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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :   582,612:   110,373    123,714    182,664    251,453    217,138    544,490    523,516:    38,122     59,096
Old  :    79,585:    14,114     10,139     35,429     24,042     27,369     73,585     72,937:     6,000      6,648
Other:   503,027:   105,523    122,839    137,971    227,412    189,769    470,905    450,579:    32,122     52,448
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -7,542:     1,692     -3,275     -3,239     -7,266     -1,242     -8,813     -7,755:     1,271        213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       21.2       31.4       43.2       37.3       93.5       89.9:       6.5       10.1
Old  :     100.0:      17.7       12.7       44.5       30.2       34.4       92.5       91.6:       7.5        8.4
Other:     100.0:      21.0       24.4       27.4       45.2       37.7       93.6       89.6:       6.4       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       422:       113        166        155        107        130        313        365:
Old  :       240:        72         66         79         65         75        175        183:
Other:       396:        99        162        132         93        126        273        344:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.4       12.3       26.6       20.3       11.3        7.9       18.9       12.9
Old  :                 22.3       19.7       36.4       30.9       15.0       11.5       21.3       17.6
Other:                 16.7       12.6       28.3       20.8       13.3        8.7       22.1       14.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  : 1,922,177:   322,816    248,921    623,289    784,776    763,814  1,730,881  1,636,023:   191,296    286,153
Old  : 1,158,793:   194,814    167,846    347,078    504,429    491,170  1,046,321  1,006,094:   112,472    152,699
Other:   763,383:   214,311    167,385    189,900    280,347    272,644    684,559    629,929:    78,824    133,454
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    11,827:    -7,779     24,814      9,748      4,527    -18,724      6,496     15,838:     5,331     -4,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       12.9       32.4       40.8       39.7       90.0       85.1:      10.0       14.9
Old  :     100.0:      16.8       14.5       30.0       43.5       42.4       90.3       86.8:       9.7       13.2
Other:     100.0:      28.1       21.9       24.9       36.7       35.7       89.7       82.5:      10.3       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       198        197        276        274        305        635        629:
Old  :       694:       168        190        212        234        283        534        563:
Other:       620:       174        121        161        208        261        449        485:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       12.4       17.4       18.6        6.9        6.9       13.2       10.5
Old  :                 11.9       11.3       20.6       17.5        9.4        6.9       16.5       10.3
Other:                 14.8       19.9       24.1       25.9       13.1       16.7       20.0       21.2
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :     8,931:     4,452      1,645      1,341      2,813      5,291      8,606      8,276:       324        655
Old  :     8,862:     4,386      1,645      1,340      2,813      5,223      8,539      8,207:       323        655
Other:        69:        68          1          0          0         68         68         69:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       355:      -189        124        143        341         53        296        321:        59         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       18.4       15.0       31.5       59.2       96.4       92.7:       3.6        7.3
Old  :     100.0:      49.5       18.6       15.1       31.7       58.9       96.4       92.6:       3.6        7.4
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  :                 54.8       58.1       78.9       74.6       43.9       50.6       61.1       63.0
Old  :                 54.5       57.8       78.7       74.4       43.5       50.3       60.8       62.7
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 23, 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  :    10,037:     2,637        223        901      3,984      7,654      7,523      8,778:     2,514      1,258
Old  :     1,518:       140         43        276        588        888      1,004      1,207:       514        311
Other:     8,518:     2,601        284        521      3,396      6,766      6,518      7,571:     2,000        947
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :      -274:       272        -41        -26       -487       -181       -242       -248:       -32        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        2.2        9.0       39.7       76.3       75.0       87.5:      25.0       12.5
Old  :     100.0:       9.2        2.8       18.2       38.7       58.5       66.1       79.5:      33.9       20.5
Other:     100.0:      30.5        3.3        6.1       39.9       79.4       76.5       88.9:      23.5       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        18          3          4         16         15         34         22:
Old  :        19:         2          2          3         10         11         13         15:
Other:        42:        17          4          3         14         13         32         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       48.4       46.5       69.3       30.0       46.4       42.0       64.5
Old  :                 40.3       57.4       56.9       72.0       18.6       33.9       26.2       39.8
Other:                 35.3       49.7       50.4       72.7       35.3       49.0       49.5       71.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :   810,498:   160,352     78,848    269,948    319,638    383,824    749,938    732,619:    60,560     77,878
Old  :   499,739:   122,244     60,901    131,936    204,099    269,454    458,279    462,291:    41,460     37,447
Other:   310,759:    80,136     59,974     95,984    115,538    114,369    291,659    270,328:    19,100     40,431
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    21,432:    -1,734      1,906        910     19,176     18,175     18,351     20,991:     3,080        440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        9.7       33.3       39.4       47.4       92.5       90.4:       7.5        9.6
Old  :     100.0:      24.5       12.2       26.4       40.8       53.9       91.7       92.5:       8.3        7.5
Other:     100.0:      25.8       19.3       30.9       37.2       36.8       93.9       87.0:       6.1       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       508:       164        170        234        128        148        425        438:
Old  :       458:       157        152        182        107        126        361        365:
Other:       385:       113        126        123         97        116        287        298:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.5       12.7       20.8       21.6        9.6        9.8       14.8       14.4
Old  :                 17.2       15.9       25.3       24.1       15.4       13.1       21.9       19.5
Other:                 15.0       16.2       25.4       28.2       11.4       12.7       18.6       20.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :   404,688:    66,664    123,289     79,394    226,186    154,991    372,244    357,674:    32,444     47,014
Old  :   297,669:    57,041    120,870     42,510    178,554     95,311    278,105    258,691:    19,564     38,978
Other:   107,019:    29,813     22,609     16,694     47,631     59,679     94,139     98,983:    12,880      8,036
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -3,685:     2,677      5,348     -4,797       -528     -8,950     -2,648     -8,398:    -1,037      4,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       30.5       19.6       55.9       38.3       92.0       88.4:       8.0       11.6
Old  :     100.0:      19.2       40.6       14.3       60.0       32.0       93.4       86.9:       6.6       13.1
Other:     100.0:      27.9       21.1       15.6       44.5       55.8       88.0       92.5:      12.0        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        66        103         93         78         77        197        235:
Old  :       265:        71        100         73         74         73        176        218:
Other:       173:        55         44         45         56         39        134        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       15.5       30.6       23.6       13.3       10.5       20.6       16.1
Old  :                 25.4       14.4       37.1       23.0       24.3       12.0       34.0       19.5
Other:                 15.2       36.5       26.3       48.6       13.4       32.4       23.9       43.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :   867,460:    81,575     77,366     92,969    517,789    516,019    692,333    686,353:   175,127    181,106
Old  :   867,460:    81,575     77,366     92,969    517,789    516,019    692,333    686,353:   175,127    181,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    47,842:     8,227     -1,900     10,950     20,294     32,274     39,471     41,324:     8,371      6,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4        8.9       10.7       59.7       59.5       79.8       79.1:      20.2       20.9
Old  :     100.0:       9.4        8.9       10.7       59.7       59.5       79.8       79.1:      20.2       20.9
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  :       193:        31         45         50         94         95        157        158:
Old  :       193:        31         45         50         94         95        157        158:
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  :                 24.6       15.1       33.1       22.4       23.1       12.4       29.0       19.2
Old  :                 24.6       15.1       33.1       22.4       23.1       12.4       29.0       19.2
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 23, 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  :   397,538:    29,672     46,962      2,881    284,553    289,442    317,106    339,284:    80,432     58,253
Old  :   397,538:    29,672     46,962      2,881    284,553    289,442    317,106    339,284:    80,432     58,253
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    11,251:    -1,228     -1,183     -1,297     12,048     11,744      9,523      9,265:     1,728      1,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.8        0.7       71.6       72.8       79.8       85.3:      20.2       14.7
Old  :     100.0:       7.5       11.8        0.7       71.6       72.8       79.8       85.3:      20.2       14.7
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  :        72:         9          8          6         33         40         45         51:
Old  :        72:         9          8          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  :                 35.4       36.0       50.0       50.9       31.8       36.0       44.7       50.9
Old  :                 35.4       36.0       50.0       50.9       31.8       36.0       44.7       50.9
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 23, 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  :    10,138:     1,120        928        186      8,258      8,470      9,564      9,584:       574        554
Old  :    10,138:     1,120        928        186      8,258      8,470      9,564      9,584:       574        554
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -1,234:       -39       -955       -183     -1,017       -258     -1,239     -1,396:         5        162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        9.2        1.8       81.5       83.5       94.3       94.5:       5.7        5.5
Old  :     100.0:      11.0        9.2        1.8       81.5       83.5       94.3       94.5:       5.7        5.5
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  :        40:         8          2          2         21         28         31         31:
Old  :        40:         8          2          2         21         28         31         31:
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  :                 55.9       39.7       70.5       66.6       35.6       20.7       40.5       32.9
Old  :                 55.9       39.7       70.5       66.6       35.6       20.7       40.5       32.9
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 23, 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  :   298,215:    72,420     42,305     47,584    136,869    172,607    256,873    262,496:    41,343     35,719
Old  :   209,809:    61,633     30,235     28,888     90,222    124,810    180,742    183,932:    29,067     25,877
Other:    88,406:    17,110     18,393     12,373     46,647     47,797     76,130     78,564:    12,276      9,842
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    -3,530:     4,701       -479       -683     -7,579     -1,708     -3,561     -2,869:        31       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.2       16.0       45.9       57.9       86.1       88.0:      13.9       12.0
Old  :     100.0:      29.4       14.4       13.8       43.0       59.5       86.1       87.7:      13.9       12.3
Other:     100.0:      19.4       20.8       14.0       52.8       54.1       86.1       88.9:      13.9       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       250:        74         54         74         94         83        208        182:
Old  :       240:        77         50         58         89         76        191        163:
Other:       161:        36         47         36         68         38        129         96:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       26.6       17.5       38.5        8.0       23.7       13.9       29.9
Old  :                 11.3       31.5       19.9       40.3       10.7       28.3       18.3       35.2
Other:                 15.1       29.3       24.9       43.7       12.5       25.8       21.7       37.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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  :    14,910:     2,219      4,698      1,922      8,494      6,452     12,635     13,072:     2,275      1,838
Old  :    13,850:     2,074      4,822      1,664      8,233      5,668     11,971     12,154:     1,879      1,696
Other:     1,059:       316         46         87        261        784        663        918:       396        142
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       745:       -46        834        222        635       -252        810        804:       -65        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       31.5       12.9       57.0       43.3       84.7       87.7:      15.3       12.3
Old  :     100.0:      15.0       34.8       12.0       59.4       40.9       86.4       87.8:      13.6       12.2
Other:     100.0:      29.8        4.4        8.2       24.6       74.0       62.6       86.6:      37.4       13.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        23         21         14         27         18         55         48:
Old  :        74:        23         21         11         27         17         53         46:
Other:        27:        10          3          6         10          8         21         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       31.1       43.2       46.7       26.5       23.8       38.6       38.6
Old  :                 31.6       33.3       45.8       48.4       28.3       25.9       41.6       40.3
Other:                 29.4       64.4       45.7       79.5       29.4       62.5       45.3       74.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,011,090:   272,009    178,155     72,920    525,358    673,492    870,287    924,566:   140,803     86,524
Old  : 1,011,090:   272,009    178,155     72,920    525,358    673,492    870,287    924,566:   140,803     86,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    16,888:   -11,165      1,417      3,971     23,218     15,782     16,025     21,170:       863     -4,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       17.6        7.2       52.0       66.6       86.1       91.4:      13.9        8.6
Old  :     100.0:      26.9       17.6        7.2       52.0       66.6       86.1       91.4:      13.9        8.6
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  :       203:        51         29         28         86         90        144        140:
Old  :       203:        51         29         28         86         90        144        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       24.0       28.1       36.3       12.5       21.8       20.3       32.2
Old  :                 17.5       24.0       28.1       36.3       12.5       21.8       20.3       32.2
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 23, 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  : 2,911,735:   459,906    277,815    410,908  1,697,476  1,830,569  2,568,290  2,519,292:   343,445    392,443
Old  : 2,911,735:   459,906    277,815    410,908  1,697,476  1,830,569  2,568,290  2,519,292:   343,445    392,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :   122,454:    -5,433       -493     42,935     74,470     71,308    111,972    113,750:    10,481      8,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        9.5       14.1       58.3       62.9       88.2       86.5:      11.8       13.5
Old  :     100.0:      15.8        9.5       14.1       58.3       62.9       88.2       86.5:      11.8       13.5
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  :       353:        64         71         87        170        193        284        301:
Old  :       353:        64         71         87        170        193        284        301:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       13.7       29.2       19.8       17.0        9.9       24.8       14.9
Old  :                 19.6       13.7       29.2       19.8       17.0        9.9       24.8       14.9
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 23, 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  : 2,087,148:   411,902    146,024    192,840  1,207,182  1,479,942  1,811,924  1,818,806:   275,224    268,343
Old  : 2,087,148:   411,902    146,024    192,840  1,207,182  1,479,942  1,811,924  1,818,806:   275,224    268,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :   -25,788:    32,122        325      4,225    -67,483    -31,222    -31,136    -26,672:     5,348        884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        7.0        9.2       57.8       70.9       86.8       87.1:      13.2       12.9
Old  :     100.0:      19.7        7.0        9.2       57.8       70.9       86.8       87.1:      13.2       12.9
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  :       228:        46         40         40         94        120        164        176:
Old  :       228:        46         40         40         94        120        164        176:
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  :                 24.9       22.4       39.7       34.6       24.2       20.7       35.0       29.2
Old  :                 24.9       22.4       39.7       34.6       24.2       20.7       35.0       29.2
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 23, 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  :   363,405:    16,669     35,776     56,919    265,310    232,584    338,898    325,279:    24,507     38,126
Old  :   363,405:    16,669     35,776     56,919    265,310    232,584    338,898    325,279:    24,507     38,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :    13,199:      -799     -3,063      1,813     12,387     15,978     13,401     14,728:      -201     -1,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        9.8       15.7       73.0       64.0       93.3       89.5:       6.7       10.5
Old  :     100.0:       4.6        9.8       15.7       73.0       64.0       93.3       89.5:       6.7       10.5
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  :        66:        10         14         17         31         38         50         61:
Old  :        66:        10         14         17         31         38         50         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       27.9       57.2       42.2       32.0       22.9       39.7       30.0
Old  :                 42.6       27.9       57.2       42.2       32.0       22.9       39.7       30.0
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 23, 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  :    61,692:    25,502      3,612      1,060     26,211     48,064     52,773     52,736:     8,919      8,956
Old  :    61,692:    25,502      3,612      1,060     26,211     48,064     52,773     52,736:     8,919      8,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :     1,279:     2,471     -1,663       -135     -1,083      4,066      1,253      2,268:        26       -989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        5.9        1.7       42.5       77.9       85.5       85.5:      14.5       14.5
Old  :     100.0:      41.3        5.9        1.7       42.5       77.9       85.5       85.5:      14.5       14.5
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  :       117:        41         20         10         38         28         84         53:
Old  :       117:        41         20         10         38         28         84         53:
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  :                 23.2       35.9       37.8       58.6       23.2       35.6       37.8       58.3
Old  :                 23.2       35.9       37.8       58.6       23.2       35.6       37.8       58.3
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 23, 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  :   123,385:    51,004      7,225      2,120     52,422     96,128    105,546    105,473:    17,839     17,912
Old  :   123,385:    51,004      7,225      2,120     52,422     96,128    105,546    105,473:    17,839     17,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :     2,558:     4,941     -3,325       -270     -2,166      8,131      2,506      4,536:        52     -1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        5.9        1.7       42.5       77.9       85.5       85.5:      14.5       14.5
Old  :     100.0:      41.3        5.9        1.7       42.5       77.9       85.5       85.5:      14.5       14.5
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  :       117:        41         20         10         38         28         84         53:
Old  :       117:        41         20         10         38         28         84         53:
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  :                 23.2       35.9       37.8       58.6       23.2       35.6       37.8       58.3
Old  :                 23.2       35.9       37.8       58.6       23.2       35.6       37.8       58.3
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 23, 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  :    10,484:     8,250      9,060      1,045      1,054        354     10,349     10,459:       135         25
Old  :    10,484:     8,250      9,060      1,045      1,054        354     10,349     10,459:       135         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       149:       226         56       -150        100        239        176        145:       -27          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.7       86.4       10.0       10.1        3.4       98.7       99.8:       1.3        0.2
Old  :     100.0:      78.7       86.4       10.0       10.1        3.4       98.7       99.8:       1.3        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  :        23:        13          7          3          2          1         17          9:
Old  :        23:        13          7          3          2          1         17          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  :                 67.1       83.5       85.0       99.0       66.5       81.1       80.6       89.8
Old  :                 67.1       83.5       85.0       99.0       66.5       81.1       80.6       89.8
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 23, 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  :     8,720:       532      4,563         37      8,032      3,983      8,601      8,583:       119        137
Old  :     8,720:       532      4,563         37      8,032      3,983      8,601      8,583:       119        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       284:        37        289          0        218         -9        255        280:        29          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       52.3        0.4       92.1       45.7       98.6       98.4:       1.4        1.6
Old  :     100.0:       6.1       52.3        0.4       92.1       45.7       98.6       98.4:       1.4        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  :        24:         5          7          2          4          8         11         15:
Old  :        24:         5          7          2          4          8         11         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  :                 95.3       64.1       97.8       86.3       95.3       63.8       97.8       85.9
Old  :                 95.3       64.1       97.8       86.3       95.3       63.8       97.8       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    18,373:     4,626      2,990         65     13,665     15,185     18,356     18,240:        17        133
Old  :    18,373:     4,626      2,990         65     13,665     15,185     18,356     18,240:        17        133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       417:        22          0        -16        421        437        427        421:       -10         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       16.3        0.4       74.4       82.6       99.9       99.3:       0.1        0.7
Old  :     100.0:      25.2       16.3        0.4       74.4       82.6       99.9       99.3:       0.1        0.7
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  :        27:         4          5          2          7         12         11         19:
Old  :        27:         4          5          2          7         12         11         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  :                 90.3       70.8       98.9       90.9       90.0       70.8       98.6       90.9
Old  :                 90.3       70.8       98.9       90.9       90.0       70.8       98.6       90.9
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 23, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    12,674:       755      1,945        500     11,406      9,841     12,661     12,286:        13        388
Old  :    12,674:       755      1,945        500     11,406      9,841     12,661     12,286:        13        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :      -378:        61         74          0       -419       -452       -358       -378:       -20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       15.3        3.9       90.0       77.6       99.9       96.9:       0.1        3.1
Old  :     100.0:       6.0       15.3        3.9       90.0       77.6       99.9       96.9:       0.1        3.1
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  :        20:         1          3          1          5         12          6         16:
Old  :        20:         1          3          1          5         12          6         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.6       61.9       99.9       84.7       94.7       61.9       95.8       84.2
Old  :                 98.6       61.9       99.9       84.7       94.7       61.9       95.8       84.2
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 23, 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  :     3,703:       686      1,466          0      2,890      2,188      3,576      3,654:       127         49
Old  :     3,703:       686      1,466          0      2,890      2,188      3,576      3,654:       127         49
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 16, 2013                       :
     :       233:       231        305          0         31        -54        262        251:       -29        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       39.6        0.0       78.0       59.1       96.6       98.7:       3.4        1.3
Old  :     100.0:      18.5       39.6        0.0       78.0       59.1       96.6       98.7:       3.4        1.3
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  :        22:         5          4          0          6          9         11         13:
Old  :        22:         5          4          0          6          9         11         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       69.2       93.8       90.4       81.4       69.2       93.8       90.4
Old  :                 81.4       69.2       93.8       90.4       81.4       69.2       93.8       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 26, 2013