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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   588,563:   112,905    124,623    190,119    246,329    215,602    549,354    530,345:    39,209     58,218
Old  :   169,625:    57,410     66,105     42,422     57,217     43,369    157,049    151,896:    12,576     17,729
Other:   418,938:    78,411     81,434    124,782    189,112    172,233    392,305    378,449:    26,633     40,489
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :     4,682:    -4,074     -7,250      1,884      9,213      9,816      7,022      4,450:    -2,340        232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       21.2       32.3       41.9       36.6       93.3       90.1:       6.7        9.9
Old  :     100.0:      33.8       39.0       25.0       33.7       25.6       92.6       89.5:       7.4       10.5
Other:     100.0:      18.7       19.4       29.8       45.1       41.1       93.6       90.3:       6.4        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       116        154        166        106        125        318        361:
Old  :       336:       115         99         88         77         88        226        241:
Other:       350:        84        136        124         88        117        254        299:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       12.2       25.1       19.9       11.1        8.0       18.2       12.9
Old  :                 15.7       16.1       27.5       26.3       13.9       15.3       22.4       24.6
Other:                 18.8       14.9       30.1       22.9       14.4        9.2       22.1       13.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,907,259:   331,990    224,175    604,848    780,951    788,242  1,717,789  1,617,265:   189,470    289,994
Old  : 1,223,140:   216,511    160,497    360,016    522,050    538,224  1,098,576  1,058,736:   124,564    164,404
Other:   684,119:   199,655    147,854    160,656    258,901    250,018    619,212    558,528:    64,906    125,590
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    11,864:   -38,126     12,711     35,491     13,644    -46,229     11,009      1,973:       855      9,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       11.8       31.7       40.9       41.3       90.1       84.8:       9.9       15.2
Old  :     100.0:      17.7       13.1       29.4       42.7       44.0       89.8       86.6:      10.2       13.4
Other:     100.0:      29.2       21.6       23.5       37.8       36.5       90.5       81.6:       9.5       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       756:       203        193        267        269        308        623        628:
Old  :       703:       178        182        214        234        291        537        568:
Other:       611:       151        131        143        202        267        424        476:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       13.1       18.1       19.6        7.1        7.2       13.5       11.0
Old  :                 11.7       12.4       20.7       19.0        9.4        7.9       16.3       11.7
Other:                 16.3       20.3       26.3       27.6       14.6       17.3       21.9       22.4
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,018:     4,843      1,726      1,269      2,688      5,388      8,801      8,383:       217        635
Old  :     8,955:     4,782      1,726      1,268      2,688      5,326      8,738      8,320:       216        635
Other:        63:        62          1          0          0         62         62         63:         1         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -353:      -301         13          8         -1       -231       -294       -209:       -60       -144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7       19.1       14.1       29.8       59.7       97.6       93.0:       2.4        7.0
Old  :     100.0:      53.4       19.3       14.2       30.0       59.5       97.6       92.9:       2.4        7.1
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:         7          6          7          7          9         14         22:
Old  :        22:         7          6          7          7          9         14         22:
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  :                 57.1       56.5       79.7       75.0       47.4       49.7       61.9       62.6
Old  :                 56.8       56.2       79.6       74.8       47.0       49.4       61.7       62.3
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,595:     2,712        278        877      4,255      8,200      7,844      9,355:     2,751      1,240
Old  :     5,493:     2,230         85        208      1,212      4,506      3,651      4,799:     1,842        693
Other:     5,102:       750        460        401      3,042      3,694      4,193      4,556:       909        547
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -1,499:    -1,610        -54       -109         -4     -1,481     -1,723     -1,644:       224        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        2.6        8.3       40.2       77.4       74.0       88.3:      26.0       11.7
Old  :     100.0:      40.6        1.5        3.8       22.1       82.0       66.5       87.4:      33.5       12.6
Other:     100.0:      14.7        9.0        7.9       59.6       72.4       82.2       89.3:      17.8       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          3          5         16         13         35         19:
Old  :        31:        12          3          3         12         11         26         15:
Other:        31:         7          5          4         14         11         24         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  :                 29.6       52.4       44.2       71.1       29.6       50.5       42.1       66.1
Old  :                 33.7       62.3       45.3       79.7       33.5       59.0       44.5       74.8
Other:                 46.4       46.1       63.3       71.4       46.4       45.7       61.1       66.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   801,665:   155,940     83,399    274,818    310,355    362,951    741,112    721,167:    60,553     80,498
Old  :   539,308:   122,192     65,078    157,239    214,493    273,934    493,924    496,251:    45,384     43,057
Other:   262,357:    63,485     48,058     87,842     95,862     89,017    247,188    224,916:    15,169     37,441
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    20,936:   -12,114     16,429     19,775     11,534    -21,249     19,195     14,954:     1,741      5,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       10.4       34.3       38.7       45.3       92.4       90.0:       7.6       10.0
Old  :     100.0:      22.7       12.1       29.2       39.8       50.8       91.6       92.0:       8.4        8.0
Other:     100.0:      24.2       18.3       33.5       36.5       33.9       94.2       85.7:       5.8       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       495:       166        157        233        124        142        415        428:
Old  :       467:       179        132        195        112        124        375        375:
Other:       349:        95        119        110         85        106        251        271:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       11.6       21.6       20.4        9.9        8.4       15.3       12.5
Old  :                 17.0       14.1       24.9       22.0       15.2       10.4       21.2       17.2
Other:                 17.5       16.8       29.7       29.5       13.3       11.6       20.8       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   407,260:    62,706    115,064     90,194    220,038    163,445    372,938    368,702:    34,322     38,558
Old  :   312,654:    56,110    116,186     53,974    180,591    110,912    290,675    281,072:    21,978     31,582
Other:    94,606:    26,846     19,128     15,970     39,447     52,533     82,262     87,630:    12,344      6,976
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    23,711:    -2,607     10,849     10,017     14,979      2,185     22,388     23,050:     1,323        661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       28.3       22.1       54.0       40.1       91.6       90.5:       8.4        9.5
Old  :     100.0:      17.9       37.2       17.3       57.8       35.5       93.0       89.9:       7.0       10.1
Other:     100.0:      28.4       20.2       16.9       41.7       55.5       87.0       92.6:      13.0        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        64        101         98         73         75        197        229:
Old  :       261:        65        101         84         71         71        179        217:
Other:       154:        48         37         38         47         39        120         96:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       17.9       29.4       26.4       11.3       13.5       18.8       19.5
Old  :                 23.5       17.5       34.1       26.4       21.9       15.3       31.2       23.0
Other:                 17.3       40.0       29.0       55.0       14.6       35.8       25.1       47.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   773,244:    59,417     68,506     71,297    477,799    463,026    608,514    602,829:   164,731    170,415
Old  :   773,244:    59,417     68,506     71,297    477,799    463,026    608,514    602,829:   164,731    170,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    57,349:    -6,314     -1,569     24,243     24,462     29,593     42,391     52,266:    14,959      5,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.9        9.2       61.8       59.9       78.7       78.0:      21.3       22.0
Old  :     100.0:       7.7        8.9        9.2       61.8       59.9       78.7       78.0:      21.3       22.0
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  :       175:        27         41         40         82         88        135        143:
Old  :       175:        27         41         40         82         88        135        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  :                 26.3       16.0       34.0       23.6       23.7       13.1       30.0       20.4
Old  :                 26.3       16.0       34.0       23.6       23.7       13.1       30.0       20.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   384,182:    29,962     44,717      4,320    272,884    273,186    307,166    322,224:    77,016     61,958
Old  :   384,182:    29,962     44,717      4,320    272,884    273,186    307,166    322,224:    77,016     61,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    13,064:     2,759     -5,031        837      8,101     18,206     11,697     14,012:     1,367       -948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       11.6        1.1       71.0       71.1       80.0       83.9:      20.0       16.1
Old  :     100.0:       7.8       11.6        1.1       71.0       71.1       80.0       83.9:      20.0       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  :        70:        10          7          8         33         39         47         50:
Old  :        70:        10          7          8         33         39         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       35.2       51.2       49.7       33.5       35.1       45.8       49.6
Old  :                 36.9       35.2       51.2       49.7       33.5       35.1       45.8       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    11,200:     1,022      1,611        409      9,108      8,756     10,539     10,776:       661        424
Old  :    11,200:     1,022      1,611        409      9,108      8,756     10,539     10,776:       661        424
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -103:       -60       -147        -63         27       -136        -96       -346:        -7        243
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       14.4        3.7       81.3       78.2       94.1       96.2:       5.9        3.8
Old  :     100.0:       9.1       14.4        3.7       81.3       78.2       94.1       96.2:       5.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         8          4          4         21         27         33         32:
Old  :        42:         8          4          4         21         27         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       43.3       66.8       68.0       29.4       24.8       35.6       34.7
Old  :                 53.2       43.3       66.8       68.0       29.4       24.8       35.6       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   303,800:    62,242     46,305     51,254    148,113    169,833    261,608    267,391:    42,191     36,409
Old  :   229,366:    52,373     31,997     37,729    108,630    130,200    198,733    199,927:    30,633     29,440
Other:    74,433:    12,790     17,229     10,603     39,483     39,633     62,876     67,464:    11,558      6,969
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       804:    -6,732      6,825     -1,718      7,265     -8,147     -1,185     -3,041:     1,989      3,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       15.2       16.9       48.8       55.9       86.1       88.0:      13.9       12.0
Old  :     100.0:      22.8       14.0       16.4       47.4       56.8       86.6       87.2:      13.4       12.8
Other:     100.0:      17.2       23.1       14.2       53.0       53.2       84.5       90.6:      15.5        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        62         56         68         88         81        186        176:
Old  :       219:        58         53         60         82         75        170        163:
Other:       135:        33         29         26         62         37        110         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.2       28.0       18.4       39.6        8.3       24.7       14.5       31.2
Old  :                 11.1       30.9       20.3       40.0       10.6       27.6       18.7       34.7
Other:                 17.6       30.1       28.3       46.3       13.6       27.7       24.0       41.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,894:     2,394      4,728      1,916      8,048      6,500     12,358     13,144:     2,537      1,750
Old  :    13,997:     2,224      4,814      1,673      7,800      5,851     11,698     12,339:     2,299      1,658
Other:       898:       339         83         73        247        649        660        806:       238         92
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -943:      -288     -1,232        203       -390        349       -476       -680:      -467       -263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       31.7       12.9       54.0       43.6       83.0       88.2:      17.0       11.8
Old  :     100.0:      15.9       34.4       12.0       55.7       41.8       83.6       88.2:      16.4       11.8
Other:     100.0:      37.8        9.3        8.2       27.5       72.3       73.5       89.7:      26.5       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        25         21         13         26         17         55         47:
Old  :        75:        23         23         11         26         16         53         46:
Other:        26:        10          4          6          9          5         20         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       33.1       41.2       47.6       27.6       29.6       39.8       43.6
Old  :                 29.4       34.3       42.8       48.3       29.1       30.9       42.4       44.6
Other:                 34.6       71.7       55.5       86.6       34.6       70.4       55.2       79.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,006,168:   319,654    149,419     66,060    479,138    707,686    864,852    923,165:   141,316     83,003
Old  : 1,006,168:   319,654    149,419     66,060    479,138    707,686    864,852    923,165:   141,316     83,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    18,597:    26,268       -978     11,847    -20,642    -11,143     17,473       -275:     1,124     18,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       14.9        6.6       47.6       70.3       86.0       91.8:      14.0        8.2
Old  :     100.0:      31.8       14.9        6.6       47.6       70.3       86.0       91.8:      14.0        8.2
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  :       198:        52         30         27         80         86        143        132:
Old  :       198:        52         30         27         80         86        143        132:
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  :                 17.6       24.1       29.0       36.5       15.1       22.4       23.9       33.5
Old  :                 17.6       24.1       29.0       36.5       15.1       22.4       23.9       33.5
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,768,249:   448,064    275,523    371,084  1,599,601  1,752,225  2,418,749  2,398,832:   349,500    369,417
Old  : 2,768,249:   448,064    275,523    371,084  1,599,601  1,752,225  2,418,749  2,398,832:   349,500    369,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :   119,993:    25,603     -1,275     66,546     18,290     57,703    110,439    122,974:     9,554     -2,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       10.0       13.4       57.8       63.3       87.4       86.7:      12.6       13.3
Old  :     100.0:      16.2       10.0       13.4       57.8       63.3       87.4       86.7:      12.6       13.3
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  :       341:        64         69         84        155        184        263        293:
Old  :       341:        64         69         84        155        184        263        293:
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       14.7       30.0       21.9       17.5       10.9       26.4       16.0
Old  :                 19.6       14.7       30.0       21.9       17.5       10.9       26.4       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,058,854:   374,544    147,087    185,492  1,229,900  1,466,371  1,789,935  1,798,950:   268,919    259,905
Old  : 2,058,854:   374,544    147,087    185,492  1,229,900  1,466,371  1,789,935  1,798,950:   268,919    259,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    33,114:   -16,910    -24,892     29,129     15,487     20,764     27,706     25,001:     5,408      8,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        7.1        9.0       59.7       71.2       86.9       87.4:      13.1       12.6
Old  :     100.0:      18.2        7.1        9.0       59.7       71.2       86.9       87.4:      13.1       12.6
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  :       234:        50         38         40         93        124        164        181:
Old  :       234:        50         38         40         93        124        164        181:
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  :                 31.2       25.3       42.9       37.5       30.8       23.7       38.5       32.8
Old  :                 31.2       25.3       42.9       37.5       30.8       23.7       38.5       32.8
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   340,021:    20,185     37,651     53,486    243,165    210,997    316,836    302,133:    23,185     37,888
Old  :   340,021:    20,185     37,651     53,486    243,165    210,997    316,836    302,133:    23,185     37,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :     8,276:    -2,259       -246       -319      7,876      7,207      5,297      6,642:     2,979      1,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       11.1       15.7       71.5       62.1       93.2       88.9:       6.8       11.1
Old  :     100.0:       5.9       11.1       15.7       71.5       62.1       93.2       88.9:       6.8       11.1
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  :        65:         9         15         18         31         38         51         61:
Old  :        65:         9         15         18         31         38         51         61:
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       27.6       56.2       42.4       30.6       22.8       39.1       30.3
Old  :                 41.7       27.6       56.2       42.4       30.6       22.8       39.1       30.3
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    58,237:    21,516      5,565      1,025     26,760     41,353     49,301     47,943:     8,936     10,294
Old  :    58,237:    21,516      5,565      1,025     26,760     41,353     49,301     47,943:     8,936     10,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -1,077:    -1,207        204         80       -445       -894     -1,572       -611:       495       -466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        9.6        1.8       46.0       71.0       84.7       82.3:      15.3       17.7
Old  :     100.0:      36.9        9.6        1.8       46.0       71.0       84.7       82.3:      15.3       17.7
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  :       112:        33         24          9         34         30         72         58:
Old  :       112:        33         24          9         34         30         72         58:
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  :                 27.1       32.5       42.2       55.4       27.0       32.1       42.1       55.0
Old  :                 27.1       32.5       42.2       55.4       27.0       32.1       42.1       55.0
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   116,475:    43,031     11,130      2,051     53,520     82,706     98,603     95,887:    17,872     20,588
Old  :   116,475:    43,031     11,130      2,051     53,520     82,706     98,603     95,887:    17,872     20,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :    -2,153:    -2,414        407        159       -889     -1,788     -3,144     -1,221:       990       -932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        9.6        1.8       46.0       71.0       84.7       82.3:      15.3       17.7
Old  :     100.0:      36.9        9.6        1.8       46.0       71.0       84.7       82.3:      15.3       17.7
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  :       112:        33         24          9         34         30         72         58:
Old  :       112:        33         24          9         34         30         72         58:
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  :                 27.1       32.5       42.2       55.4       27.0       32.1       42.1       55.0
Old  :                 27.1       32.5       42.2       55.4       27.0       32.1       42.1       55.0
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 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :     9,513:     7,144      8,384      1,109      1,089          0      9,342      9,493:       171         20
Old  :     9,513:     7,144      8,384      1,109      1,089          0      9,342      9,493:       171         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       398:       870        463        -79         49          0        840        384:      -442         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       88.1       11.7       11.4        0.0       98.2       99.8:       1.8        0.2
Old  :     100.0:      75.1       88.1       11.7       11.4        0.0       98.2       99.8:       1.8        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        11          8          3          2          0         15          9:
Old  :        21:        11          8          3          2          0         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       84.2       84.1       99.1       66.1       81.0       79.9       88.1
Old  :                 66.8       84.2       84.1       99.1       66.1       81.0       79.9       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,625:       686      4,771         26      7,849      3,690      8,561      8,487:        64        138
Old  :     8,625:       686      4,771         26      7,849      3,690      8,561      8,487:        64        138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :      -742:    -1,444       -565          5        693       -163       -746       -723:         4        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       55.3        0.3       91.0       42.8       99.3       98.4:       0.7        1.6
Old  :     100.0:       8.0       55.3        0.3       91.0       42.8       99.3       98.4:       0.7        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          6          2          4          8         11         14:
Old  :        23:         5          6          2          4          8         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.7       70.4       98.4       89.2       94.7       70.1       98.4       88.9
Old  :                 94.7       70.4       98.4       89.2       94.7       70.1       98.4       88.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    18,598:     4,085      2,966         43     14,443     15,394     18,571     18,403:        27        195
Old  :    18,598:     4,085      2,966         43     14,443     15,394     18,571     18,403:        27        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       936:      -479        470          0      1,425        406        946        876:       -10         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       15.9        0.2       77.7       82.8       99.9       99.0:       0.1        1.0
Old  :     100.0:      22.0       15.9        0.2       77.7       82.8       99.9       99.0:       0.1        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          6          2          5         13          9         20:
Old  :        27:         3          6          2          5         13          9         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.1       68.0       99.7       89.2       95.1       68.0       99.6       89.2
Old  :                 95.1       68.0       99.7       89.2       95.1       68.0       99.6       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    12,889:        60      2,154        212     12,584     10,285     12,856     12,651:        33        238
Old  :    12,889:        60      2,154        212     12,584     10,285     12,856     12,651:        33        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       16.7        1.6       97.6       79.8       99.7       98.2:       0.3        1.8
Old  :     100.0:       0.5       16.7        1.6       97.6       79.8       99.7       98.2:       0.3        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          4          1          3         12          5         16:
Old  :        20:         1          4          1          3         12          5         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.3       60.8       99.7       84.8       98.1       60.8       98.1       84.8
Old  :                 99.3       60.8       99.7       84.8       98.1       60.8       98.1       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     3,302:       367      1,016          0      2,806      2,225      3,173      3,241:       129         61
Old  :     3,302:       367      1,016          0      2,806      2,225      3,173      3,241:       129         61
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 2, 2013                        :
     :       202:        43        386          0        106       -225        149        161:        53         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       30.8        0.0       85.0       67.4       96.1       98.2:       3.9        1.8
Old  :     100.0:      11.1       30.8        0.0       85.0       67.4       96.1       98.2:       3.9        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          5          0          6          8          9         13:
Old  :        21:         3          5          0          6          8          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.2       64.2       95.3       88.1       89.2       64.2       95.0       88.1
Old  :                 89.2       64.2       95.3       88.1       89.2       64.2       95.0       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 17, 2013