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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   534,939:   117,642    118,192    149,423    231,521    213,522    498,586    481,137:    36,352     53,801
Old  :     2,479:     1,853        116         37         62      1,527      1,952      1,680:       527        799
Other:   532,460:   117,692    119,979    147,483    231,459    211,995    496,634    479,457:    35,825     53,002
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -47,674:     7,269     -5,522    -33,240    -19,932     -3,616    -45,904    -42,378:    -1,770     -5,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       22.1       27.9       43.3       39.9       93.2       89.9:       6.8       10.1
Old  :     100.0:      74.7        4.7        1.5        2.5       61.6       78.7       67.8:      21.3       32.2
Other:     100.0:      22.1       22.5       27.7       43.5       39.8       93.3       90.0:       6.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       115        154        149         92        128        297        350:
Old  :        34:        10          5          1          3         16         13         22:
Other:       409:       117        155        147         91        128        294        350:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       14.7       26.7       22.4       12.5       10.8       21.0       15.9
Old  :                 56.6       44.8       73.1       59.5       56.6       44.8       71.6       59.5
Other:                 15.6       14.8       26.9       22.5       12.5       10.8       21.1       15.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,694,481:   327,103    217,860    484,227    705,333    721,832  1,516,663  1,423,919:   177,818    270,562
Old  :   916,579:   197,397    145,552    214,470    410,072    425,961    821,940    785,983:    94,640    130,596
Other:   777,902:   208,732    151,333    190,731    295,261    295,871    694,723    637,936:    83,179    139,966
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :  -227,696:     4,287    -31,061   -139,062    -79,443    -41,982   -214,218   -212,104:   -13,478    -15,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       12.9       28.6       41.6       42.6       89.5       84.0:      10.5       16.0
Old  :     100.0:      21.5       15.9       23.4       44.7       46.5       89.7       85.8:      10.3       14.2
Other:     100.0:      26.8       19.5       24.5       38.0       38.0       89.3       82.0:      10.7       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       740:       197        174        246        267        317        597        617:
Old  :       667:       158        171        176        195        290        459        535:
Other:       622:       152        130        159        225        273        456        490:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       12.7       18.4       18.7        7.7        9.0       15.0       12.8
Old  :                 13.1       11.9       22.6       18.0       11.6        8.7       19.7       12.8
Other:                 15.2       19.1       24.3       26.2       13.4       16.6       21.1       22.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :     9,190:     3,962      1,253      1,950      2,941      5,334      8,854      8,537:       336        653
Old  :     9,127:     3,901      1,253      1,949      2,941      5,271      8,792      8,474:       335        653
Other:        64:        62          1          0          0         62         62         64:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :       259:      -490       -392        609        128         43        248        261:        12         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       13.6       21.2       32.0       58.0       96.3       92.9:       3.7        7.1
Old  :     100.0:      42.7       13.7       21.4       32.2       57.8       96.3       92.8:       3.7        7.2
Other:     100.0:      98.0        2.0        0.0        0.0       98.0       98.0      100.0:       2.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         8          5          7          7          9         15         21:
Old  :        22:         8          5          7          7          9         15         21:
Other:         3:         1          1          0          0          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8       58.2       76.6       73.8       40.1       48.6       54.9       57.7
Old  :                 51.5       57.9       76.4       73.6       40.4       48.2       54.6       57.5
Other:                 98.0      100.0       98.0      100.0       98.0      100.0       98.0      100.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :     9,533:     3,063        711        678      3,500      7,210      7,241      8,599:     2,292        935
Old  :        85:         0          0          0         79         22         79         22:         6         63
Other:     9,448:     3,063        711        678      3,421      7,188      7,162      8,577:     2,286        872
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :      -503:       426        488       -224       -484       -444       -282       -180:      -222       -324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        7.5        7.1       36.7       75.6       76.0       90.2:      24.0        9.8
Old  :     100.0:       0.0        0.0        0.0       92.9       25.9       92.9       25.9:       7.1       74.1
Other:     100.0:      32.4        7.5        7.2       36.2       76.1       75.8       90.8:      24.2        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        17          5          4         13         12         32         19:
Old  :         5:         0          0          0          2          3          2          3:
Other:        40:        17          5          4         12         11         31         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       48.0       49.8       71.9       34.0       46.1       49.2       69.7
Old  :                 92.9       25.9       92.9       25.9       92.9       25.9       92.9       25.9
Other:                 34.3       48.3       50.2       72.4       34.3       47.1       49.6       70.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   730,966:   172,129     76,045    217,314    282,623    364,390    672,066    657,750:    58,899     73,216
Old  :   405,800:   125,613     54,139     82,679    158,387    239,552    366,679    376,369:    39,121     29,431
Other:   325,166:    81,951     57,342     99,200    124,236    124,838    305,387    281,380:    19,778     43,785
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -79,532:    11,777     -2,803    -52,634    -37,015    -19,434    -77,871    -74,870:    -1,661     -4,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       10.4       29.7       38.7       49.9       91.9       90.0:       8.1       10.0
Old  :     100.0:      31.0       13.3       20.4       39.0       59.0       90.4       92.7:       9.6        7.3
Other:     100.0:      25.2       17.6       30.5       38.2       38.4       93.9       86.5:       6.1       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       473:       172        133        202        123        147        397        392:
Old  :       428:       157        120        137         99        118        321        312:
Other:       366:       111        114        121         97        117        279        285:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       19.9       24.2        8.5       13.1       14.4       18.2
Old  :                 17.6       19.8       25.9       30.5       15.3       18.2       23.0       27.1
Other:                 14.4       16.2       24.5       28.5       11.0       13.8       17.7       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   375,540:    70,745    119,808     65,629    204,949    149,049    341,323    334,486:    34,216     41,054
Old  :   258,808:    57,139    110,943     28,796    152,493     86,897    238,428    226,637:    20,380     32,171
Other:   116,731:    35,093     30,351     15,346     52,456     62,152    102,895    107,849:    13,836      8,883
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -29,148:     4,082     -3,481    -13,766    -21,236     -5,941    -30,921    -23,188:     1,772     -5,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.9       17.5       54.6       39.7       90.9       89.1:       9.1       10.9
Old  :     100.0:      22.1       42.9       11.1       58.9       33.6       92.1       87.6:       7.9       12.4
Other:     100.0:      30.1       26.0       13.1       44.9       53.2       88.1       92.4:      11.9        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        67         89         86         76         79        189        220:
Old  :       251:        67         88         63         68         73        160        200:
Other:       176:        52         48         36         58         45        128        112:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       16.1       31.2       25.2       13.8       11.5       21.7       17.7
Old  :                 27.4       14.7       38.9       24.4       25.9       13.1       36.6       21.8
Other:                 15.1       34.9       27.0       49.1       13.6       30.6       25.1       43.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   827,042:   107,838     81,988     59,287    487,237    511,790    654,362    653,065:   172,679    173,977
Old  :   827,042:   107,838     81,988     59,287    487,237    511,790    654,362    653,065:   172,679    173,977
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :   -40,418:    26,263      4,622    -33,682    -30,551     -4,228    -37,971    -33,289:    -2,447     -7,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        9.9        7.2       58.9       61.9       79.1       79.0:      20.9       21.0
Old  :     100.0:      13.0        9.9        7.2       58.9       61.9       79.1       79.0:      20.9       21.0
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  :       187:        36         38         39         89         90        148        144:
Old  :       187:        36         38         39         89         90        148        144:
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  :                 25.5       16.1       33.9       24.1       24.0       13.5       30.1       20.8
Old  :                 25.5       16.1       33.9       24.1       24.0       13.5       30.1       20.8
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 with Delta-adjusted Options and Futures Combined, 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  :   397,611:    34,310     47,549      2,774    279,974    287,888    317,058    338,211:    80,553     59,400
Old  :   397,611:    34,310     47,549      2,774    279,974    287,888    317,058    338,211:    80,553     59,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :        73:     4,638        587       -107     -4,579     -1,554        -48     -1,073:       121      1,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.0        0.7       70.4       72.4       79.7       85.1:      20.3       14.9
Old  :     100.0:       8.6       12.0        0.7       70.4       72.4       79.7       85.1:      20.3       14.9
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  :        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  :                 34.8       38.8       49.2       52.5       31.2       38.7       43.8       52.5
Old  :                 34.8       38.8       49.2       52.5       31.2       38.7       43.8       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   292,184:    76,664     42,254     40,515    131,760    179,296    248,940    262,065:    43,245     30,120
Old  :   198,561:    62,618     25,297     23,987     82,125    128,770    168,730    178,054:    29,831     20,507
Other:    93,623:    18,836     21,746     11,739     49,635     50,526     80,209     84,011:    13,414      9,612
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    -6,031:     4,244        -51     -7,069     -5,109      6,688     -7,933       -432:     1,902     -5,599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       14.5       13.9       45.1       61.4       85.2       89.7:      14.8       10.3
Old  :     100.0:      31.5       12.7       12.1       41.4       64.9       85.0       89.7:      15.0       10.3
Other:     100.0:      20.1       23.2       12.5       53.0       54.0       85.7       89.7:      14.3       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        78         45         70         88         84        204        174:
Old  :       234:        80         41         55         82         77        186        155:
Other:       164:        38         43         34         70         43        127        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.9       29.5       16.2       41.5        8.3       25.9       14.2       33.4
Old  :                 11.0       35.9       19.2       45.9       10.9       32.0       18.4       40.6
Other:                 13.5       29.9       23.3       44.3       11.9       26.8       20.5       39.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    12,289:     1,990      5,063        653      7,185      4,749      9,828     10,465:     2,461      1,824
Old  :    10,991:     1,891      5,060        443      6,726      3,894      9,061      9,397:     1,930      1,593
Other:     1,299:       216        121         92        459        855        768      1,068:       531        231
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    -2,620:      -229        366     -1,269     -1,309     -1,703     -2,806     -2,607:       186        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       41.2        5.3       58.5       38.6       80.0       85.2:      20.0       14.8
Old  :     100.0:      17.2       46.0        4.0       61.2       35.4       82.4       85.5:      17.6       14.5
Other:     100.0:      16.7        9.3        7.1       35.4       65.8       59.1       82.2:      40.9       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        17         21         11         24         15         49         39:
Old  :        65:        19         19          9         24          9         49         31:
Other:        28:         6          5          7         11          9         21         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       37.7       48.7       57.0       33.0       35.5       47.5       53.8
Old  :                 35.5       41.9       52.2       61.7       35.4       40.0       52.1       59.6
Other:                 31.6       55.0       45.7       73.0       31.6       53.4       45.7       70.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,070,985:   299,803    205,574     82,534    554,582    697,108    936,919    985,216:   134,066     85,770
Old  : 1,070,985:   299,803    205,574     82,534    554,582    697,108    936,919    985,216:   134,066     85,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    59,895:    27,794     27,419      9,615     29,224     23,616     66,632     60,650:    -6,737       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       19.2        7.7       51.8       65.1       87.5       92.0:      12.5        8.0
Old  :     100.0:      28.0       19.2        7.7       51.8       65.1       87.5       92.0:      12.5        8.0
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  :       212:        55         31         29         87         92        151        143:
Old  :       212:        55         31         29         87         92        151        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       23.2       30.0       35.7       14.7       20.5       22.7       31.0
Old  :                 19.6       23.2       30.0       35.7       14.7       20.5       22.7       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 2,700,606:   475,035    279,085    310,429  1,571,295  1,720,832  2,356,759  2,310,346:   343,847    390,260
Old  : 2,700,606:   475,035    279,085    310,429  1,571,295  1,720,832  2,356,759  2,310,346:   343,847    390,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :  -211,129:    15,129      1,270   -100,479   -126,181   -109,737   -211,531   -208,946:       402     -2,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       10.3       11.5       58.2       63.7       87.3       85.5:      12.7       14.5
Old  :     100.0:      17.6       10.3       11.5       58.2       63.7       87.3       85.5:      12.7       14.5
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  :       326:        61         72         76        149        176        256        278:
Old  :       326:        61         72         76        149        176        256        278:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       13.5       29.7       20.8       18.0        9.5       26.7       15.4
Old  :                 19.9       13.5       29.7       20.8       18.0        9.5       26.7       15.4
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 with Delta-adjusted Options and Futures Combined, 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  : 2,149,505:   434,839    163,384    192,395  1,228,200  1,524,518  1,855,435  1,880,296:   294,071    269,209
Old  : 2,149,505:   434,839    163,384    192,395  1,228,200  1,524,518  1,855,435  1,880,296:   294,071    269,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    62,357:    22,938     17,360       -445     21,018     44,576     43,511     61,491:    18,846        866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        7.6        9.0       57.1       70.9       86.3       87.5:      13.7       12.5
Old  :     100.0:      20.2        7.6        9.0       57.1       70.9       86.3       87.5:      13.7       12.5
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  :       218:        46         38         42         86        113        154        171:
Old  :       218:        46         38         42         86        113        154        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       24.1       40.2       36.8       25.5       21.4       36.0       31.4
Old  :                 26.0       24.1       40.2       36.8       25.5       21.4       36.0       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   373,655:    17,648     38,121     73,865    260,486    225,956    351,999    337,942:    21,656     35,713
Old  :   373,655:    17,648     38,121     73,865    260,486    225,956    351,999    337,942:    21,656     35,713
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :    10,250:       979      2,345     16,947     -4,824     -6,628     13,101     12,663:    -2,851     -2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       10.2       19.8       69.7       60.5       94.2       90.4:       5.8        9.6
Old  :     100.0:       4.7       10.2       19.8       69.7       60.5       94.2       90.4:       5.8        9.6
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  :        70:         7         19         19         32         40         54         64:
Old  :        70:         7         19         19         32         40         54         64:
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  :                 41.7       27.3       55.9       41.3       31.0       22.0       38.0       28.9
Old  :                 41.7       27.3       55.9       41.3       31.0       22.0       38.0       28.9
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 with Delta-adjusted Options and Futures Combined, 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  :    63,257:    23,536      4,119      1,076     29,314     48,423     53,925     53,618:     9,331      9,639
Old  :    63,257:    23,536      4,119      1,076     29,314     48,423     53,925     53,618:     9,331      9,639
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :     1,564:    -1,966        507         16      3,103        359      1,152        882:       412        683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        6.5        1.7       46.3       76.6       85.2       84.8:      14.8       15.2
Old  :     100.0:      37.2        6.5        1.7       46.3       76.6       85.2       84.8:      14.8       15.2
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  :       109:        38         16          8         38         27         80         47:
Old  :       109:        38         16          8         38         27         80         47:
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  :                 23.3       35.7       36.5       59.0       23.3       35.3       36.5       58.5
Old  :                 23.3       35.7       36.5       59.0       23.3       35.3       36.5       58.5
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 with Delta-adjusted Options and Futures Combined, 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  :   126,514:    47,071      8,238      2,152     58,628     96,846    107,851    107,236:    18,663     19,277
Old  :   126,514:    47,071      8,238      2,152     58,628     96,846    107,851    107,236:    18,663     19,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 23, 2013                       :
     :     3,129:    -3,933      1,014         32      6,205        718      2,304      1,764:       824      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        6.5        1.7       46.3       76.6       85.2       84.8:      14.8       15.2
Old  :     100.0:      37.2        6.5        1.7       46.3       76.6       85.2       84.8:      14.8       15.2
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  :       109:        38         16          8         38         27         80         47:
Old  :       109:        38         16          8         38         27         80         47:
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  :                 23.3       35.7       36.5       59.0       23.3       35.3       36.5       58.5
Old  :                 23.3       35.7       36.5       59.0       23.3       35.3       36.5       58.5
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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
```

----

Updated May 3, 2013