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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   590,154:   108,681    126,989    185,903    258,720    218,380    553,303    531,271:    36,851     58,883
Old  :   122,676:    28,606     40,007     38,943     46,569     31,148    114,118    110,098:     8,558     12,577
Other:   467,478:    94,456    101,362    132,579    212,151    187,232    439,185    421,173:    28,293     46,306
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     1,591:    -4,225      2,365     -4,216     12,390      2,777      3,949        926:    -2,358        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       21.5       31.5       43.8       37.0       93.8       90.0:       6.2       10.0
Old  :     100.0:      23.3       32.6       31.7       38.0       25.4       93.0       89.7:       7.0       10.3
Other:     100.0:      20.2       21.7       28.4       45.4       40.1       93.9       90.1:       6.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       421:       118        158        167        105        126        322        363:
Old  :       295:       102         77         87         77         79        212        210:
Other:       380:        91        157        136         87        119        269        327:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       11.7       26.1       19.9       10.9        7.5       18.1       12.8
Old  :                 21.4       18.8       34.7       30.3       18.2       17.5       26.8       26.4
Other:                 17.7       13.3       29.6       21.8       14.3        8.7       22.7       14.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 1,910,349:   330,595    224,107    613,540    780,249    782,538  1,724,385  1,620,185:   185,965    290,164
Old  : 1,203,110:   215,955    163,685    355,400    515,410    522,892  1,086,766  1,041,977:   116,345    161,133
Other:   707,239:   202,069    147,851    170,711    264,839    259,646    637,619    578,208:    69,620    129,031
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     3,090:    -1,395        -68      8,693       -701     -5,704      6,596      2,921:    -3,505        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       11.7       32.1       40.8       41.0       90.3       84.8:       9.7       15.2
Old  :     100.0:      17.9       13.6       29.5       42.8       43.5       90.3       86.6:       9.7       13.4
Other:     100.0:      28.6       20.9       24.1       37.4       36.7       90.2       81.8:       9.8       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       750:       197        195        268        274        309        626        628:
Old  :       702:       170        190        209        229        293        529        570:
Other:       611:       163        121        150        207        262        436        473:
     :----------------------------------------------------------------------------------------------------
     :             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       12.2       17.5       18.6        7.0        7.1       13.3       10.8
Old  :                 11.1       11.3       19.7       17.6        9.1        7.0       15.7       10.8
Other:                 15.7       20.2       25.6       26.2       14.1       16.7       21.3       21.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,576:     4,641      1,520      1,197      2,472      5,237      8,311      7,955:       265        620
Old  :     8,516:     4,584      1,520      1,196      2,472      5,179      8,252      7,896:       264        620
Other:        59:        58          1          0          0         58         58         59:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -443:      -202       -206        -71       -217       -151       -490       -428:        47        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.1       17.7       14.0       28.8       61.1       96.9       92.8:       3.1        7.2
Old  :     100.0:      53.8       17.9       14.0       29.0       60.8       96.9       92.7:       3.1        7.3
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       56.0       79.5       74.1       46.9       48.9       60.8       60.4
Old  :                 56.9       55.7       79.4       74.0       46.6       48.6       60.5       60.2
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 16, 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  :    10,310:     2,365        264        928      4,471      7,835      7,764      9,026:     2,546      1,284
Old  :     4,420:     1,734         75        204      1,070      3,510      3,008      3,789:     1,412        631
Other:     5,891:       903        461        452      3,401      4,324      4,756      5,237:     1,135        654
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -285:      -347        -14         51        216       -366        -79       -329:      -205         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        2.6        9.0       43.4       76.0       75.3       87.5:      24.7       12.5
Old  :     100.0:      39.2        1.7        4.6       24.2       79.4       68.1       85.7:      31.9       14.3
Other:     100.0:      15.3        7.8        7.7       57.7       73.4       80.7       88.9:      19.3       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          3          4         16         14         35         19:
Old  :        31:        13          2          3         12         12         26         16:
Other:        33:         9          3          4         14         13         25         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  :                 28.2       51.2       43.7       70.4       27.8       47.6       39.0       64.0
Old  :                 27.5       61.0       42.6       76.5       26.6       54.1       38.2       67.5
Other:                 44.6       44.9       60.3       70.8       44.6       43.8       57.8       65.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   789,066:   162,086     76,941    269,038    300,462    365,648    731,587    711,628:    57,479     77,438
Old  :   507,217:   126,685     59,630    145,075    193,848    263,818    465,608    468,522:    41,609     38,695
Other:   281,849:    67,599     49,510     91,765    106,614    101,831    265,979    243,106:    15,870     38,743
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -12,599:     6,147     -6,457     -5,779     -9,893      2,698     -9,526     -9,539:    -3,074     -3,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        9.8       34.1       38.1       46.3       92.7       90.2:       7.3        9.8
Old  :     100.0:      25.0       11.8       28.6       38.2       52.0       91.8       92.4:       8.2        7.6
Other:     100.0:      24.0       17.6       32.6       37.8       36.1       94.4       86.3:       5.6       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       497:       172        155        237        125        145        420        430:
Old  :       461:       176        133        187        107        124        367        365:
Other:       355:       105        114        114         90        109        264        274:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       12.1       21.6       21.4        9.8        9.2       15.3       13.6
Old  :                 17.1       15.2       25.2       23.6       15.5       12.2       21.7       19.3
Other:                 16.3       16.3       27.7       28.2       12.5       11.3       20.1       18.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   408,373:    63,987    117,941     84,191    226,713    163,941    374,892    366,073:    33,481     42,300
Old  :   308,048:    57,260    119,228     47,922    181,882    105,828    287,064    272,978:    20,984     35,070
Other:   100,325:    27,610     19,595     15,386     44,831     58,113     87,828     93,095:    12,497      7,230
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     1,113:     1,281      2,877     -6,002      6,675        496      1,954     -2,630:      -841      3,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       28.9       20.6       55.5       40.1       91.8       89.6:       8.2       10.4
Old  :     100.0:      18.6       38.7       15.6       59.0       34.4       93.2       88.6:       6.8       11.4
Other:     100.0:      27.5       19.5       15.3       44.7       57.9       87.5       92.8:      12.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        66         98         94         75         81        197        232:
Old  :       262:        66         99         74         72         77        173        219:
Other:       163:        52         39         43         52         39        132        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       17.4       30.5       25.4       12.4       11.7       19.5       17.6
Old  :                 25.6       16.4       36.4       25.2       24.7       13.6       33.1       21.3
Other:                 15.4       40.3       26.6       53.1       14.0       36.7       24.6       47.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   819,618:    73,348     79,265     82,019    497,495    483,744    652,862    645,029:   166,756    174,589
Old  :   819,618:    73,348     79,265     82,019    497,495    483,744    652,862    645,029:   166,756    174,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    46,374:    13,931     10,760     10,722     19,696     20,718     44,348     42,200:     2,025      4,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.7       10.0       60.7       59.0       79.7       78.7:      20.3       21.3
Old  :     100.0:       8.9        9.7       10.0       60.7       59.0       79.7       78.7:      20.3       21.3
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  :       192:        33         42         45         92         95        152        155:
Old  :       192:        33         42         45         92         95        152        155:
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  :                 25.9       14.3       33.5       21.8       23.5       11.8       29.8       18.7
Old  :                 25.9       14.3       33.5       21.8       23.5       11.8       29.8       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   386,287:    30,900     48,144      4,177    272,505    277,698    307,582    330,020:    78,704     56,267
Old  :   386,287:    30,900     48,144      4,177    272,505    277,698    307,582    330,020:    78,704     56,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     2,105:       938      3,427       -143       -379      4,512        416      7,796:     1,688     -5,692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       12.5        1.1       70.5       71.9       79.6       85.4:      20.4       14.6
Old  :     100.0:       8.0       12.5        1.1       70.5       71.9       79.6       85.4:      20.4       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        10          7          6         33         40         45         51:
Old  :        71:        10          7          6         33         40         45         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       35.2       50.9       50.3       32.9       35.2       45.3       50.3
Old  :                 36.6       35.2       50.9       50.3       32.9       35.2       45.3       50.3
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 16, 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  :    11,372:     1,159      1,883        369      9,275      8,728     10,803     10,980:       569        392
Old  :    11,372:     1,159      1,883        369      9,275      8,728     10,803     10,980:       569        392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       172:       137        272        -40        167        -28        264        204:       -92        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       16.6        3.2       81.6       76.7       95.0       96.6:       5.0        3.4
Old  :     100.0:      10.2       16.6        3.2       81.6       76.7       95.0       96.6:       5.0        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9          4          6         21         26         35         33:
Old  :        44:         9          4          6         21         26         35         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  :                 53.0       45.0       67.6       70.8       32.9       29.3       38.8       36.7
Old  :                 53.0       45.0       67.6       70.8       32.9       29.3       38.8       36.7
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 16, 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  :   301,745:    67,719     42,784     48,267    144,448    174,315    260,434    265,365:    41,312     36,380
Old  :   220,415:    57,492     32,047     32,725    101,035    127,132    191,252    191,904:    29,163     28,511
Other:    81,330:    14,104     14,614     11,664     43,413     47,182     69,182     73,461:    12,148      7,869
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    -2,054:     5,477     -3,521     -2,987     -3,665      4,482     -1,175     -2,026:      -880        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       14.2       16.0       47.9       57.8       86.3       87.9:      13.7       12.1
Old  :     100.0:      26.1       14.5       14.8       45.8       57.7       86.8       87.1:      13.2       12.9
Other:     100.0:      17.3       18.0       14.3       53.4       58.0       85.1       90.3:      14.9        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        68         55         69         95         86        203        179:
Old  :       235:        66         53         59         92         79        190        164:
Other:       151:        36         33         31         67         41        123         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       26.5       18.6       38.0        7.9       23.4       13.9       29.1
Old  :                 12.1       29.5       20.4       38.7       11.2       26.1       18.5       33.8
Other:                 17.2       30.8       27.2       46.9       13.7       27.4       23.6       40.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :    14,164:     2,265      3,863      1,700      7,859      6,704     11,824     12,268:     2,340      1,896
Old  :    13,205:     2,103      3,995      1,411      7,616      6,011     11,130     11,416:     2,075      1,788
Other:       960:       376         82         76        243        693        695        851:       265        108
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -730:      -129       -865       -215       -189        204       -533       -876:      -197        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       27.3       12.0       55.5       47.3       83.5       86.6:      16.5       13.4
Old  :     100.0:      15.9       30.3       10.7       57.7       45.5       84.3       86.5:      15.7       13.5
Other:     100.0:      39.2        8.6        7.9       25.3       72.3       72.4       88.7:      27.6       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:        20         23         14         27         17         55         47:
Old  :        73:        19         24         12         27         16         53         46:
Other:        25:        10          3          6          9          7         20         15:
     :----------------------------------------------------------------------------------------------------
     :             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       34.8       41.7       47.7       27.7       30.9       40.3       43.6
Old  :                 29.7       35.6       43.7       48.5       29.3       32.3       43.3       44.4
Other:                 34.7       70.6       54.0       84.4       34.7       69.0       53.9       77.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   994,202:   283,174    176,738     68,948    502,140    657,709    854,262    903,396:   139,940     90,806
Old  :   994,202:   283,174    176,738     68,948    502,140    657,709    854,262    903,396:   139,940     90,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :   -11,965:   -36,480     27,319      2,888     23,002    -49,976    -10,590    -19,769:    -1,376      7,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       17.8        6.9       50.5       66.2       85.9       90.9:      14.1        9.1
Old  :     100.0:      28.5       17.8        6.9       50.5       66.2       85.9       90.9:      14.1        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        48         31         28         83         89        141        138:
Old  :       198:        48         31         28         83         89        141        138:
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  :                 19.4       23.6       30.0       36.0       14.2       22.3       22.3       32.4
Old  :                 19.4       23.6       30.0       36.0       14.2       22.3       22.3       32.4
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 16, 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  : 2,789,281:   465,340    278,308    367,972  1,623,006  1,759,261  2,456,318  2,405,542:   332,964    383,740
Old  : 2,789,281:   465,340    278,308    367,972  1,623,006  1,759,261  2,456,318  2,405,542:   332,964    383,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    21,032:    17,275      2,785     -3,112     23,405      7,036     37,568      6,709:   -16,537     14,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       10.0       13.2       58.2       63.1       88.1       86.2:      11.9       13.8
Old  :     100.0:      16.7       10.0       13.2       58.2       63.1       88.1       86.2:      11.9       13.8
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  :       346:        60         74         82        163        185        272        292:
Old  :       346:        60         74         82        163        185        272        292:
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  :                 19.1       14.7       29.7       21.3       16.7       10.3       25.2       15.3
Old  :                 19.1       14.7       29.7       21.3       16.7       10.3       25.2       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  : 2,112,936:   379,780    145,699    188,615  1,274,665  1,511,164  1,843,060  1,845,478:   269,876    267,459
Old  : 2,112,936:   379,780    145,699    188,615  1,274,665  1,511,164  1,843,060  1,845,478:   269,876    267,459
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    54,082:     5,236     -1,388      3,123     44,765     44,793     53,124     46,528:       957      7,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        6.9        8.9       60.3       71.5       87.2       87.3:      12.8       12.7
Old  :     100.0:      18.0        6.9        8.9       60.3       71.5       87.2       87.3:      12.8       12.7
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  :       227:        48         37         38         92        120        161        174:
Old  :       227:        48         37         38         92        120        161        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       25.7       43.0       37.5       28.6       24.0       38.6       32.5
Old  :                 29.1       25.7       43.0       37.5       28.6       24.0       38.6       32.5
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 16, 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  :   350,206:    17,468     38,839     55,106    252,923    216,606    325,497    310,551:    24,708     39,655
Old  :   350,206:    17,468     38,839     55,106    252,923    216,606    325,497    310,551:    24,708     39,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :    10,185:    -2,716      1,188      1,619      9,758      5,610      8,661      8,417:     1,523      1,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       11.1       15.7       72.2       61.9       92.9       88.7:       7.1       11.3
Old  :     100.0:       5.0       11.1       15.7       72.2       61.9       92.9       88.7:       7.1       11.3
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  :        67:        10         15         18         31         38         51         62:
Old  :        67:        10         15         18         31         38         51         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       27.2       56.5       41.5       31.2       21.3       39.3       28.7
Old  :                 42.2       27.2       56.5       41.5       31.2       21.3       39.3       28.7
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 16, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,413:    23,031      5,275      1,195     27,294     43,998     51,520     50,469:     8,893      9,945
Old  :    60,413:    23,031      5,275      1,195     27,294     43,998     51,520     50,469:     8,893      9,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     2,176:     1,516       -290        170        534      2,646      2,219      2,525:       -43       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        8.7        2.0       45.2       72.8       85.3       83.5:      14.7       16.5
Old  :     100.0:      38.1        8.7        2.0       45.2       72.8       85.3       83.5:      14.7       16.5
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  :       112:        35         22          9         36         29         75         56:
Old  :       112:        35         22          9         36         29         75         56:
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  :                 25.6       30.0       40.9       53.3       25.6       29.6       40.9       52.9
Old  :                 25.6       30.0       40.9       53.3       25.6       29.6       40.9       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :   120,827:    46,063     10,550      2,390     54,588     87,997    103,041    100,937:    17,786     19,890
Old  :   120,827:    46,063     10,550      2,390     54,588     87,997    103,041    100,937:    17,786     19,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :     4,352:     3,031       -580        339      1,067      5,291      4,438      5,050:       -86       -698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        8.7        2.0       45.2       72.8       85.3       83.5:      14.7       16.5
Old  :     100.0:      38.1        8.7        2.0       45.2       72.8       85.3       83.5:      14.7       16.5
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  :       112:        35         22          9         36         29         75         56:
Old  :       112:        35         22          9         36         29         75         56:
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  :                 25.6       30.0       40.9       53.3       25.6       29.6       40.9       52.9
Old  :                 25.6       30.0       40.9       53.3       25.6       29.6       40.9       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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  :    10,335:     8,024      9,004      1,195        954        115     10,173     10,314:       162         21
Old  :    10,335:     8,024      9,004      1,195        954        115     10,173     10,314:       162         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       822:       880        620         86       -135        115        831        821:        -9          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.6       87.1       11.6        9.2        1.1       98.4       99.8:       1.6        0.2
Old  :     100.0:      77.6       87.1       11.6        9.2        1.1       98.4       99.8:       1.6        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  :        22:        12          7          3          2          1         16          9:
Old  :        22:        12          7          3          2          1         16          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       84.3       83.8       98.8       66.3       81.8       79.8       88.2
Old  :                 67.0       84.3       83.8       98.8       66.3       81.8       79.8       88.2
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 16, 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  :     8,436:       495      4,274         37      7,814      3,992      8,346      8,303:        90        133
Old  :     8,436:       495      4,274         37      7,814      3,992      8,346      8,303:        90        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -189:      -191       -497         11        -35        302       -215       -184:        26         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       50.7        0.4       92.6       47.3       98.9       98.4:       1.1        1.6
Old  :     100.0:       5.9       50.7        0.4       92.6       47.3       98.9       98.4:       1.1        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:         4          7          2          4          8         10         15:
Old  :        23:         4          7          2          4          8         10         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  :                 96.2       66.1       98.5       85.8       96.2       65.8       98.5       85.3
Old  :                 96.2       66.1       98.5       85.8       96.2       65.8       98.5       85.3
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 16, 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  :    17,956:     4,604      2,990         81     13,244     14,748     17,929     17,819:        27        137
Old  :    17,956:     4,604      2,990         81     13,244     14,748     17,929     17,819:        27        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :      -642:       519         24         38     -1,199       -646       -642       -584:         0        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       16.7        0.5       73.8       82.1       99.8       99.2:       0.2        0.8
Old  :     100.0:      25.6       16.7        0.5       73.8       82.1       99.8       99.2:       0.2        0.8
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  :        26:         4          5          2          6         12         10         19:
Old  :        26:         4          5          2          6         12         10         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 92.0       69.8       99.0       90.6       91.7       69.8       98.7       90.6
Old  :                 92.0       69.8       99.0       90.6       91.7       69.8       98.7       90.6
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 16, 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  :    13,052:       694      1,871        500     11,825     10,293     13,019     12,664:        33        388
Old  :    13,052:       694      1,871        500     11,825     10,293     13,019     12,664:        33        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       163:       634       -283        288       -759          8        163         13:         0        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       14.3        3.8       90.6       78.9       99.7       97.0:       0.3        3.0
Old  :     100.0:       5.3       14.3        3.8       90.6       78.9       99.7       97.0:       0.3        3.0
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  :        20:         2          3          1          5         11          7         15:
Old  :        20:         2          3          1          5         11          7         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  :                 97.7       60.1       99.7       83.7       93.9       60.1       95.9       83.7
Old  :                 97.7       60.1       99.7       83.7       93.9       60.1       95.9       83.7
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 16, 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  :     3,470:       455      1,161          0      2,859      2,242      3,314      3,403:       156         67
Old  :     3,470:       455      1,161          0      2,859      2,242      3,314      3,403:       156         67
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 9, 2013                        :
     :       168:        88        145          0         53         17        141        162:        27          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       33.5        0.0       82.4       64.6       95.5       98.1:       4.5        1.9
Old  :     100.0:      13.1       33.5        0.0       82.4       64.6       95.5       98.1:       4.5        1.9
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  :        20:         4          4          0          5          8          9         12:
Old  :        20:         4          4          0          5          8          9         12:
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  :                 87.1       66.7       94.6       89.3       87.1       66.7       94.5       89.3
Old  :                 87.1       66.7       94.6       89.3       87.1       66.7       94.5       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 19, 2013