     31,122      9,999     49,538     58,442     94,693     99,563:    13,566      8,696
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -15,262:     1,517     -1,675     -5,609    -13,121     -2,458    -17,213     -9,742:     1,951     -5,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       36.2       12.3       56.3       39.7       90.2       88.2:       9.8       11.8
Old  :     100.0:      25.8       49.0        4.4       61.3       32.9       91.5       86.4:       8.5       13.6
Other:     100.0:      32.5       28.7        9.2       45.8       54.0       87.5       92.0:      12.5        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        68         86         78         73         70        182        205:
Old  :       244:        70         83         53         63         62        151        181:
Other:       174:        52         47         25         57         40        121        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       17.6       33.7       26.7       15.0       13.2       23.6       20.2
Old  :                 30.4       16.0       42.7       26.3       28.7       15.5       40.4       25.3
Other:                 15.6       37.4       28.5       52.6       14.6       33.0       26.8       46.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 30, 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  :   717,378:   111,820     82,767     10,273    437,185    470,566    559,278    563,606:   158,100    153,772
Old  :   717,378:   111,820     82,767     10,273    437,185    470,566    559,278    563,606:   158,100    153,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    12,242:    20,399     -7,317      2,840     -8,516     15,713     14,723     11,236:    -2,481      1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.5        1.4       60.9       65.6       78.0       78.6:      22.0       21.4
Old  :     100.0:      15.6       11.5        1.4       60.9       65.6       78.0       78.6:      22.0       21.4
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  :       180:        37         33         18         71         82        117        124:
Old  :       180:        37         33         18         71         82        117        124:
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  :                 28.7       17.9       38.1       26.8       27.3       15.2       34.0       23.7
Old  :                 28.7       17.9       38.1       26.8       27.3       15.2       34.0       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, April 30, 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  :   396,857:    34,310     47,526      2,765    279,974    287,888    317,049    338,179:    79,808     58,678
Old  :   396,857:    34,310     47,526      2,765    279,974    287,888    317,049    338,179:    79,808     58,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :       904:     4,638        519        -38     -4,579     -1,554         21     -1,073:       883      1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.0        0.7       70.5       72.5       79.9       85.2:      20.1       14.8
Old  :     100.0:       8.6       12.0        0.7       70.5       72.5       79.9       85.2:      20.1       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  :        69:        10          7          5         34         38         46         48:
Old  :        69:        10          7          5         34         38         46         48:
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  :                 34.9       38.8       49.3       52.6       31.2       38.8       43.9       52.6
Old  :                 34.9       38.8       49.3       52.6       31.2       38.8       43.9       52.6
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 30, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,245:     1,166      1,183        286      8,194      8,390      9,646      9,859:       599        386
Old  :    10,245:     1,166      1,183        286      8,194      8,390      9,646      9,859:       599        386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :       107:        46        255        100        -64        -80         82        275:        25       -168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       11.5        2.8       80.0       81.9       94.2       96.2:       5.8        3.8
Old  :     100.0:      11.4       11.5        2.8       80.0       81.9       94.2       96.2:       5.8        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          5          4         22         27         34         33:
Old  :        42:         8          5          4         22         27         34         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       41.7       68.5       66.3       35.7       22.6       40.7       33.6
Old  :                 54.7       41.7       68.5       66.3       35.7       22.6       40.7       33.6
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 30, 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  :   256,095:    79,118     38,488     18,994    117,030    169,939    215,142    227,421:    40,953     28,674
Old  :   174,918:    63,849     24,884      7,968     74,820    122,699    146,637    155,551:    28,281     19,367
Other:    81,177:    21,692     20,027      4,603     42,210     47,240     68,505     71,870:    12,672      9,307
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    -1,100:     2,477     -1,042     -3,585     -1,962      8,989     -3,070      4,362:     1,970     -5,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       15.0        7.4       45.7       66.4       84.0       88.8:      16.0       11.2
Old  :     100.0:      36.5       14.2        4.6       42.8       70.1       83.8       88.9:      16.2       11.1
Other:     100.0:      26.7       24.7        5.7       52.0       58.2       84.4       88.5:      15.6       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       241:        78         43         62         85         80        198        164:
Old  :       229:        78         41         40         74         70        171        138:
Other:       161:        42         38         24         67         35        120         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       31.8       16.5       42.9        9.4       29.5       16.4       38.8
Old  :                 12.4       38.7       21.3       47.8       12.4       37.1       21.2       45.5
Other:                 13.9       33.6       24.0       48.0       13.8       31.2       23.7       45.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 30, 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  :    11,746:     2,221      5,008        285      6,827      4,687      9,333      9,980:     2,413      1,766
Old  :    10,560:     2,112      5,008        136      6,413      3,852      8,661      8,996:     1,899      1,564
Other:     1,186:       234        125         24        414        835        672        984:       514        202
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    -1,590:    -1,124        375       -313       -340     -1,669     -1,777     -1,607:       187         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       42.6        2.4       58.1       39.9       79.5       85.0:      20.5       15.0
Old  :     100.0:      20.0       47.4        1.3       60.7       36.5       82.0       85.2:      18.0       14.8
Other:     100.0:      19.7       10.5        2.0       34.9       70.4       56.7       83.0:      43.3       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        21         16          9         24         13         49         35:
Old  :        65:        22         16          4         22          8         47         25:
Other:        27:         7          4          3         10          7         19         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.7       39.4       50.6       59.6       34.6       38.3       49.7       57.8
Old  :                 36.6       43.5       54.0       64.2       36.6       43.1       54.0       63.7
Other:                 33.5       60.2       47.8       79.6       33.5       58.4       47.8       77.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 30, 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  :   952,444:   269,534    222,903     30,378    520,064    613,948    819,976    867,229:   132,468     85,215
Old  :   952,444:   269,534    222,903     30,378    520,064    613,948    819,976    867,229:   132,468     85,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    45,430:    26,727     35,676      1,975     23,656      8,535     52,358     46,186:    -6,928       -756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       23.4        3.2       54.6       64.5       86.1       91.1:      13.9        8.9
Old  :     100.0:      28.3       23.4        3.2       54.6       64.5       86.1       91.1:      13.9        8.9
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  :       211:        46         39         16         84         92        137        140:
Old  :       211:        46         39         16         84         92        137        140:
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  :                 18.0       23.9       29.0       37.6       16.7       23.0       24.9       34.6
Old  :                 18.0       23.9       29.0       37.6       16.7       23.0       24.9       34.6
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 30, 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  : 2,208,463:   474,128    342,084     74,020  1,338,526  1,426,599  1,886,674  1,842,703:   321,789    365,760
Old  : 2,208,463:   474,128    342,084     74,020  1,338,526  1,426,599  1,886,674  1,842,703:   321,789    365,760
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -56,166:    -3,368    -14,772      1,517    -54,678    -44,045    -56,529    -57,300:       363      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       15.5        3.4       60.6       64.6       85.4       83.4:      14.6       16.6
Old  :     100.0:      21.5       15.5        3.4       60.6       64.6       85.4       83.4:      14.6       16.6
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  :       318:        54         73         38        113        162        191        249:
Old  :       318:        54         73         38        113        162        191        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       16.0       35.8       23.9       22.5       12.0       33.1       19.0
Old  :                 23.9       16.0       35.8       23.9       22.5       12.0       33.1       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, April 30, 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  : 1,909,627:   439,136    255,623     28,586  1,159,350  1,365,818  1,627,072  1,650,027:   282,555    259,600
Old  : 1,909,627:   439,136    255,623     28,586  1,159,350  1,365,818  1,627,072  1,650,027:   282,555    259,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    72,871:    20,512     26,339      1,931     31,996     42,793     54,439     71,063:    18,432      1,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       13.4        1.5       60.7       71.5       85.2       86.4:      14.8       13.6
Old  :     100.0:      23.0       13.4        1.5       60.7       71.5       85.2       86.4:      14.8       13.6
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  :       216:        41         42         23         77        105        130        158:
Old  :       216:        41         42         23         77        105        130        158:
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  :                 29.1       24.6       45.1       37.1       28.8       24.0       43.1       35.7
Old  :                 29.1       24.6       45.1       37.1       28.8       24.0       43.1       35.7
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 30, 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  :   372,160:    18,000     37,994     73,324    259,595    225,885    350,919    337,203:    21,241     34,957
Old  :   372,160:    18,000     37,994     73,324    259,595    225,885    350,919    337,203:    21,241     34,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    10,203:       934      2,220     17,008     -4,937     -6,634     13,005     12,594:    -2,802     -2,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       10.2       19.7       69.8       60.7       94.3       90.6:       5.7        9.4
Old  :     100.0:       4.8       10.2       19.7       69.8       60.7       94.3       90.6:       5.7        9.4
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  :        68:         9         17         19         30         39         52         63:
Old  :        68:         9         17         19         30         39         52         63:
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       27.4       56.0       41.4       31.2       22.2       38.1       29.1
Old  :                 41.9       27.4       56.0       41.4       31.2       22.2       38.1       29.1
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 30, 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  :    60,731:    23,531      4,369          5     28,026     47,065     51,562     51,439:     9,170      9,293
Old  :    60,731:    23,531      4,369          5     28,026     47,065     51,562     51,439:     9,170      9,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :     1,257:    -1,969        293        -15      2,797        347        814        625:       443        632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.2        0.0       46.1       77.5       84.9       84.7:      15.1       15.3
Old  :     100.0:      38.7        7.2        0.0       46.1       77.5       84.9       84.7:      15.1       15.3
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  :       109:        38         16          1         36         26         74         43:
Old  :       109:        38         16          1         36         26         74         43:
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  :                 24.3       37.1       38.0       61.4       24.3       36.7       38.0       60.9
Old  :                 24.3       37.1       38.0       61.4       24.3       36.7       38.0       60.9
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 30, 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  :   121,462:    47,062      8,738         10     56,051     94,129    103,123    102,877:    18,339     18,585
Old  :   121,462:    47,062      8,738         10     56,051     94,129    103,123    102,877:    18,339     18,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :     2,513:    -3,937        585        -29      5,593        694      1,627      1,250:       886      1,263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        7.2        0.0       46.1       77.5       84.9       84.7:      15.1       15.3
Old  :     100.0:      38.7        7.2        0.0       46.1       77.5       84.9       84.7:      15.1       15.3
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  :       109:        38         16          1         36         26         74         43:
Old  :       109:        38         16          1         36         26         74         43:
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  :                 24.3       37.1       38.0       61.4       24.3       36.7       38.0       60.9
Old  :                 24.3       37.1       38.0       61.4       24.3       36.7       38.0       60.9
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 30, 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  :    10,102:     7,861      8,732      1,002      1,102        366      9,965     10,100:       137          2
Old  :    10,102:     7,861      8,732      1,002      1,102        366      9,965     10,100:       137          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :      -382:      -389       -328        -43         48         12       -384       -359:         2        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.8       86.4        9.9       10.9        3.6       98.6      100.0:       1.4        0.0
Old  :     100.0:      77.8       86.4        9.9       10.9        3.6       98.6      100.0:       1.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          7          3          3          1         18          9:
Old  :        24:        13          7          3          3          1         18          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  :                 66.5       83.4       85.1       99.2       65.8       80.9       80.1       90.1
Old  :                 66.5       83.4       85.1       99.2       65.8       80.9       80.1       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders - Futures Only, April 30, 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  :     8,741:       597      5,064         37      7,987      3,505      8,621      8,606:       120        135
Old  :     8,741:       597      5,064         37      7,987      3,505      8,621      8,606:       120        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :        21:        65        501          0        -45       -478         20         23:         1         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       57.9        0.4       91.4       40.1       98.6       98.5:       1.4        1.5
Old  :     100.0:       6.8       57.9        0.4       91.4       40.1       98.6       98.5:       1.4        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  :        24:         6          7          2          3          8         11         15:
Old  :        24:         6          7          2          3          8         11         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.2       63.4       97.8       85.8       95.2       63.1       97.8       85.4
Old  :                 95.2       63.4       97.8       85.8       95.2       63.1       97.8       85.4
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 30, 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  :    18,546:     5,345      3,083         37     13,133     15,268     18,515     18,388:        31        158
Old  :    18,546:     5,345      3,083         37     13,133     15,268     18,515     18,388:        31        158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :       173:       719         93        -28       -532         83        159        148:        14         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       16.6        0.2       70.8       82.3       99.8       99.1:       0.2        0.9
Old  :     100.0:      28.8       16.6        0.2       70.8       82.3       99.8       99.1:       0.2        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          7          2          8         10         12         18:
Old  :        27:         3          7          2          8         10         12         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.5       70.9       98.3       90.9       87.3       70.9       98.0       90.9
Old  :                 87.5       70.9       98.3       90.9       87.3       70.9       98.0       90.9
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 30, 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  :    12,291:       603      1,538        606     11,068      9,759     12,277     11,903:        14        388
Old  :    12,291:       603      1,538        606     11,068      9,759     12,277     11,903:        14        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :      -383:      -152       -407        106       -338        -82       -384       -383:         1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       12.5        4.9       90.0       79.4       99.9       96.8:       0.1        3.2
Old  :     100.0:       4.9       12.5        4.9       90.0       79.4       99.9       96.8:       0.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          3          4         11          7         16:
Old  :        20:         2          3          3          4         11          7         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  :                 98.5       60.4       99.9       84.0       94.4       60.4       95.0       83.5
Old  :                 98.5       60.4       99.9       84.0       94.4       60.4       95.0       83.5
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 30, 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  :     3,495:       684      1,331          0      2,700      2,104      3,384      3,435:       111         60
Old  :     3,495:       684      1,331          0      2,700      2,104      3,384      3,435:       111         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :      -208:        -2       -135          0       -190        -84       -192       -219:       -16         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       38.1        0.0       77.3       60.2       96.8       98.3:       3.2        1.7
Old  :     100.0:      19.6       38.1        0.0       77.3       60.2       96.8       98.3:       3.2        1.7
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:         6          4          0          4          7         10         11:
Old  :        20:         6          4          0          4          7         10         11:
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  :                 84.4       70.4       94.9       92.6       84.4       70.4       94.9       92.6
Old  :                 84.4       70.4       94.9       92.6       84.4       70.4       94.9       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 3, 2013