```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      544,873
COMMITMENTS
 108,576  139,262  163,645  237,233  184,986  509,454  487,893   35,419   56,980

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     12,173)
  -4,091   15,516    8,807    6,724  -17,830   11,441    6,493      732    5,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     25.6     30.0     43.5     34.0     93.5     89.5      6.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     107      172      153       96      122      294      363
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,781,563
COMMITMENTS
 358,089  242,517  546,024  701,554  691,536  1605667  1480077  175,896  301,486

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     52,380)
  12,998   32,991   26,310    7,561  -14,428   46,869   44,873    5,510    7,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     13.6     30.6     39.4     38.8     90.1     83.1      9.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      765)
     210      190      266      275      312      630      636
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,422
COMMITMENTS
   3,749    1,448    4,924    1,128    3,044    9,801    9,416      620    1,005

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:      2,286)
     882       72      730      463    1,160    2,075    1,962      211      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     13.9     47.2     10.8     29.2     94.1     90.4      5.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        3       11        5        9       17       21
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,012
COMMITMENTS
   4,292    1,727    2,466    2,871    5,176    9,628    9,368      384      644

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:        696)
     832      607       59     -240       46      652      713       44      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.9     17.2     24.6     28.7     51.7     96.2     93.6      3.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        9        7        9       16       24
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,491
COMMITMENTS
   2,771    1,609      940    3,777    5,989    7,488    8,537    2,003      954

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:       -501)
    -954       13      193      382     -812     -379     -607     -122      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2     16.9      9.9     39.8     63.1     78.9     89.9     21.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        5        4       15       13       37       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      829,734
COMMITMENTS
 210,087  104,522  270,762  288,287  371,312  769,137  746,596   60,597   83,138

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     47,570)
  27,962   11,196   23,182   -3,751    9,998   47,393   44,375      177    3,194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     12.6     32.6     34.7     44.8     92.7     90.0      7.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      552)
     193      188      234      129      151      459      445
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,895
COMMITMENTS
  73,780  107,304   78,480  203,341  168,584  355,602  354,368   36,293   37,527

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     10,060)
  -1,143   -4,397    4,048    6,314   11,601    9,220   11,252      840   -1,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     27.4     20.0     51.9     43.0     90.7     90.4      9.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      82       92       99       80       81      210      240
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      797,250
COMMITMENTS
  56,369   74,073   94,423  478,035  442,439  628,827  610,935  168,423  186,315

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:    -14,255)
 -22,736    4,242   12,890   -5,838  -30,504  -15,684  -13,372    1,429     -883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      9.3     11.8     60.0     55.5     78.9     76.6     21.1     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      28       46       50       86       92      149      153
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      388,407
COMMITMENTS
  24,032   50,183    5,850  283,547  274,244  313,429  330,277   74,978   58,130

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     -9,457)
    -171    2,356      -35  -10,471  -15,502  -10,677  -13,182    1,220    3,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     12.9      1.5     73.0     70.6     80.7     85.0     19.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        9        4       41       43       51       53
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,870
COMMITMENTS
   1,492      316      896    6,762    8,167    9,150    9,379      720      491

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:       -124)
    -295       18      183      -80     -438     -192     -237       68      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1      3.2      9.1     68.5     82.7     92.7     95.0      7.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       9        7        6       21       25       35       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      307,233
COMMITMENTS
  84,238   32,221   53,186  120,445  197,781  257,869  283,188   49,364   24,045

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     13,349)
   4,547   -3,304    4,656   -1,510   14,459    7,693   15,810    5,656   -2,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     10.5     17.3     39.2     64.4     83.9     92.2     16.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      86       49       73       83       85      203      181
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,253
COMMITMENTS
   1,936    5,436      602    6,944    4,464    9,482   10,502    2,771    1,751

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:        159)
     -15      132      110      -49     -178       46       65      113       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     44.4      4.9     56.7     36.4     77.4     85.7     22.6     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       18       10       24       15       46       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      995,753
COMMITMENTS
 240,655  195,285   81,305  546,242  628,010  868,202  904,600  127,551   91,154

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:    -19,767)
 -18,737   -3,744    7,791   -3,070  -30,203  -14,016  -26,156   -5,751    6,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     19.6      8.2     54.9     63.1     87.2     90.8     12.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      44       34       33       88       92      147      144
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,018,219
COMMITMENTS
 378,482  340,714  434,779  1876181  1817879  2689443  2593372  328,777  424,848

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     72,889)
  10,165   -6,174   33,948   44,796   55,682   88,909   83,456  -16,021  -10,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     11.3     14.4     62.2     60.2     89.1     85.9     10.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      59       75       87      160      182      270      292
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,140,548
COMMITMENTS
 337,757  190,233  267,585  1280899  1398471  1886241  1856290  254,307  284,258

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     54,361)
  -7,057    1,941   37,419   18,231    7,650   48,593   47,010    5,768    7,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      8.9     12.5     59.8     65.3     88.1     86.7     11.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      45       37       41       92      112      153      174
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      344,959
COMMITMENTS
  19,433   33,006   75,114  230,095  198,725  324,642  306,846   20,317   38,114

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     15,650)
   2,370    3,809    5,059    9,138    4,856   16,567   13,724     -918    1,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      9.6     21.8     66.7     57.6     94.1     89.0      5.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       8       18       19       32       37       55       60
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,639
COMMITMENTS
  20,303    4,223    1,793   28,360   43,422   50,456   49,438   10,183   11,200

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     -2,649)
  -2,268     -300      246   -1,299   -3,113   -3,321   -3,168      671      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.0      3.0     46.8     71.6     83.2     81.5     16.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      36       13       13       37       30       77       52
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,277
COMMITMENTS
  40,606    8,445    3,586   56,720   86,845  100,912   98,877   20,365   22,401

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:     -5,299)
  -4,535     -600      491   -2,597   -6,227   -6,641   -6,335    1,343    1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.5      7.0      3.0     46.8     71.6     83.2     81.5     16.8     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      36       13       13       37       30       77       52
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,148
COMMITMENTS
   7,747    8,692    1,190    1,046      244    9,983   10,126      165       22

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:         33)
     -71       11      105      -36      -83       -2       33       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3     85.7     11.7     10.3      2.4     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        8        3        2        1       14       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       10,740
COMMITMENTS
   2,830    6,585       44    7,780    3,974   10,654   10,603       86      137

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:      1,980)
   1,941    1,814        0       74      155    2,015    1,969      -35       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     61.3      0.4     72.4     37.0     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        8        2        4        7       11       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,564
COMMITMENTS
   2,405    5,374    2,269   16,848   13,809   21,522   21,452       42      112

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:      3,060)
    -301    2,181      177    3,149      690    3,025    3,048       35       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     24.9     10.5     78.1     64.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        7        2        8       10       12       17
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,036
COMMITMENTS
       0    2,641       76   11,941    9,231   12,017   11,948       19       88

CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST:       -113)
    -629      577     -424      939     -266     -114     -113        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.9      0.6     99.2     76.7     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        6        1        5        9        6       15
```

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Updated May 24, 2013