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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   544,873:   108,576    139,262    163,645    237,233    184,986    509,454    487,893:    35,419     56,980
Old  :   529,380:   107,008    137,454    158,320    230,467    179,840    495,795    475,615:    33,585     53,765
Other:    15,493:     3,414      3,654      3,478      6,766      5,146     13,659     12,279:     1,835      3,215
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    12,173:    -4,091     15,516      8,807      6,724    -17,830     11,441      6,493:       732      5,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       25.6       30.0       43.5       34.0       93.5       89.5:       6.5       10.5
Old  :     100.0:      20.2       26.0       29.9       43.5       34.0       93.7       89.8:       6.3       10.2
Other:     100.0:      22.0       23.6       22.5       43.7       33.2       88.2       79.3:      11.8       20.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       107        172        153         96        122        294        363:
Old  :       410:       106        173        149         96        120        290        359:
Other:        97:        16         18          8         19         54         41         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       11.4       26.2       18.9       12.4        7.8       20.7       13.2
Old  :                 15.1       11.0       26.0       18.8       12.6        8.0       21.1       13.6
Other:                 60.0       36.2       74.2       49.7       43.0       17.6       51.9       28.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  : 1,781,563:   358,089    242,517    546,024    701,554    691,536  1,605,667  1,480,077:   175,896    301,486
Old  :   879,758:   211,778    116,525    229,380    353,372    404,260    794,530    750,165:    85,228    129,593
Other:   901,804:   227,852    207,532    235,104    348,182    287,276    811,137    729,912:    90,667    171,893
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    52,380:    12,998     32,991     26,310      7,561    -14,428     46,869     44,873:     5,510      7,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       13.6       30.6       39.4       38.8       90.1       83.1:       9.9       16.9
Old  :     100.0:      24.1       13.2       26.1       40.2       46.0       90.3       85.3:       9.7       14.7
Other:     100.0:      25.3       23.0       26.1       38.6       31.9       89.9       80.9:      10.1       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       210        190        266        275        312        630        636:
Old  :       677:       180        164        186        193        283        473        538:
Other:       672:       154        172        180        238        278        495        534:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       11.3       17.3       17.4        7.2        7.1       14.0       11.1
Old  :                 11.6       12.1       19.2       18.3       11.1        9.0       18.1       13.3
Other:                 14.4       16.0       23.0       21.8       12.0       12.6       19.2       17.5
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :    10,422:     3,749      1,448      4,924      1,128      3,044      9,801      9,416:       620      1,005
Old  :    10,422:     3,749      1,448      4,924      1,128      3,044      9,801      9,416:       620      1,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :     2,286:       882         72        730        463      1,160      2,075      1,962:       211        324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       13.9       47.2       10.8       29.2       94.1       90.4:       5.9        9.6
Old  :     100.0:      36.0       13.9       47.2       10.8       29.2       94.1       90.4:       5.9        9.6
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  :        22:        10          3         11          5          9         17         21:
Old  :        22:        10          3         11          5          9         17         21:
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  :                 65.6       50.1       82.9       66.9       26.5       23.3       34.9       31.1
Old  :                 65.6       50.1       82.9       66.9       26.5       23.3       34.9       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :    10,012:     4,292      1,727      2,466      2,871      5,176      9,628      9,368:       384        644
Old  :     9,883:     4,165      1,727      2,464      2,871      5,047      9,500      9,239:       383        644
Other:       130:       128          1          0          0        128        128        130:         1         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :       696:       832        607         59       -240         46        652        713:        44        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.9       17.2       24.6       28.7       51.7       96.2       93.6:       3.8        6.4
Old  :     100.0:      42.1       17.5       24.9       29.0       51.1       96.1       93.5:       3.9        6.5
Other:     100.0:      98.9        1.1        0.0        0.0       98.9       98.9      100.0:       1.1       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          7          9          7          9         16         24:
Old  :        24:         8          7          9          7          9         16         24:
Other:         4:         1          1          0          0          2          1          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       50.9       77.4       68.3       39.6       41.6       50.5       49.2
Old  :                 52.9       50.3       77.1       67.9       38.8       40.8       49.9       48.6
Other:                 98.9      100.0       98.9      100.0       98.9      100.0       98.9      100.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :     9,491:     2,771      1,609        940      3,777      5,989      7,488      8,537:     2,003        954
Old  :     9,491:     2,771      1,609        940      3,777      5,989      7,488      8,537:     2,003        954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :      -501:      -954         13        193        382       -812       -379       -607:      -122        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       16.9        9.9       39.8       63.1       78.9       89.9:      21.1       10.1
Old  :     100.0:      29.2       16.9        9.9       39.8       63.1       78.9       89.9:      21.1       10.1
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  :        44:        19          5          4         15         13         37         19:
Old  :        44:        19          5          4         15         13         37         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  :                 30.7       48.7       48.3       70.9       30.7       46.4       46.8       66.9
Old  :                 30.7       48.7       48.3       70.9       30.7       46.4       46.8       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   829,734:   210,087    104,522    270,762    288,287    371,312    769,137    746,596:    60,597     83,138
Old  :   437,043:   147,056     61,304    112,368    140,099    233,088    399,522    406,759:    37,521     30,284
Other:   392,690:   100,655     80,842    120,771    148,189    138,224    369,615    339,837:    23,076     52,854
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    47,570:    27,962     11,196     23,182     -3,751      9,998     47,393     44,375:       177      3,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       12.6       32.6       34.7       44.8       92.7       90.0:       7.3       10.0
Old  :     100.0:      33.6       14.0       25.7       32.1       53.3       91.4       93.1:       8.6        6.9
Other:     100.0:      25.6       20.6       30.8       37.7       35.2       94.1       86.5:       5.9       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       552:       193        188        234        129        151        459        445:
Old  :       483:       166        161        155         97        126        356        349:
Other:       436:       140        145        155        105        130        336        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  :                 11.1       13.3       17.9       22.4        6.9       11.0       12.2       16.2
Old  :                 15.6       20.2       23.5       30.3       13.2       18.9       20.9       27.7
Other:                 12.6       15.9       22.9       25.6       10.4       12.1       17.6       18.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   391,895:    73,780    107,304     78,480    203,341    168,584    355,602    354,368:    36,293     37,527
Old  :   252,463:    55,929     98,011     32,889    144,115     94,622    232,932    225,523:    19,530     26,940
Other:   139,432:    42,458     33,899     20,985     59,226     73,961    122,669    128,845:    16,763     10,587
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    10,060:    -1,143     -4,397      4,048      6,314     11,601      9,220     11,252:       840     -1,192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       27.4       20.0       51.9       43.0       90.7       90.4:       9.3        9.6
Old  :     100.0:      22.2       38.8       13.0       57.1       37.5       92.3       89.3:       7.7       10.7
Other:     100.0:      30.5       24.3       15.1       42.5       53.0       88.0       92.4:      12.0        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        82         92         99         80         81        210        240:
Old  :       271:        84         87         71         71         75        175        213:
Other:       195:        56         57         49         57         54        142        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       17.1       31.1       25.3       13.7       12.3       21.0       17.8
Old  :                 29.9       14.3       40.9       23.8       28.3       13.4       38.2       21.3
Other:                 15.1       35.6       26.1       47.1       14.2       31.4       24.7       42.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   797,250:    56,369     74,073     94,423    478,035    442,439    628,827    610,935:   168,423    186,315
Old  :   797,250:    56,369     74,073     94,423    478,035    442,439    628,827    610,935:   168,423    186,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :   -14,255:   -22,736      4,242     12,890     -5,838    -30,504    -15,684    -13,372:     1,429       -883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        9.3       11.8       60.0       55.5       78.9       76.6:      21.1       23.4
Old  :     100.0:       7.1        9.3       11.8       60.0       55.5       78.9       76.6:      21.1       23.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        28         46         50         86         92        149        153:
Old  :       179:        28         46         50         86         92        149        153:
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  :                 24.0       12.1       30.5       19.8       20.2        8.9       25.1       14.5
Old  :                 24.0       12.1       30.5       19.8       20.2        8.9       25.1       14.5
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, May 21, 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  :   388,407:    24,032     50,183      5,850    283,547    274,244    313,429    330,277:    74,978     58,130
Old  :   388,407:    24,032     50,183      5,850    283,547    274,244    313,429    330,277:    74,978     58,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    -9,457:      -171      2,356        -35    -10,471    -15,502    -10,677    -13,182:     1,220      3,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       12.9        1.5       73.0       70.6       80.7       85.0:      19.3       15.0
Old  :     100.0:       6.2       12.9        1.5       73.0       70.6       80.7       85.0:      19.3       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:         7          9          4         41         43         51         53:
Old  :        74:         7          9          4         41         43         51         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  :                 35.3       33.6       49.8       47.3       31.7       33.0       44.2       46.6
Old  :                 35.3       33.6       49.8       47.3       31.7       33.0       44.2       46.6
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, May 21, 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  :     9,870:     1,492        316        896      6,762      8,167      9,150      9,379:       720        491
Old  :     9,870:     1,492        316        896      6,762      8,167      9,150      9,379:       720        491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :      -124:      -295         18        183        -80       -438       -192       -237:        68        113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        3.2        9.1       68.5       82.7       92.7       95.0:       7.3        5.0
Old  :     100.0:      15.1        3.2        9.1       68.5       82.7       92.7       95.0:       7.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         9          7          6         21         25         35         33:
Old  :        43:         9          7          6         21         25         35         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       42.9       66.8       65.9       31.6       23.8       38.7       35.5
Old  :                 52.1       42.9       66.8       65.9       31.6       23.8       38.7       35.5
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, May 21, 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  :   307,233:    84,238     32,221     53,186    120,445    197,781    257,869    283,188:    49,364     24,045
Old  :   204,008:    73,678     20,282     28,212     68,343    141,596    170,233    190,090:    33,775     13,918
Other:   103,225:    19,479     20,858     16,055     52,102     56,185     87,636     93,098:    15,589     10,126
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    13,349:     4,547     -3,304      4,656     -1,510     14,459      7,693     15,810:     5,656     -2,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       10.5       17.3       39.2       64.4       83.9       92.2:      16.1        7.8
Old  :     100.0:      36.1        9.9       13.8       33.5       69.4       83.4       93.2:      16.6        6.8
Other:     100.0:      18.9       20.2       15.6       50.5       54.4       84.9       90.2:      15.1        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        86         49         73         83         85        203        181:
Old  :       237:        81         50         46         76         78        178        154:
Other:       173:        39         44         46         69         50        136        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.8       30.8       15.0       44.2        7.3       27.1       13.1       35.9
Old  :                  9.7       35.4       17.1       47.9        9.4       33.5       16.4       42.5
Other:                 15.3       26.5       24.8       43.5       12.6       19.3       20.5       33.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :    12,253:     1,936      5,436        602      6,944      4,464      9,482     10,502:     2,771      1,751
Old  :    10,630:     1,836      5,529        281      6,415      3,410      8,531      9,220:     2,099      1,410
Other:     1,623:       309        115        113        529      1,054        951      1,282:       672        341
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :       159:       -15        132        110        -49       -178         46         65:       113         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       44.4        4.9       56.7       36.4       77.4       85.7:      22.6       14.3
Old  :     100.0:      17.3       52.0        2.6       60.3       32.1       80.3       86.7:      19.7       13.3
Other:     100.0:      19.1        7.1        6.9       32.6       65.0       58.6       79.0:      41.4       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        19         18         10         24         15         46         41:
Old  :        65:        18         20          6         22         11         42         35:
Other:        29:         8          4          7         11          9         22         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.0       37.9       47.5       55.9       32.0       36.4       47.2       53.3
Old  :                 34.9       42.8       52.5       61.2       34.8       41.5       52.4       59.7
Other:                 25.9       52.0       41.8       69.3       25.9       50.2       41.5       65.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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  :   995,753:   240,655    195,285     81,305    546,242    628,010    868,202    904,600:   127,551     91,154
Old  :   995,753:   240,655    195,285     81,305    546,242    628,010    868,202    904,600:   127,551     91,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :   -19,767:   -18,737     -3,744      7,791     -3,070    -30,203    -14,016    -26,156:    -5,751      6,388
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       19.6        8.2       54.9       63.1       87.2       90.8:      12.8        9.2
Old  :     100.0:      24.2       19.6        8.2       54.9       63.1       87.2       90.8:      12.8        9.2
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  :       201:        44         34         33         88         92        147        144:
Old  :       201:        44         34         33         88         92        147        144:
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  :                 20.9       21.2       31.8       34.2       16.1       20.3       22.9       30.0
Old  :                 20.9       21.2       31.8       34.2       16.1       20.3       22.9       30.0
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, May 21, 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  : 3,018,219:   378,482    340,714    434,779  1,876,181  1,817,879  2,689,443  2,593,372:   328,777    424,848
Old  : 3,018,219:   378,482    340,714    434,779  1,876,181  1,817,879  2,689,443  2,593,372:   328,777    424,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    72,889:    10,165     -6,174     33,948     44,796     55,682     88,909     83,456:   -16,021    -10,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.3       14.4       62.2       60.2       89.1       85.9:      10.9       14.1
Old  :     100.0:      12.5       11.3       14.4       62.2       60.2       89.1       85.9:      10.9       14.1
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  :       336:        59         75         87        160        182        270        292:
Old  :       336:        59         75         87        160        182        270        292:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       12.1       31.5       19.7       20.2        8.2       28.3       13.6
Old  :                 21.7       12.1       31.5       19.7       20.2        8.2       28.3       13.6
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, May 21, 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  : 2,140,548:   337,757    190,233    267,585  1,280,899  1,398,471  1,886,241  1,856,290:   254,307    284,258
Old  : 2,140,548:   337,757    190,233    267,585  1,280,899  1,398,471  1,886,241  1,856,290:   254,307    284,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    54,361:    -7,057      1,941     37,419     18,231      7,650     48,593     47,010:     5,768      7,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.9       12.5       59.8       65.3       88.1       86.7:      11.9       13.3
Old  :     100.0:      15.8        8.9       12.5       59.8       65.3       88.1       86.7:      11.9       13.3
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  :       216:        45         37         41         92        112        153        174:
Old  :       216:        45         37         41         92        112        153        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       20.8       36.9       32.6       22.0       19.7       32.0       27.9
Old  :                 22.8       20.8       36.9       32.6       22.0       19.7       32.0       27.9
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, May 21, 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  :   344,959:    19,433     33,006     75,114    230,095    198,725    324,642    306,846:    20,317     38,114
Old  :   344,959:    19,433     33,006     75,114    230,095    198,725    324,642    306,846:    20,317     38,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    15,650:     2,370      3,809      5,059      9,138      4,856     16,567     13,724:      -918      1,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        9.6       21.8       66.7       57.6       94.1       89.0:       5.9       11.0
Old  :     100.0:       5.6        9.6       21.8       66.7       57.6       94.1       89.0:       5.9       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         8         18         19         32         37         55         60:
Old  :        69:         8         18         19         32         37         55         60:
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  :                 42.3       29.7       55.6       44.7       31.5       25.7       39.2       31.9
Old  :                 42.3       29.7       55.6       44.7       31.5       25.7       39.2       31.9
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, May 21, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    60,639:    20,303      4,223      1,793     28,360     43,422     50,456     49,438:    10,183     11,200
Old  :    60,639:    20,303      4,223      1,793     28,360     43,422     50,456     49,438:    10,183     11,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    -2,649:    -2,268       -300        246     -1,299     -3,113     -3,321     -3,168:       671        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.0        3.0       46.8       71.6       83.2       81.5:      16.8       18.5
Old  :     100.0:      33.5        7.0        3.0       46.8       71.6       83.2       81.5:      16.8       18.5
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  :       104:        36         13         13         37         30         77         52:
Old  :       104:        36         13         13         37         30         77         52:
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  :                 22.7       32.7       34.8       52.6       22.0       32.2       34.1       52.0
Old  :                 22.7       32.7       34.8       52.6       22.0       32.2       34.1       52.0
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, May 21, 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  :   121,277:    40,606      8,445      3,586     56,720     86,845    100,912     98,877:    20,365     22,401
Old  :   121,277:    40,606      8,445      3,586     56,720     86,845    100,912     98,877:    20,365     22,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :    -5,299:    -4,535       -600        491     -2,597     -6,227     -6,641     -6,335:     1,343      1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        7.0        3.0       46.8       71.6       83.2       81.5:      16.8       18.5
Old  :     100.0:      33.5        7.0        3.0       46.8       71.6       83.2       81.5:      16.8       18.5
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  :       104:        36         13         13         37         30         77         52:
Old  :       104:        36         13         13         37         30         77         52:
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  :                 22.7       32.7       34.8       52.6       22.0       32.2       34.1       52.0
Old  :                 22.7       32.7       34.8       52.6       22.0       32.2       34.1       52.0
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, May 21, 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  :    10,148:     7,747      8,692      1,190      1,046        244      9,983     10,126:       165         22
Old  :    10,148:     7,747      8,692      1,190      1,046        244      9,983     10,126:       165         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :        33:       -71         11        105        -36        -83         -2         33:        35          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.3       85.7       11.7       10.3        2.4       98.4       99.8:       1.6        0.2
Old  :     100.0:      76.3       85.7       11.7       10.3        2.4       98.4       99.8:       1.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          3          2          1         14         10:
Old  :        21:        10          8          3          2          1         14         10:
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  :                 74.5       83.1       89.8       98.4       71.8       80.6       83.2       87.4
Old  :                 74.5       83.1       89.8       98.4       71.8       80.6       83.2       87.4
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, May 21, 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  :    10,740:     2,830      6,585         44      7,780      3,974     10,654     10,603:        86        137
Old  :    10,740:     2,830      6,585         44      7,780      3,974     10,654     10,603:        86        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :     1,980:     1,941      1,814          0         74        155      2,015      1,969:       -35         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       61.3        0.4       72.4       37.0       99.2       98.7:       0.8        1.3
Old  :     100.0:      26.4       61.3        0.4       72.4       37.0       99.2       98.7:       0.8        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  :        24:         5          8          2          4          7         11         15:
Old  :        24:         5          8          2          4          7         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  :                 96.8       80.3       98.5       91.8       96.8       79.9       98.5       91.4
Old  :                 96.8       80.3       98.5       91.8       96.8       79.9       98.5       91.4
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, May 21, 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  :    21,564:     2,405      5,374      2,269     16,848     13,809     21,522     21,452:        42        112
Old  :    21,564:     2,405      5,374      2,269     16,848     13,809     21,522     21,452:        42        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :     3,060:      -301      2,181        177      3,149        690      3,025      3,048:        35         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       24.9       10.5       78.1       64.0       99.8       99.5:       0.2        0.5
Old  :     100.0:      11.2       24.9       10.5       78.1       64.0       99.8       99.5:       0.2        0.5
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  :        26:         2          7          2          8         10         12         17:
Old  :        26:         2          7          2          8         10         12         17:
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  :                 86.2       68.9       98.7       93.0       80.2       58.8       88.5       82.5
Old  :                 86.2       68.9       98.7       93.0       80.2       58.8       88.5       82.5
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, May 21, 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  :    12,036:         0      2,641         76     11,941      9,231     12,017     11,948:        19         88
Old  :    12,036:         0      2,641         76     11,941      9,231     12,017     11,948:        19         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 14, 2013                         :
     :      -113:      -629        577       -424        939       -266       -114       -113:         1          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.9        0.6       99.2       76.7       99.8       99.3:       0.2        0.7
Old  :     100.0:       0.0       21.9        0.6       99.2       76.7       99.8       99.3:       0.2        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  :        20:         0          6          1          5          9          6         15:
Old  :        20:         0          6          1          5          9          6         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  :                 98.7       64.3       99.8       86.8       98.7       64.3       99.2       86.3
Old  :                 98.7       64.3       99.8       86.8       98.7       64.3       99.2       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 24, 2013