```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      590,154
COMMITMENTS
 108,681  126,989  185,903  258,720  218,380  553,303  531,271   36,851   58,883

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      1,591)
  -4,225    2,365   -4,216   12,390    2,777    3,949      926   -2,358      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     21.5     31.5     43.8     37.0     93.8     90.0      6.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
     118      158      167      105      126      322      363
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,910,349
COMMITMENTS
 330,595  224,107  613,540  780,249  782,538  1724385  1620185  185,965  290,164

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      3,090)
  -1,395      -68    8,693     -701   -5,704    6,596    2,921   -3,505      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     11.7     32.1     40.8     41.0     90.3     84.8      9.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      750)
     197      195      268      274      309      626      628
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,576
COMMITMENTS
   4,641    1,520    1,197    2,472    5,237    8,311    7,955      265      620

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:       -443)
    -202     -206      -71     -217     -151     -490     -428       47      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.1     17.7     14.0     28.8     61.1     96.9     92.8      3.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        6        7        7        9       14       22
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,310
COMMITMENTS
   2,365      264      928    4,471    7,835    7,764    9,026    2,546    1,284

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:       -285)
    -347      -14       51      216     -366      -79     -329     -205       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.9      2.6      9.0     43.4     76.0     75.3     87.5     24.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        3        4       16       14       35       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      789,066
COMMITMENTS
 162,086   76,941  269,038  300,462  365,648  731,587  711,628   57,479   77,438

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:    -12,599)
   6,147   -6,457   -5,779   -9,893    2,698   -9,526   -9,539   -3,074   -3,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      9.8     34.1     38.1     46.3     92.7     90.2      7.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     172      155      237      125      145      420      430
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      408,373
COMMITMENTS
  63,987  117,941   84,191  226,713  163,941  374,892  366,073   33,481   42,300

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      1,113)
   1,281    2,877   -6,002    6,675      496    1,954   -2,630     -841    3,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     28.9     20.6     55.5     40.1     91.8     89.6      8.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      66       98       94       75       81      197      232
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      819,618
COMMITMENTS
  73,348   79,265   82,019  497,495  483,744  652,862  645,029  166,756  174,589

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     46,374)
  13,931   10,760   10,722   19,696   20,718   44,348   42,200    2,025    4,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9      9.7     10.0     60.7     59.0     79.7     78.7     20.3     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      33       42       45       92       95      152      155
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      386,287
COMMITMENTS
  30,900   48,144    4,177  272,505  277,698  307,582  330,020   78,704   56,267

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      2,105)
     938    3,427     -143     -379    4,512      416    7,796    1,688   -5,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     12.5      1.1     70.5     71.9     79.6     85.4     20.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      10        7        6       33       40       45       51
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,372
COMMITMENTS
   1,159    1,883      369    9,275    8,728   10,803   10,980      569      392

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:        172)
     137      272      -40      167      -28      264      204      -92      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     16.6      3.2     81.6     76.7     95.0     96.6      5.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        4        6       21       26       35       33
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      301,745
COMMITMENTS
  67,719   42,784   48,267  144,448  174,315  260,434  265,365   41,312   36,380

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     -2,054)
   5,477   -3,521   -2,987   -3,665    4,482   -1,175   -2,026     -880      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     14.2     16.0     47.9     57.8     86.3     87.9     13.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      68       55       69       95       86      203      179
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,164
COMMITMENTS
   2,265    3,863    1,700    7,859    6,704   11,824   12,268    2,340    1,896

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:       -730)
    -129     -865     -215     -189      204     -533     -876     -197      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     27.3     12.0     55.5     47.3     83.5     86.6     16.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       23       14       27       17       55       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      994,202
COMMITMENTS
 283,174  176,738   68,948  502,140  657,709  854,262  903,396  139,940   90,806

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:    -11,965)
 -36,480   27,319    2,888   23,002  -49,976  -10,590  -19,769   -1,376    7,803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     17.8      6.9     50.5     66.2     85.9     90.9     14.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      48       31       28       83       89      141      138
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,789,281
COMMITMENTS
 465,340  278,308  367,972  1623006  1759261  2456318  2405542  332,964  383,740

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     21,032)
  17,275    2,785   -3,112   23,405    7,036   37,568    6,709  -16,537   14,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     10.0     13.2     58.2     63.1     88.1     86.2     11.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      346)
      60       74       82      163      185      272      292
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,112,936
COMMITMENTS
 379,780  145,699  188,615  1274665  1511164  1843060  1845478  269,876  267,459

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     54,082)
   5,236   -1,388    3,123   44,765   44,793   53,124   46,528      957    7,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      6.9      8.9     60.3     71.5     87.2     87.3     12.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      48       37       38       92      120      161      174
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      350,206
COMMITMENTS
  17,468   38,839   55,106  252,923  216,606  325,497  310,551   24,708   39,655

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:     10,185)
  -2,716    1,188    1,619    9,758    5,610    8,661    8,417    1,523    1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     11.1     15.7     72.2     61.9     92.9     88.7      7.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10       15       18       31       38       51       62
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,413
COMMITMENTS
  23,031    5,275    1,195   27,294   43,998   51,520   50,469    8,893    9,945

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      2,176)
   1,516     -290      170      534    2,646    2,219    2,525      -43     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      8.7      2.0     45.2     72.8     85.3     83.5     14.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      35       22        9       36       29       75       56
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      120,827
COMMITMENTS
  46,063   10,550    2,390   54,588   87,997  103,041  100,937   17,786   19,890

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:      4,352)
   3,031     -580      339    1,067    5,291    4,438    5,050      -86     -698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1      8.7      2.0     45.2     72.8     85.3     83.5     14.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      35       22        9       36       29       75       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,335
COMMITMENTS
   8,024    9,004    1,195      954      115   10,173   10,314      162       21

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:        822)
     880      620       86     -135      115      831      821       -9        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.6     87.1     11.6      9.2      1.1     98.4     99.8      1.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        7        3        2        1       16        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,436
COMMITMENTS
     495    4,274       37    7,814    3,992    8,346    8,303       90      133

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:       -189)
    -191     -497       11      -35      302     -215     -184       26       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     50.7      0.4     92.6     47.3     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        7        2        4        8       10       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       17,956
COMMITMENTS
   4,604    2,990       81   13,244   14,748   17,929   17,819       27      137

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:       -642)
     519       24       38   -1,199     -646     -642     -584        0      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     16.7      0.5     73.8     82.1     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        2        6       12       10       19
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       13,052
COMMITMENTS
     694    1,871      500   11,825   10,293   13,019   12,664       33      388

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:        163)
     634     -283      288     -759        8      163       13        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     14.3      3.8     90.6     78.9     99.7     97.0      0.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1        5       11        7       15
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        3,470
COMMITMENTS
     455    1,161        0    2,859    2,242    3,314    3,403      156       67

CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST:        168)
      88      145        0       53       17      141      162       27        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     33.5      0.0     82.4     64.6     95.5     98.1      4.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        0        5        8        9       12
```

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Updated April 19, 2013