```
WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 23, 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  :   431,423:   116,520    140,068     78,801    202,037    157,747    397,358    376,616:    34,065     54,807
Old  :    44,399:    18,847     12,864      4,646     16,219     21,122     39,712     38,632:     4,687      5,767
Other:   387,024:   106,256    135,787     65,572    185,818    136,625    357,646    337,984:    29,378     49,040
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -9,687:     1,919     -1,892     -5,935     -6,833     -2,018    -10,849     -9,845:     1,162        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       32.5       18.3       46.8       36.6       92.1       87.3:       7.9       12.7
Old  :     100.0:      42.4       29.0       10.5       36.5       47.6       89.4       87.0:      10.6       13.0
Other:     100.0:      27.5       35.1       16.9       48.0       35.3       92.4       87.3:       7.6       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:        94        146        110         86        111        253        309:
Old  :       203:        59         54         11         39         54        106        112:
Other:       357:        85        143         91         75        108        219        293:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       13.6       30.0       22.1       15.3       10.9       25.7       17.7
Old  :                 29.8       23.4       43.7       33.7       29.8       19.4       41.7       29.7
Other:                 19.1       14.7       32.5       23.5       16.9       11.7       28.6       18.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 23, 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  : 1,250,211:   333,099    215,139    208,383    563,025    600,673  1,104,507  1,024,195:   145,704    226,016
Old  :   766,068:   228,558    154,309     90,133    359,450    390,710    678,141    635,152:    87,927    130,916
Other:   484,143:   203,976    160,265     18,815    203,575    209,963    426,366    389,043:    57,777     95,100
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :   -30,010:   -12,977     13,644    -16,536     -3,638    -20,009    -33,151    -22,901:     3,141     -7,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       17.2       16.7       45.0       48.0       88.3       81.9:      11.7       18.1
Old  :     100.0:      29.8       20.1       11.8       46.9       51.0       88.5       82.9:      11.5       17.1
Other:     100.0:      42.1       33.1        3.9       42.0       43.4       88.1       80.4:      11.9       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       698:       170        171        224        217        284        528        564:
Old  :       639:       167        145        153        176        259        426        488:
Other:       575:       134        129         71        157        234        336        399:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       13.8       20.6       19.1       10.3       10.4       19.4       14.6
Old  :                 14.8       12.6       25.4       19.1       14.0       11.7       24.0       17.1
Other:                 20.8       22.5       32.2       28.8       20.8       22.1       31.7       28.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 23, 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  :     8,742:     2,544        827         85      3,783      6,718      6,412      7,630:     2,330      1,112
Old  :     1,048:        46        218          0        550        613        596        831:       452        217
Other:     7,694:     2,576        687          7      3,233      6,105      5,816      6,799:     1,878        895
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :      -350:       249        162       -193       -381       -314       -325       -345:       -25         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        9.5        1.0       43.3       76.8       73.3       87.3:      26.7       12.7
Old  :     100.0:       4.4       20.8        0.0       52.5       58.5       56.9       79.3:      43.1       20.7
Other:     100.0:      33.5        8.9        0.1       42.0       79.3       75.6       88.4:      24.4       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        15          5          4         15         12         33         18:
Old  :        17:         1          3          0          9          5         10          8:
Other:        40:        15          5          3         12         11         30         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  :                 34.4       55.1       49.4       76.4       34.4       53.2       49.3       74.3
Old  :                 38.5       72.9       52.9       79.3       28.8       58.8       40.8       65.2
Other:                 39.1       54.6       54.8       77.1       39.1       54.4       54.8       76.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 23, 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  :   575,432:   170,965     93,398     77,541    273,743    338,178    522,249    509,117:    53,183     66,315
Old  :   367,395:   135,111     67,245     24,027    171,612    242,966    330,750    334,238:    36,645     33,157
Other:   208,037:    79,230     69,529     10,138    102,131     95,212    191,499    174,879:    16,538     33,158
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    16,902:    -2,075      1,904     -2,567     18,691     17,227     14,049     16,564:     2,853        338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       16.2       13.5       47.6       58.8       90.8       88.5:       9.2       11.5
Old  :     100.0:      36.8       18.3        6.5       46.7       66.1       90.0       91.0:      10.0        9.0
Other:     100.0:      38.1       33.4        4.9       49.1       45.8       92.1       84.1:       7.9       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       468:       149        142        179        122        132        381        373:
Old  :       428:       155        127        104         96        107        304        289:
Other:       348:        85        123         71         86         94        229        244:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.7       17.0       23.9       26.0       14.7       15.4       22.2       21.9
Old  :                 22.2       21.4       31.9       32.3       22.2       20.6       31.4       29.3
Other:                 17.5       19.7       28.9       30.4       17.1       19.4       27.7       29.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 23, 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  :   353,901:    71,396    124,200     47,412    203,911    136,810    322,719    308,422:    31,182     45,479
Old  :   254,791:    62,177    121,253     15,239    158,826     80,662    236,242    217,154:    18,549     37,637
Other:    99,110:    29,445     23,173     11,947     45,085     56,148     86,477     91,268:    12,633      7,842
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -7,608:     2,612      4,749     -6,636     -2,541    -10,383     -6,565    -12,270:    -1,043      4,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       35.1       13.4       57.6       38.7       91.2       87.1:       8.8       12.9
Old  :     100.0:      24.4       47.6        6.0       62.3       31.7       92.7       85.2:       7.3       14.8
Other:     100.0:      29.7       23.4       12.1       45.5       56.7       87.3       92.1:      12.7        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       267:        68         97         85         75         70        190        220:
Old  :       256:        76         91         62         69         63        166        198:
Other:       171:        50         48         35         55         34        127        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  :                 22.3       16.5       33.5       25.1       14.9       12.8       23.0       19.2
Old  :                 28.7       15.7       41.4       25.1       28.0       15.2       38.9       24.0
Other:                 15.7       39.5       27.7       52.2       14.3       35.0       25.6       46.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 23, 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  :   705,136:    91,421     90,084      7,433    445,701    454,853    544,555    552,370:   160,581    152,766
Old  :   705,136:    91,421     90,084      7,433    445,701    454,853    544,555    552,370:   160,581    152,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    30,436:     9,363       -942      1,212     11,762     26,357     22,337     26,627:     8,099      3,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       12.8        1.1       63.2       64.5       77.2       78.3:      22.8       21.7
Old  :     100.0:      13.0       12.8        1.1       63.2       64.5       77.2       78.3:      22.8       21.7
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  :       185:        25         45         15         71         84        106        134:
Old  :       185:        25         45         15         71         84        106        134:
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  :                 29.7       18.0       39.4       26.7       28.0       15.3       35.0       23.6
Old  :                 29.7       18.0       39.4       26.7       28.0       15.3       35.0       23.6
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 23, 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  :   395,953:    29,672     47,007      2,803    284,553    289,442    317,028    339,252:    78,925     56,701
Old  :   395,953:    29,672     47,007      2,803    284,553    289,442    317,028    339,252:    78,925     56,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    11,181:    -1,228     -1,178     -1,301     12,048     11,744      9,519      9,265:     1,662      1,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.9        0.7       71.9       73.1       80.1       85.7:      19.9       14.3
Old  :     100.0:       7.5       11.9        0.7       71.9       73.1       80.1       85.7:      19.9       14.3
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  :        72:         9          8          6         33         40         45         51:
Old  :        72:         9          8          6         33         40         45         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       36.2       50.2       51.1       32.0       36.2       44.9       51.1
Old  :                 35.5       36.2       50.2       51.1       32.0       36.2       44.9       51.1
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 23, 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  :    10,138:     1,120        928        186      8,258      8,470      9,564      9,584:       574        554
Old  :    10,138:     1,120        928        186      8,258      8,470      9,564      9,584:       574        554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -1,234:       -39       -955       -183     -1,017       -258     -1,239     -1,396:         5        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.2        1.8       81.5       83.5       94.3       94.5:       5.7        5.5
Old  :     100.0:      11.0        9.2        1.8       81.5       83.5       94.3       94.5:       5.7        5.5
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  :        40:         8          2          2         21         28         31         31:
Old  :        40:         8          2          2         21         28         31         31:
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  :                 55.9       39.7       70.5       66.6       35.6       20.7       40.5       32.9
Old  :                 55.9       39.7       70.5       66.6       35.6       20.7       40.5       32.9
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 23, 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  :   257,195:    76,641     39,530     22,579    118,992    160,950    218,212    223,059:    38,983     34,136
Old  :   180,830:    63,385     30,314     10,013     80,029    115,980    153,427    156,307:    27,403     24,523
Other:    76,365:    20,922     16,882      4,900     38,963     44,970     64,785     66,752:    11,580      9,613
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -3,694:     2,692     -1,637        690     -7,146     -1,874     -3,764     -2,821:        70       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       15.4        8.8       46.3       62.6       84.8       86.7:      15.2       13.3
Old  :     100.0:      35.1       16.8        5.5       44.3       64.1       84.8       86.4:      15.2       13.6
Other:     100.0:      27.4       22.1        6.4       51.0       58.9       84.8       87.4:      15.2       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        75         50         67         90         76        201        169:
Old  :       233:        75         49         48         82         68        179        147:
Other:       157:        46         36         23         65         31        122         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       28.4       17.2       39.6        9.3       27.3       16.4       35.6
Old  :                 12.0       34.1       21.3       42.1       11.9       33.4       21.2       40.9
Other:                 13.5       32.9       24.2       46.5       13.3       30.1       23.8       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 23, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,336:     3,345      4,633        598      7,167      6,356     11,110     11,587:     2,226      1,749
Old  :    12,360:     3,179      4,746        406      6,942      5,586     10,527     10,738:     1,833      1,622
Other:       976:       326         47         32        225        770        583        849:       393        127
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       139:       631        834       -420        -57       -176        154        238:       -15        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       34.7        4.5       53.7       47.7       83.3       86.9:      16.7       13.1
Old  :     100.0:      25.7       38.4        3.3       56.2       45.2       85.2       86.9:      14.8       13.1
Other:     100.0:      33.4        4.8        3.3       23.1       78.9       59.7       87.0:      40.3       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        23         19         11         26         14         53         41:
Old  :        71:        23         19          7         23         12         47         37:
Other:        26:         9          4          3          9          7         20         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  :                 29.6       34.7       43.7       52.2       29.4       34.4       42.7       50.9
Old  :                 31.3       37.3       46.1       54.2       31.3       37.3       46.1       53.4
Other:                 30.7       69.9       46.8       85.0       30.7       67.8       46.8       80.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 23, 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  :   907,014:   242,807    187,227     28,403    496,408    605,413    767,618    821,043:   139,396     85,971
Old  :   907,014:   242,807    187,227     28,403    496,408    605,413    767,618    821,043:   139,396     85,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    10,652:   -15,477      1,613      3,631     21,574      9,262      9,728     14,506:       924     -3,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       20.6        3.1       54.7       66.7       84.6       90.5:      15.4        9.5
Old  :     100.0:      26.8       20.6        3.1       54.7       66.7       84.6       90.5:      15.4        9.5
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  :       202:        42         37         15         84         90        131        137:
Old  :       202:        42         37         15         84         90        131        137:
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  :                 15.2       25.5       26.3       38.6       13.3       24.3       22.5       36.1
Old  :                 15.2       25.5       26.3       38.6       13.3       24.3       22.5       36.1
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 23, 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  : 2,264,629:   477,496    356,856     72,503  1,393,204  1,470,644  1,943,203  1,900,003:   321,426    364,626
Old  : 2,264,629:   477,496    356,856     72,503  1,393,204  1,470,644  1,943,203  1,900,003:   321,426    364,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    50,826:    -7,994      6,738      6,030     43,111     32,197     41,147     44,965:     9,679      5,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.8        3.2       61.5       64.9       85.8       83.9:      14.2       16.1
Old  :     100.0:      21.1       15.8        3.2       61.5       64.9       85.8       83.9:      14.2       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:        52         75         45        126        174        205        267:
Old  :       340:        52         75         45        126        174        205        267:
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  :                 24.6       16.7       36.9       23.6       22.7       12.9       32.7       19.3
Old  :                 24.6       16.7       36.9       23.6       22.7       12.9       32.7       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, April 23, 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  : 1,836,756:   418,624    229,284     26,655  1,127,354  1,323,025  1,572,633  1,578,964:   264,123    257,792
Old  : 1,836,756:   418,624    229,284     26,655  1,127,354  1,323,025  1,572,633  1,578,964:   264,123    257,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :   -28,348:    35,493      3,100       -559    -70,704    -32,463    -35,770    -29,922:     7,422      1,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.5        1.5       61.4       72.0       85.6       86.0:      14.4       14.0
Old  :     100.0:      22.8       12.5        1.5       61.4       72.0       85.6       86.0:      14.4       14.0
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  :       224:        45         39         19         81        109        134        159:
Old  :       224:        45         39         19         81        109        134        159:
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  :                 28.1       23.7       44.8       35.2       27.6       23.4       42.7       33.6
Old  :                 28.1       23.7       44.8       35.2       27.6       23.4       42.7       33.6
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 23, 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  :   361,957:    17,066     35,774     56,316    264,532    232,519    337,914    324,609:    24,043     37,348
Old  :   361,957:    17,066     35,774     56,316    264,532    232,519    337,914    324,609:    24,043     37,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    13,303:      -770     -3,006      1,787     12,473     15,981     13,490     14,762:      -187     -1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        9.9       15.6       73.1       64.2       93.4       89.7:       6.6       10.3
Old  :     100.0:       4.7        9.9       15.6       73.1       64.2       93.4       89.7:       6.6       10.3
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  :        64:        10         14         17         29         37         48         60:
Old  :        64:        10         14         17         29         37         48         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       28.0       57.3       42.4       32.1       23.1       39.8       30.2
Old  :                 42.8       28.0       57.3       42.4       32.1       23.1       39.8       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, April 23, 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  :    59,475:    25,500      4,077         20     25,229     46,718     50,748     50,814:     8,727      8,661
Old  :    59,475:    25,500      4,077         20     25,229     46,718     50,748     50,814:     8,727      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :     2,115:     2,479     -1,234       -128       -289      4,420      2,062      3,059:        53       -944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        6.9        0.0       42.4       78.6       85.3       85.4:      14.7       14.6
Old  :     100.0:      42.9        6.9        0.0       42.4       78.6       85.3       85.4:      14.7       14.6
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  :       117:        41         20          3         36         27         78         49:
Old  :       117:        41         20          3         36         27         78         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  :                 24.1       37.3       39.2       60.8       24.1       36.9       39.2       60.4
Old  :                 24.1       37.3       39.2       60.8       24.1       36.9       39.2       60.4
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 23, 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  :   118,949:    50,999      8,153         39     50,458     93,435    101,496    101,627:    17,453     17,322
Old  :   118,949:    50,999      8,153         39     50,458     93,435    101,496    101,627:    17,453     17,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :     4,230:     4,957     -2,467       -255       -578      8,839      4,124      6,117:       106     -1,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9        6.9        0.0       42.4       78.6       85.3       85.4:      14.7       14.6
Old  :     100.0:      42.9        6.9        0.0       42.4       78.6       85.3       85.4:      14.7       14.6
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  :       117:        41         20          3         36         27         78         49:
Old  :       117:        41         20          3         36         27         78         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  :                 24.1       37.3       39.2       60.8       24.1       36.9       39.2       60.4
Old  :                 24.1       37.3       39.2       60.8       24.1       36.9       39.2       60.4
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 23, 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  :    10,484:     8,250      9,060      1,045      1,054        354     10,349     10,459:       135         25
Old  :    10,484:     8,250      9,060      1,045      1,054        354     10,349     10,459:       135         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       149:       226         56       -150        100        239        176        145:       -27          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7       86.4       10.0       10.1        3.4       98.7       99.8:       1.3        0.2
Old  :     100.0:      78.7       86.4       10.0       10.1        3.4       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  :        23:        13          7          3          2          1         17          9:
Old  :        23:        13          7          3          2          1         17          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       83.5       85.0       99.0       66.5       81.1       80.6       89.8
Old  :                 67.1       83.5       85.0       99.0       66.5       81.1       80.6       89.8
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 23, 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  :     8,720:       532      4,563         37      8,032      3,983      8,601      8,583:       119        137
Old  :     8,720:       532      4,563         37      8,032      3,983      8,601      8,583:       119        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       284:        37        289          0        218         -9        255        280:        29          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       52.3        0.4       92.1       45.7       98.6       98.4:       1.4        1.6
Old  :     100.0:       6.1       52.3        0.4       92.1       45.7       98.6       98.4:       1.4        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          7          2          4          8         11         15:
Old  :        24:         5          7          2          4          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  :                 95.3       64.1       97.8       86.3       95.3       63.8       97.8       85.9
Old  :                 95.3       64.1       97.8       86.3       95.3       63.8       97.8       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, April 23, 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  :    18,373:     4,626      2,990         65     13,665     15,185     18,356     18,240:        17        133
Old  :    18,373:     4,626      2,990         65     13,665     15,185     18,356     18,240:        17        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       417:        22          0        -16        421        437        427        421:       -10         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       16.3        0.4       74.4       82.6       99.9       99.3:       0.1        0.7
Old  :     100.0:      25.2       16.3        0.4       74.4       82.6       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  :        27:         4          5          2          7         12         11         19:
Old  :        27:         4          5          2          7         12         11         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  :                 90.3       70.8       98.9       90.9       90.0       70.8       98.6       90.9
Old  :                 90.3       70.8       98.9       90.9       90.0       70.8       98.6       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 23, 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  :    12,674:       755      1,945        500     11,406      9,841     12,661     12,286:        13        388
Old  :    12,674:       755      1,945        500     11,406      9,841     12,661     12,286:        13        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :      -378:        61         74          0       -419       -452       -358       -378:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       15.3        3.9       90.0       77.6       99.9       96.9:       0.1        3.1
Old  :     100.0:       6.0       15.3        3.9       90.0       77.6       99.9       96.9:       0.1        3.1
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  :        20:         1          3          1          5         12          6         16:
Old  :        20:         1          3          1          5         12          6         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  :                 98.6       61.9       99.9       84.7       94.7       61.9       95.8       84.2
Old  :                 98.6       61.9       99.9       84.7       94.7       61.9       95.8       84.2
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, April 23, 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  :     3,703:       686      1,466          0      2,890      2,188      3,576      3,654:       127         49
Old  :     3,703:       686      1,466          0      2,890      2,188      3,576      3,654:       127         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       233:       231        305          0         31        -54        262        251:       -29        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       39.6        0.0       78.0       59.1       96.6       98.7:       3.4        1.3
Old  :     100.0:      18.5       39.6        0.0       78.0       59.1       96.6       98.7:       3.4        1.3
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  :        22:         5          4          0          6          9         11         13:
Old  :        22:         5          4          0          6          9         11         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  :                 81.4       69.2       93.8       90.4       81.4       69.2       93.8       90.4
Old  :                 81.4       69.2       93.8       90.4       81.4       69.2       93.8       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 26, 2013