```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      582,612
COMMITMENTS
 110,373  123,714  182,664  251,453  217,138  544,490  523,516   38,122   59,096

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -7,542)
   1,692   -3,275   -3,239   -7,266   -1,242   -8,813   -7,755    1,271      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9     21.2     31.4     43.2     37.3     93.5     89.9      6.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      422)
     113      166      155      107      130      313      365
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,922,177
COMMITMENTS
 322,816  248,921  623,289  784,776  763,814  1730881  1636023  191,296  286,153

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     11,827)
  -7,779   24,814    9,748    4,527  -18,724    6,496   15,838    5,331   -4,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     12.9     32.4     40.8     39.7     90.0     85.1     10.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      751)
     198      197      276      274      305      635      629
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,931
COMMITMENTS
   4,452    1,645    1,341    2,813    5,291    8,606    8,276      324      655

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        355)
    -189      124      143      341       53      296      321       59       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     18.4     15.0     31.5     59.2     96.4     92.7      3.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        6        7        7        9       14       22
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,037
COMMITMENTS
   2,637      223      901    3,984    7,654    7,523    8,778    2,514    1,258

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:       -274)
     272      -41      -26     -487     -181     -242     -248      -32      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      2.2      9.0     39.7     76.3     75.0     87.5     25.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        3        4       16       15       34       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      810,498
COMMITMENTS
 160,352   78,848  269,948  319,638  383,824  749,938  732,619   60,560   77,878

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     21,432)
  -1,734    1,906      910   19,176   18,175   18,351   20,991    3,080      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      9.7     33.3     39.4     47.4     92.5     90.4      7.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      508)
     164      170      234      128      148      425      438
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      404,688
COMMITMENTS
  66,664  123,289   79,394  226,186  154,991  372,244  357,674   32,444   47,014

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -3,685)
   2,677    5,348   -4,797     -528   -8,950   -2,648   -8,398   -1,037    4,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     30.5     19.6     55.9     38.3     92.0     88.4      8.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      66      103       93       78       77      197      235
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      867,460
COMMITMENTS
  81,575   77,366   92,969  517,789  516,019  692,333  686,353  175,127  181,106

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     47,842)
   8,227   -1,900   10,950   20,294   32,274   39,471   41,324    8,371    6,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      8.9     10.7     59.7     59.5     79.8     79.1     20.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      31       45       50       94       95      157      158
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      397,538
COMMITMENTS
  29,672   46,962    2,881  284,553  289,442  317,106  339,284   80,432   58,253

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     11,251)
  -1,228   -1,183   -1,297   12,048   11,744    9,523    9,265    1,728    1,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     11.8      0.7     71.6     72.8     79.8     85.3     20.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       9        8        6       33       40       45       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,138
COMMITMENTS
   1,120      928      186    8,258    8,470    9,564    9,584      574      554

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -1,234)
     -39     -955     -183   -1,017     -258   -1,239   -1,396        5      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      9.2      1.8     81.5     83.5     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        2        2       21       28       31       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      298,215
COMMITMENTS
  72,420   42,305   47,584  136,869  172,607  256,873  262,496   41,343   35,719

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -3,530)
   4,701     -479     -683   -7,579   -1,708   -3,561   -2,869       31     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     14.2     16.0     45.9     57.9     86.1     88.0     13.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      74       54       74       94       83      208      182
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,910
COMMITMENTS
   2,219    4,698    1,922    8,494    6,452   12,635   13,072    2,275    1,838

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        745)
     -46      834      222      635     -252      810      804      -65      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     31.5     12.9     57.0     43.3     84.7     87.7     15.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       21       14       27       18       55       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,011,090
COMMITMENTS
 272,009  178,155   72,920  525,358  673,492  870,287  924,566  140,803   86,524

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     16,888)
 -11,165    1,417    3,971   23,218   15,782   16,025   21,170      863   -4,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     17.6      7.2     52.0     66.6     86.1     91.4     13.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      51       29       28       86       90      144      140
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,911,735
COMMITMENTS
 459,906  277,815  410,908  1697476  1830569  2568290  2519292  343,445  392,443

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    122,454)
  -5,433     -493   42,935   74,470   71,308  111,972  113,750   10,481    8,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      9.5     14.1     58.3     62.9     88.2     86.5     11.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      64       71       87      170      193      284      301
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,148
COMMITMENTS
 411,902  146,024  192,840  1207182  1479942  1811924  1818806  275,224  268,343

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    -25,788)
  32,122      325    4,225  -67,483  -31,222  -31,136  -26,672    5,348      884

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      7.0      9.2     57.8     70.9     86.8     87.1     13.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      46       40       40       94      120      164      176
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      363,405
COMMITMENTS
  16,669   35,776   56,919  265,310  232,584  338,898  325,279   24,507   38,126

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     13,199)
    -799   -3,063    1,813   12,387   15,978   13,401   14,728     -201   -1,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      9.8     15.7     73.0     64.0     93.3     89.5      6.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10       14       17       31       38       50       61
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,692
COMMITMENTS
  25,502    3,612    1,060   26,211   48,064   52,773   52,736    8,919    8,956

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      1,279)
   2,471   -1,663     -135   -1,083    4,066    1,253    2,268       26     -989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      5.9      1.7     42.5     77.9     85.5     85.5     14.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      41       20       10       38       28       84       53
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      123,385
COMMITMENTS
  51,004    7,225    2,120   52,422   96,128  105,546  105,473   17,839   17,912

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      2,558)
   4,941   -3,325     -270   -2,166    8,131    2,506    4,536       52   -1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      5.9      1.7     42.5     77.9     85.5     85.5     14.5     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      41       20       10       38       28       84       53
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,484
COMMITMENTS
   8,250    9,060    1,045    1,054      354   10,349   10,459      135       25

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        149)
     226       56     -150      100      239      176      145      -27        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7     86.4     10.0     10.1      3.4     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        7        3        2        1       17        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,720
COMMITMENTS
     532    4,563       37    8,032    3,983    8,601    8,583      119      137

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        284)
      37      289        0      218       -9      255      280       29        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     52.3      0.4     92.1     45.7     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        2        4        8       11       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,373
COMMITMENTS
   4,626    2,990       65   13,665   15,185   18,356   18,240       17      133

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        417)
      22        0      -16      421      437      427      421      -10       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     16.3      0.4     74.4     82.6     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        5        2        7       12       11       19
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,674
COMMITMENTS
     755    1,945      500   11,406    9,841   12,661   12,286       13      388

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:       -378)
      61       74        0     -419     -452     -358     -378      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0     15.3      3.9     90.0     77.6     99.9     96.9      0.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1        5       12        6       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        3,703
COMMITMENTS
     686    1,466        0    2,890    2,188    3,576    3,654      127       49

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        233)
     231      305        0       31      -54      262      251      -29      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     39.6      0.0     78.0     59.1     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        0        6        9       11       13
```

----

Updated April 26, 2013