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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :   537,254:   109,818    133,739    155,168    235,710    191,942    500,696    480,849:    36,559     56,406
Old  :   520,525:   108,213    131,820    149,545    228,652    186,418    486,410    467,783:    34,115     52,742
Other:    16,730:     3,612      3,926      3,616      7,058      5,524     14,286     13,066:     2,444      3,663
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    -7,619:     1,241     -5,524     -8,477     -1,523      6,956     -8,758     -7,045:     1,139       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       24.9       28.9       43.9       35.7       93.2       89.5:       6.8       10.5
Old  :     100.0:      20.8       25.3       28.7       43.9       35.8       93.4       89.9:       6.6       10.1
Other:     100.0:      21.6       23.5       21.6       42.2       33.0       85.4       78.1:      14.6       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       409:       110        163        151         92        124        290        359:
Old  :       407:       110        165        148         92        122        287        355:
Other:       100:        18         15         10         19         56         44         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       11.7       26.5       19.3       12.5        8.4       20.8       13.4
Old  :                 15.4       11.3       26.3       19.1       12.8        8.6       21.3       13.7
Other:                 57.3       35.1       70.5       49.6       41.1       17.7       49.0       29.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  : 1,766,679:   374,040    221,797    526,884    687,830    717,648  1,588,753  1,466,329:   177,925    300,350
Old  :   853,649:   225,605    108,868    206,211    338,633    411,507    770,449    726,586:    83,200    127,063
Other:   913,030:   233,314    197,808    235,794    349,197    306,141    818,304    739,743:    94,725    173,287
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :   -14,884:    15,951    -20,720    -19,140    -13,725     26,112    -16,914    -13,748:     2,030     -1,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       12.6       29.8       38.9       40.6       89.9       83.0:      10.1       17.0
Old  :     100.0:      26.4       12.8       24.2       39.7       48.2       90.3       85.1:       9.7       14.9
Other:     100.0:      25.6       21.7       25.8       38.2       33.5       89.6       81.0:      10.4       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       744:       181        192        252        269        316        600        623:
Old  :       657:       159        159        179        188        292        454        528:
Other:       657:       145        162        168        238        284        475        529:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       11.3       17.2       17.4        7.2        7.5       13.8       11.7
Old  :                 12.2       12.0       20.1       18.6       11.3       10.1       18.5       14.7
Other:                 14.2       15.5       22.7       21.6       11.6       11.9       18.9       16.4
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :    10,571:     3,957      1,446      4,656      1,437      3,693     10,050      9,795:       520        775
Old  :    10,571:     3,957      1,446      4,656      1,437      3,693     10,050      9,795:       520        775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       149:       207         -2       -268        309        649        249        379:      -100       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       13.7       44.1       13.6       34.9       95.1       92.7:       4.9        7.3
Old  :     100.0:      37.4       13.7       44.1       13.6       34.9       95.1       92.7:       4.9        7.3
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  :        23:        10          4         12          5          9         18         22:
Old  :        23:        10          4         12          5          9         18         22:
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  :                 66.8       47.2       83.8       68.3       27.2       25.1       36.7       34.4
Old  :                 66.8       47.2       83.8       68.3       27.2       25.1       36.7       34.4
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 28, 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  :    10,157:     5,039      2,041      2,059      2,727      5,432      9,825      9,532:       332        625
Old  :    10,037:     4,922      2,041      2,058      2,727      5,313      9,707      9,412:       330        625
Other:       120:       119          1          0          0        119        119        120:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       144:       747        314       -406       -143        256        197        164:       -53        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       20.1       20.3       26.9       53.5       96.7       93.8:       3.3        6.2
Old  :     100.0:      49.0       20.3       20.5       27.2       52.9       96.7       93.8:       3.3        6.2
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:         7          8          8          7          9         15         24:
Old  :        24:         7          8          8          7          9         15         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  :                 56.5       50.4       80.1       69.6       44.8       43.4       57.1       53.2
Old  :                 56.0       49.8       79.9       69.3       44.2       42.7       56.6       52.6
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 28, 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  :     9,031:     2,179      1,528        755      3,861      5,705      6,795      7,988:     2,236      1,043
Old  :     9,031:     2,179      1,528        755      3,861      5,705      6,795      7,988:     2,236      1,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :      -460:      -592        -80       -185         84       -284       -693       -549:       233         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       16.9        8.4       42.8       63.2       75.2       88.4:      24.8       11.6
Old  :     100.0:      24.1       16.9        8.4       42.8       63.2       75.2       88.4:      24.8       11.6
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  :        39:        15          5          4         15         14         33         20:
Old  :        39:        15          5          4         15         14         33         20:
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  :                 34.1       48.4       48.6       70.5       34.1       46.3       47.5       67.6
Old  :                 34.1       48.4       48.6       70.5       34.1       46.3       47.5       67.6
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 28, 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  :   845,705:   230,353    101,495    289,177    266,464    367,021    785,993    757,693:    59,712     88,013
Old  :   421,268:   154,389     64,661    116,341    116,039    207,306    386,769    388,307:    34,499     32,961
Other:   424,438:   109,209     70,081    139,590    150,425    159,715    399,225    369,386:    25,213     55,052
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    15,972:    20,265     -3,027     18,415    -21,823     -4,291     16,857     11,097:      -885      4,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       12.0       34.2       31.5       43.4       92.9       89.6:       7.1       10.4
Old  :     100.0:      36.6       15.3       27.6       27.5       49.2       91.8       92.2:       8.2        7.8
Other:     100.0:      25.7       16.5       32.9       35.4       37.6       94.1       87.0:       5.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       557:       196        182        233        136        157        466        449:
Old  :       484:       163        161        154        102        132        360        353:
Other:       450:       142        142        161        113        139        349        355:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       11.5       17.5       20.3        6.6        9.8       11.5       14.3
Old  :                 13.3       14.8       21.5       24.8       10.8       14.4       18.7       22.6
Other:                 12.7       16.6       22.9       25.8        9.7       11.9       16.0       17.6
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                                                    Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :     7,749:     3,854      1,036      2,744        854      3,551      7,451      7,331:       297        418
Old  :     7,749:     3,854      1,036      2,744        854      3,551      7,451      7,331:       297        418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       13.4       35.4       11.0       45.8       96.2       94.6:       3.8        5.4
Old  :     100.0:      49.7       13.4       35.4       11.0       45.8       96.2       94.6:       3.8        5.4
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  :        22:         6          6          7          5         10         12         22:
Old  :        22:         6          6          7          5         10         12         22:
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  :                 80.1       40.7       93.2       68.1       46.3       29.0       49.7       40.3
Old  :                 80.1       40.7       93.2       68.1       46.3       29.0       49.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :   396,958:    75,273    102,381     78,317    205,725    178,669    359,315    359,366:    37,643     37,591
Old  :   251,510:    58,233     95,440     31,308    141,915     98,403    231,456    225,151:    20,053     26,359
Other:   145,448:    43,113     33,014     20,935     63,810     80,266    127,858    134,216:    17,590     11,232
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :     5,063:     1,493     -4,923       -163      2,384     10,085      3,713      4,999:     1,350         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       25.8       19.7       51.8       45.0       90.5       90.5:       9.5        9.5
Old  :     100.0:      23.2       37.9       12.4       56.4       39.1       92.0       89.5:       8.0       10.5
Other:     100.0:      29.6       22.7       14.4       43.9       55.2       87.9       92.3:      12.1        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        84         82         94         78         84        210        229:
Old  :       265:        78         86         64         66         78        169        203:
Other:       192:        61         48         45         60         55        145        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       18.0       30.4       26.1       13.7       12.7       20.9       18.5
Old  :                 30.9       14.4       40.3       23.4       29.5       13.6       38.0       21.5
Other:                 16.1       37.0       27.3       48.9       15.8       33.1       26.4       43.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :   829,028:    51,433     84,121     90,594    507,722    466,435    649,748    641,150:   179,279    187,878
Old  :   829,028:    51,433     84,121     90,594    507,722    466,435    649,748    641,150:   179,279    187,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    31,778:    -4,936     10,048     -3,829     29,687     23,996     20,921     30,215:    10,856      1,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       10.1       10.9       61.2       56.3       78.4       77.3:      21.6       22.7
Old  :     100.0:       6.2       10.1       10.9       61.2       56.3       78.4       77.3:      21.6       22.7
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  :       163:        31         38         46         71         83        128        141:
Old  :       163:        31         38         46         71         83        128        141:
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  :                 21.8       15.8       31.9       23.7       15.3        8.1       20.6       12.5
Old  :                 21.8       15.8       31.9       23.7       15.3        8.1       20.6       12.5
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 28, 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  :   403,659:    21,781     52,959      8,560    288,556    258,840    318,897    320,359:    84,762     83,300
Old  :   403,659:    21,781     52,959      8,560    288,556    258,840    318,897    320,359:    84,762     83,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    15,252:    -2,251      2,776      2,710      5,009    -15,404      5,468     -9,918:     9,784     25,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       13.1        2.1       71.5       64.1       79.0       79.4:      21.0       20.6
Old  :     100.0:       5.4       13.1        2.1       71.5       64.1       79.0       79.4:      21.0       20.6
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  :        69:         6         10          5         39         39         49         50:
Old  :        69:         6         10          5         39         39         49         50:
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  :                 33.1       30.6       47.2       44.6       29.7       30.6       41.8       44.5
Old  :                 33.1       30.6       47.2       44.6       29.7       30.6       41.8       44.5
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 28, 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  :     9,999:     1,564        420        647      7,059      8,567      9,270      9,634:       729        365
Old  :     9,999:     1,564        420        647      7,059      8,567      9,270      9,634:       729        365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       129:        72        104       -249        297        400        120        255:         9       -126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        4.2        6.5       70.6       85.7       92.7       96.3:       7.3        3.7
Old  :     100.0:      15.6        4.2        6.5       70.6       85.7       92.7       96.3:       7.3        3.7
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  :        42:         8          6          4         20         25         32         32:
Old  :        42:         8          6          4         20         25         32         32:
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  :                 51.9       41.8       65.7       65.1       32.3       22.8       39.6       33.9
Old  :                 51.9       41.8       65.7       65.1       32.3       22.8       39.6       33.9
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, May 28, 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  :   317,536:    87,307     33,716     55,438    122,980    203,432    265,725    292,586:    51,811     24,950
Old  :   206,595:    74,978     21,493     28,582     68,763    142,561    172,323    192,637:    34,272     13,958
Other:   110,941:    23,395     23,290     15,789     54,217     60,870     93,402     99,949:    17,539     10,992
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    10,303:     3,069      1,495      2,252      2,534      5,651      7,856      9,398:     2,448        905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       10.6       17.5       38.7       64.1       83.7       92.1:      16.3        7.9
Old  :     100.0:      36.3       10.4       13.8       33.3       69.0       83.4       93.2:      16.6        6.8
Other:     100.0:      21.1       21.0       14.2       48.9       54.9       84.2       90.1:      15.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       245:        90         46         59         86         87        204        167:
Old  :       231:        89         37         42         79         79        184        142:
Other:       170:        43         38         39         69         54        133        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9       29.8       15.3       42.7        7.1       25.4       13.1       34.1
Old  :                  9.5       34.8       17.2       46.3        9.2       31.9       16.4       40.5
Other:                 16.9       26.8       27.2       43.5       15.4       19.7       22.7       33.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  :    12,110:     1,800      5,209        678      6,770      4,642      9,249     10,529:     2,861      1,581
Old  :    10,098:     1,699      5,423        252      5,977      3,247      7,928      8,922:     2,170      1,175
Other:     2,012:       406         90        122        794      1,394      1,321      1,607:       691        405
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :      -143:      -136       -226         76       -173        177       -234         27:        90       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       43.0        5.6       55.9       38.3       76.4       86.9:      23.6       13.1
Old  :     100.0:      16.8       53.7        2.5       59.2       32.2       78.5       88.4:      21.5       11.6
Other:     100.0:      20.2        4.5        6.1       39.4       69.3       65.7       79.8:      34.3       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        16         17          9         23         15         43         38:
Old  :        60:        16         18          6         23         10         41         32:
Other:        30:         7          5          6         11         11         21         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  :                 31.6       39.9       47.0       57.8       31.4       38.7       46.8       55.3
Old  :                 35.0       45.2       50.2       64.4       34.8       44.6       50.1       63.0
Other:                 28.2       48.9       46.1       65.9       28.2       47.4       44.6       63.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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  : 1,106,820:   195,419    210,000     70,255    681,719    724,410    947,393  1,004,666:   159,427    102,154
Old  : 1,106,820:   195,419    210,000     70,255    681,719    724,410    947,393  1,004,666:   159,427    102,154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :   111,067:   -45,236     14,716    -11,050    135,477     96,400     79,191    100,066:    31,876     11,001
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.0        6.3       61.6       65.4       85.6       90.8:      14.4        9.2
Old  :     100.0:      17.7       19.0        6.3       61.6       65.4       85.6       90.8:      14.4        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  :       195:        34         41         34         92         91        144        149:
Old  :       195:        34         41         34         92         91        144        149:
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  :                 24.7       28.2       35.5       39.5       15.4       16.6       21.0       25.4
Old  :                 24.7       28.2       35.5       39.5       15.4       16.6       21.0       25.4
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 28, 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  : 3,118,829:   398,641    428,194    431,589  1,918,533  1,775,863  2,748,763  2,635,646:   370,066    483,182
Old  : 3,118,829:   398,641    428,194    431,589  1,918,533  1,775,863  2,748,763  2,635,646:   370,066    483,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :   100,609:    20,158     87,480     -3,190     42,352    -42,016     59,320     42,275:    41,289     58,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       13.7       13.8       61.5       56.9       88.1       84.5:      11.9       15.5
Old  :     100.0:      12.8       13.7       13.8       61.5       56.9       88.1       84.5:      11.9       15.5
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  :       323:        48         79         80        150        177        248        286:
Old  :       323:        48         79         80        150        177        248        286:
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  :                 22.9       12.0       32.9       18.4       21.5        7.5       29.9       12.6
Old  :                 22.9       12.0       32.9       18.4       21.5        7.5       29.9       12.6
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 28, 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  : 2,167,787:   335,718    245,158    223,525  1,345,030  1,386,290  1,904,272  1,854,973:   263,514    312,814
Old  : 2,167,787:   335,718    245,158    223,525  1,345,030  1,386,290  1,904,272  1,854,973:   263,514    312,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    27,239:    -2,039     54,925    -44,061     64,131    -12,182     18,031     -1,317:     9,207     28,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.3       10.3       62.0       63.9       87.8       85.6:      12.2       14.4
Old  :     100.0:      15.5       11.3       10.3       62.0       63.9       87.8       85.6:      12.2       14.4
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  :       224:        37         45         42        105        122        165        186:
Old  :       224:        37         45         42        105        122        165        186:
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  :                 20.5       21.2       34.0       32.4       18.5       20.7       28.7       28.1
Old  :                 20.5       21.2       34.0       32.4       18.5       20.7       28.7       28.1
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 28, 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  :   367,442:    33,373     31,736     74,986    236,423    224,691    344,783    331,414:    22,660     36,028
Old  :   367,442:    33,373     31,736     74,986    236,423    224,691    344,783    331,414:    22,660     36,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :    22,483:    13,940     -1,270       -127      6,328     25,966     20,141     24,569:     2,343     -2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        8.6       20.4       64.3       61.2       93.8       90.2:       6.2        9.8
Old  :     100.0:       9.1        8.6       20.4       64.3       61.2       93.8       90.2:       6.2        9.8
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:        16         15         23         31         36         60         63:
Old  :        74:        16         15         23         31         36         60         63:
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  :                 40.2       33.8       52.9       48.4       28.8       29.4       37.1       35.9
Old  :                 40.2       33.8       52.9       48.4       28.8       29.4       37.1       35.9
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 28, 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  :    61,433:    21,226      3,635      1,622     28,023     44,896     50,871     50,153:    10,562     11,281
Old  :    61,433:    21,226      3,635      1,622     28,023     44,896     50,871     50,153:    10,562     11,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       795:       923       -588       -171       -337      1,473        415        714:       380         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        5.9        2.6       45.6       73.1       82.8       81.6:      17.2       18.4
Old  :     100.0:      34.6        5.9        2.6       45.6       73.1       82.8       81.6:      17.2       18.4
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  :        99:        34         12         11         35         30         73         49:
Old  :        99:        34         12         11         35         30         73         49:
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       32.7       35.6       53.5       23.9       31.9       35.5       52.6
Old  :                 24.0       32.7       35.6       53.5       23.9       31.9       35.5       52.6
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 28, 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  :   122,867:    42,452      7,269      3,245     56,045     89,791    101,742    100,305:    21,124     22,561
Old  :   122,867:    42,452      7,269      3,245     56,045     89,791    101,742    100,305:    21,124     22,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :     1,589:     1,846     -1,176       -342       -675      2,946        830      1,429:       759        161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6        5.9        2.6       45.6       73.1       82.8       81.6:      17.2       18.4
Old  :     100.0:      34.6        5.9        2.6       45.6       73.1       82.8       81.6:      17.2       18.4
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  :        99:        34         12         11         35         30         73         49:
Old  :        99:        34         12         11         35         30         73         49:
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       32.7       35.6       53.5       23.9       31.9       35.5       52.6
Old  :                 24.0       32.7       35.6       53.5       23.9       31.9       35.5       52.6
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 28, 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  :     9,995:     7,339      8,633      1,360      1,123          0      9,822      9,993:       173          2
Old  :     9,995:     7,339      8,633      1,360      1,123          0      9,822      9,993:       173          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :      -153:      -408        -59        170         77       -244       -161       -133:         8        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4       86.4       13.6       11.2        0.0       98.3      100.0:       1.7        0.0
Old  :     100.0:      73.4       86.4       13.6       11.2        0.0       98.3      100.0:       1.7        0.0
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  :        21:        11          8          3          2          0         15          9:
Old  :        21:        11          8          3          2          0         15          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  :                 70.6       84.4       87.3       99.3       67.8       81.9       79.9       86.4
Old  :                 70.6       84.4       87.3       99.3       67.8       81.9       79.9       86.4
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 28, 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  :    13,701:     3,283      6,847         29     10,311      4,205     13,623     11,081:        78      2,620
Old  :    13,701:     3,283      6,847         29     10,311      4,205     13,623     11,081:        78      2,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :     2,961:       453        262        -15      2,531        231      2,969        478:        -8      2,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       50.0        0.2       75.3       30.7       99.4       80.9:       0.6       19.1
Old  :     100.0:      24.0       50.0        0.2       75.3       30.7       99.4       80.9:       0.6       19.1
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  :        24:         5          7          2          5          8         12         15:
Old  :        24:         5          7          2          5          8         12         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  :                 97.1       67.8       98.9       76.8       97.1       67.6       98.8       76.6
Old  :                 97.1       67.8       98.9       76.8       97.1       67.6       98.8       76.6
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 28, 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  :    23,320:     2,490      7,067      3,018     17,805     13,129     23,313     23,214:         7        106
Old  :    23,320:     2,490      7,067      3,018     17,805     13,129     23,313     23,214:         7        106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :     1,756:        85      1,693        749        957       -680      1,791      1,762:       -35         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       30.3       12.9       76.4       56.3      100.0       99.5:       0.0        0.5
Old  :     100.0:      10.7       30.3       12.9       76.4       56.3      100.0       99.5:       0.0        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  :        27:         3          7          2          8         10         13         17:
Old  :        27:         3          7          2          8         10         13         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  :                 86.7       71.2       98.6       94.6       78.3       58.5       86.3       81.9
Old  :                 86.7       71.2       98.6       94.6       78.3       58.5       86.3       81.9
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, May 28, 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  :     4,264:     1,209      1,191          0      2,967      3,027      4,176      4,218:        88         46
Old  :     4,264:     1,209      1,191          0      2,967      3,027      4,176      4,218:        88         46
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 21, 2013                         :
     :       830:       368        467          0        535        370        903        837:       -73         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       27.9        0.0       69.6       71.0       97.9       98.9:       2.1        1.1
Old  :     100.0:      28.4       27.9        0.0       69.6       71.0       97.9       98.9:       2.1        1.1
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:         4          5          0          4          8          8         13:
Old  :        20:         4          5          0          4          8          8         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  :                 94.9       66.7       97.9       88.8       94.9       66.7       97.2       88.8
Old  :                 94.9       66.7       97.9       88.8       94.9       66.7       97.2       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 31, 2013