```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      534,939
COMMITMENTS
 117,642  118,192  149,423  231,521  213,522  498,586  481,137   36,352   53,801

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:    -47,674)
   7,269   -5,522  -33,240  -19,932   -3,616  -45,904  -42,378   -1,770   -5,295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     22.1     27.9     43.3     39.9     93.2     89.9      6.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     115      154      149       92      128      297      350
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,694,481
COMMITMENTS
 327,103  217,860  484,227  705,333  721,832  1516663  1423919  177,818  270,562

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:   -227,696)
   4,287  -31,061 -139,062  -79,443  -41,982 -214,218 -212,104  -13,478  -15,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     12.9     28.6     41.6     42.6     89.5     84.0     10.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      740)
     197      174      246      267      317      597      617
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,190
COMMITMENTS
   3,962    1,253    1,950    2,941    5,334    8,854    8,537      336      653

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:        259)
    -490     -392      609      128       43      248      261       12       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.1     13.6     21.2     32.0     58.0     96.3     92.9      3.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        7        7        9       15       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,533
COMMITMENTS
   3,063      711      678    3,500    7,210    7,241    8,599    2,292      935

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:       -503)
     426      488     -224     -484     -444     -282     -180     -222     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      7.5      7.1     36.7     75.6     76.0     90.2     24.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      17        5        4       13       12       32       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      730,966
COMMITMENTS
 172,129   76,045  217,314  282,623  364,390  672,066  657,750   58,899   73,216

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:    -79,532)
  11,777   -2,803  -52,634  -37,015  -19,434  -77,871  -74,870   -1,661   -4,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5     10.4     29.7     38.7     49.9     91.9     90.0      8.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      473)
     172      133      202      123      147      397      392
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      375,540
COMMITMENTS
  70,745  119,808   65,629  204,949  149,049  341,323  334,486   34,216   41,054

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:    -29,148)
   4,082   -3,481  -13,766  -21,236   -5,941  -30,921  -23,188    1,772   -5,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     31.9     17.5     54.6     39.7     90.9     89.1      9.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      67       89       86       76       79      189      220
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      827,042
COMMITMENTS
 107,838   81,988   59,287  487,237  511,790  654,362  653,065  172,679  173,977

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:    -40,418)
  26,263    4,622  -33,682  -30,551   -4,228  -37,971  -33,289   -2,447   -7,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      9.9      7.2     58.9     61.9     79.1     79.0     20.9     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      36       38       39       89       90      148      144
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      397,611
COMMITMENTS
  34,310   47,549    2,774  279,974  287,888  317,058  338,211   80,553   59,400

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:         73)
   4,638      587     -107   -4,579   -1,554      -48   -1,073      121    1,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     12.0      0.7     70.4     72.4     79.7     85.1     20.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10        7        5       34       38       46       48
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,245
COMMITMENTS
   1,166    1,183      286    8,194    8,390    9,646    9,859      599      386

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:        107)
      46      255      100      -64      -80       82      275       25     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     11.5      2.8     80.0     81.9     94.2     96.2      5.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        5        4       22       27       34       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      292,184
COMMITMENTS
  76,664   42,254   40,515  131,760  179,296  248,940  262,065   43,245   30,120

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     -6,031)
   4,244      -51   -7,069   -5,109    6,688   -7,933     -432    1,902   -5,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     14.5     13.9     45.1     61.4     85.2     89.7     14.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      78       45       70       88       84      204      174
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,289
COMMITMENTS
   1,990    5,063      653    7,185    4,749    9,828   10,465    2,461    1,824

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     -2,620)
    -229      366   -1,269   -1,309   -1,703   -2,806   -2,607      186      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     41.2      5.3     58.5     38.6     80.0     85.2     20.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17       21       11       24       15       49       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,070,985
COMMITMENTS
 299,803  205,574   82,534  554,582  697,108  936,919  985,216  134,066   85,770

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     59,895)
  27,794   27,419    9,615   29,224   23,616   66,632   60,650   -6,737     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0     19.2      7.7     51.8     65.1     87.5     92.0     12.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      55       31       29       87       92      151      143
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,700,606
COMMITMENTS
 475,035  279,085  310,429  1571295  1720832  2356759  2310346  343,847  390,260

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:   -211,129)
  15,129    1,270 -100,479 -126,181 -109,737 -211,531 -208,946      402   -2,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     10.3     11.5     58.2     63.7     87.3     85.5     12.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      326)
      61       72       76      149      176      256      278
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,149,505
COMMITMENTS
 434,839  163,384  192,395  1228200  1524518  1855435  1880296  294,071  269,209

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     62,357)
  22,938   17,360     -445   21,018   44,576   43,511   61,491   18,846      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      7.6      9.0     57.1     70.9     86.3     87.5     13.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      46       38       42       86      113      154      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      373,655
COMMITMENTS
  17,648   38,121   73,865  260,486  225,956  351,999  337,942   21,656   35,713

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     10,250)
     979    2,345   16,947   -4,824   -6,628   13,101   12,663   -2,851   -2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7     10.2     19.8     69.7     60.5     94.2     90.4      5.8      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7       19       19       32       40       54       64
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,257
COMMITMENTS
  23,536    4,119    1,076   29,314   48,423   53,925   53,618    9,331    9,639

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      1,564)
  -1,966      507       16    3,103      359    1,152      882      412      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      6.5      1.7     46.3     76.6     85.2     84.8     14.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       16        8       38       27       80       47
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,514
COMMITMENTS
  47,071    8,238    2,152   58,628   96,846  107,851  107,236   18,663   19,277

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      3,129)
  -3,933    1,014       32    6,205      718    2,304    1,764      824    1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2      6.5      1.7     46.3     76.6     85.2     84.8     14.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       16        8       38       27       80       47
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,102
COMMITMENTS
   7,861    8,732    1,002    1,102      366    9,965   10,100      137        2

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:       -382)
    -389     -328      -43       48       12     -384     -359        2      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.8     86.4      9.9     10.9      3.6     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        7        3        3        1       18        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,741
COMMITMENTS
     597    5,064       37    7,987    3,505    8,621    8,606      120      135

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:         21)
      65      501        0      -45     -478       20       23        1       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     57.9      0.4     91.4     40.1     98.6     98.5      1.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        7        2        3        8       11       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,546
COMMITMENTS
   5,345    3,083       37   13,133   15,268   18,515   18,388       31      158

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:        173)
     719       93      -28     -532       83      159      148       14       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     16.6      0.2     70.8     82.3     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        2        8       10       12       18
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,291
COMMITMENTS
     603    1,538      606   11,068    9,759   12,277   11,903       14      388

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:       -383)
    -152     -407      106     -338      -82     -384     -383        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9     12.5      4.9     90.0     79.4     99.9     96.8      0.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        3        4       11        7       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        3,495
COMMITMENTS
     684    1,331        0    2,700    2,104    3,384    3,435      111       60

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:       -208)
      -2     -135        0     -190      -84     -192     -219      -16       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     38.1      0.0     77.3     60.2     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        0        4        7       10       11
```

----

Updated May 3, 2013