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WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :   586,145:   123,279    135,083    173,686    248,925    222,397    545,890    531,166:    40,255     54,980
Old  :   249,680:    86,549     91,124     44,158    101,478     94,587    232,185    229,869:    17,495     19,811
Other:   336,465:    59,953     67,182    106,305    147,448    127,809    313,705    301,296:    22,760     35,169
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     9,077:     2,715     -5,321        650      6,388     16,180      9,753     11,509:      -676     -2,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       23.0       29.6       42.5       37.9       93.1       90.6:       6.9        9.4
Old  :     100.0:      34.7       36.5       17.7       40.6       37.9       93.0       92.1:       7.0        7.9
Other:     100.0:      17.8       20.0       31.6       43.8       38.0       93.2       89.5:       6.8       10.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       118        164        164        109        124        335        358:
Old  :       371:       116        129         98         79         95        250        268:
Other:       335:        86        118        109         84        112        234        282:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       13.6       23.7       21.7       11.4       10.3       18.9       16.2
Old  :                 14.8       24.1       26.2       35.4       14.4       23.6       24.1       34.0
Other:                 19.3       13.7       30.9       22.7       14.3        8.4       21.0       13.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  : 1,818,556:   429,375    173,225    489,504    723,631    878,855  1,642,509  1,541,584:   176,046    276,972
Old  : 1,207,703:   326,495    135,128    267,805    495,636    636,207  1,089,937  1,039,141:   117,766    168,562
Other:   610,853:   196,180    131,397    128,398    227,995    242,648    552,573    502,443:    58,280    108,410
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    42,925:    38,637     -2,362    -21,331     25,786     59,214     43,092     35,521:      -167      7,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        9.5       26.9       39.8       48.3       90.3       84.8:       9.7       15.2
Old  :     100.0:      27.0       11.2       22.2       41.0       52.7       90.2       86.0:       9.8       14.0
Other:     100.0:      32.1       21.5       21.0       37.3       39.7       90.5       82.3:       9.5       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       777:       213        178        235        271        342        612        636:
Old  :       733:       187        174        196        230        326        533        586:
Other:       617:       141        131        124        189        290        388        488:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.2       14.1       18.0       20.6        7.3       10.0       13.6       14.1
Old  :                 10.7       12.3       19.1       20.3        9.2        9.0       15.9       13.9
Other:                 18.0       22.1       28.9       29.2       16.4       19.2       24.3       24.7
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :     9,190:     4,892      1,390      1,275      2,802      5,669      8,968      8,334:       221        856
Old  :     9,134:     4,838      1,390      1,274      2,802      5,614      8,914      8,278:       220        856
Other:        56:        55          1          0          0         55         55         56:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.2       15.1       13.9       30.5       61.7       97.6       90.7:       2.4        9.3
Old  :     100.0:      53.0       15.2       13.9       30.7       61.5       97.6       90.6:       2.4        9.4
Other:     100.0:      98.0        2.0        0.0        0.0       98.0       98.0      100.0:       2.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          6          7          7          9         14         22:
Old  :        22:         7          6          7          7          9         14         22:
Other:         3:         1          1          0          0          1          1          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       49.2       85.1       70.3       49.1       37.3       58.0       47.9
Old  :                 61.7       48.9       85.1       70.2       48.8       36.9       57.8       47.6
Other:                 98.0      100.0       98.0      100.0       98.0      100.0       98.0      100.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :    12,385:     4,681        196      1,248      4,055      9,611      9,983     11,055:     2,402      1,330
Old  :     9,646:     4,723        507        477      2,218      7,631      7,417      8,615:     2,229      1,031
Other:     2,740:       367         98        362      1,837      1,980      2,566      2,440:       174        299
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       776:       373       -122        238        112        434        723        551:        52        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        1.6       10.1       32.7       77.6       80.6       89.3:      19.4       10.7
Old  :     100.0:      49.0        5.3        4.9       23.0       79.1       76.9       89.3:      23.1       10.7
Other:     100.0:      13.4        3.6       13.2       67.1       72.3       93.7       89.1:       6.3       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19          5          7         13         15         37         24:
Old  :        46:        19          7          5         12         13         35         21:
Other:        26:         4          4          5         11         12         18         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.0       50.3       53.5       69.4       39.0       50.2       51.7       67.1
Old  :                 40.3       54.7       53.5       73.5       40.3       54.7       53.1       72.1
Other:                 61.3       53.4       78.0       72.6       57.1       53.0       68.9       66.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :   795,077:   182,251     53,868    250,921    299,212    418,615    732,383    723,403:    62,694     71,674
Old  :   556,885:   153,242     41,991    141,174    213,612    336,252    508,028    519,417:    48,856     37,467
Other:   238,192:    60,828     43,696     77,926     85,600     82,363    224,355    203,986:    13,838     34,207
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :   -12,173:     2,721     -7,387    -12,973     -3,729     10,252    -13,981    -10,107:     1,808     -2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        6.8       31.6       37.6       52.7       92.1       91.0:       7.9        9.0
Old  :     100.0:      27.5        7.5       25.4       38.4       60.4       91.2       93.3:       8.8        6.7
Other:     100.0:      25.5       18.3       32.7       35.9       34.6       94.2       85.6:       5.8       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       474:       180        133        205        121        143        398        394:
Old  :       448:       171        120        175        110        127        369        341:
Other:       324:        95        105         96         78         97        223        251:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       14.6       21.8       24.5        9.7       11.6       15.0       17.9
Old  :                 17.0       19.6       24.2       28.7       15.4       17.0       21.7       25.4
Other:                 18.6       18.7       30.8       31.5       14.3       11.9       21.7       19.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :   377,229:    67,686    101,837     73,369    198,403    165,919    339,457    341,125:    37,772     36,104
Old  :   300,689:    63,056     99,858     45,976    164,940    124,201    273,972    270,035:    26,717     30,654
Other:    76,540:    18,597     15,946     13,426     33,463     41,719     65,486     71,091:    11,054      5,449
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -4,474:     4,134    -10,211        446    -14,779      6,619    -10,199     -3,146:     5,725     -1,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       27.0       19.4       52.6       44.0       90.0       90.4:      10.0        9.6
Old  :     100.0:      21.0       33.2       15.3       54.9       41.3       91.1       89.8:       8.9       10.2
Other:     100.0:      24.3       20.8       17.5       43.7       54.5       85.6       92.9:      14.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        67         89         93         74         74        197        213:
Old  :       254:        72         86         79         68         72        177        204:
Other:       137:        40         29         33         50         35        112         82:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       19.0       28.3       27.9       11.5       15.4       19.7       21.9
Old  :                 20.5       18.7       32.0       28.0       18.6       17.3       27.8       25.5
Other:                 20.5       38.7       33.6       55.7       17.6       34.8       28.7       47.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :   697,842:    57,828     64,263     42,795    457,399    416,370    558,022    523,429:   139,820    174,413
Old  :   697,842:    57,828     64,263     42,795    457,399    416,370    558,022    523,429:   139,820    174,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :   -27,459:       -76     -3,572    -16,105    -10,564      1,406    -26,745    -18,272:      -714     -9,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        9.2        6.1       65.5       59.7       80.0       75.0:      20.0       25.0
Old  :     100.0:       8.3        9.2        6.1       65.5       59.7       80.0       75.0:      20.0       25.0
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  :       166:        32         33         34         80         82        130        131:
Old  :       166:        32         33         34         80         82        130        131:
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  :                 26.2       18.4       34.7       26.9       23.3       16.0       30.2       23.3
Old  :                 26.2       18.4       34.7       26.9       23.3       16.0       30.2       23.3
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, March 26, 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  :   378,242:    25,650     51,103      3,354    275,485    260,890    304,489    315,348:    73,753     62,894
Old  :   378,242:    25,650     51,103      3,354    275,485    260,890    304,489    315,348:    73,753     62,894
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -3,945:       384     -2,256       -361     -3,924     -6,688     -3,900     -9,305:       -45      5,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.8       13.5        0.9       72.8       69.0       80.5       83.4:      19.5       16.6
Old  :     100.0:       6.8       13.5        0.9       72.8       69.0       80.5       83.4:      19.5       16.6
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  :        68:         7          7          6         36         41         46         51:
Old  :        68:         7          7          6         36         41         46         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       37.3       51.5       49.8       33.8       37.2       46.1       49.1
Old  :                 37.1       37.3       51.5       49.8       33.8       37.2       46.1       49.1
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, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :    10,899:     1,045      1,549        548      8,511      8,492     10,104     10,589:       795        310
Old  :    10,899:     1,045      1,549        548      8,511      8,492     10,104     10,589:       795        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       -25:       -61        401       -157         88       -228       -130         16:       105        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       14.2        5.0       78.1       77.9       92.7       97.2:       7.3        2.8
Old  :     100.0:       9.6       14.2        5.0       78.1       77.9       92.7       97.2:       7.3        2.8
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  :        49:         8          6          8         23         29         39         38:
Old  :        49:         8          6          8         23         29         39         38:
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  :                 48.4       43.8       61.2       66.1       23.7       24.1       30.7       33.8
Old  :                 48.4       43.8       61.2       66.1       23.7       24.1       30.7       33.8
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, March 26, 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  :   318,015:    79,166     37,190     56,797    137,940    196,254    273,903    290,242:    44,112     27,773
Old  :   252,359:    70,483     29,206     41,402    106,061    159,911    217,946    230,519:    34,414     21,840
Other:    65,656:    14,973     14,276      9,105     31,879     36,343     55,957     59,723:     9,698      5,933
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -4,361:    -8,034      1,706     -2,210      4,865     -3,058     -5,379     -3,562:     1,018       -800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       11.7       17.9       43.4       61.7       86.1       91.3:      13.9        8.7
Old  :     100.0:      27.9       11.6       16.4       42.0       63.4       86.4       91.3:      13.6        8.7
Other:     100.0:      22.8       21.7       13.9       48.6       55.4       85.2       91.0:      14.8        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       234:        71         51         59         85         80        188        165:
Old  :       227:        71         47         56         81         76        179        158:
Other:       124:        27         31         23         57         36        100         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       30.5       15.7       43.1        7.7       28.3       13.7       34.7
Old  :                  9.4       32.3       17.3       41.9        9.2       30.4       16.3       36.9
Other:                 19.9       34.1       31.6       48.5       16.3       28.9       26.7       41.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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  :    16,900:     2,643      6,944      1,881      9,360      5,808     13,884     14,632:     3,016      2,268
Old  :    16,236:     2,544      7,001      1,750      9,166      5,360     13,459     14,111:     2,776      2,125
Other:       664:       186         30         43        194        448        424        522:       240        143
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :        30:        67        188       -184         -1       -175       -118       -171:       148        201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       41.1       11.1       55.4       34.4       82.2       86.6:      17.8       13.4
Old  :     100.0:      15.7       43.1       10.8       56.5       33.0       82.9       86.9:      17.1       13.1
Other:     100.0:      28.1        4.6        6.5       29.3       67.4       63.9       78.5:      36.1       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        24         21         11         26         15         53         46:
Old  :        76:        24         23         11         26         15         53         46:
Other:        23:         9          4          5          8          4         18         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       34.3       41.3       48.8       25.8       28.1       37.9       42.0
Old  :                 29.6       35.7       42.9       49.6       27.4       29.4       39.9       43.2
Other:                 39.5       69.2       52.2       75.8       39.5       67.3       50.9       69.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,011,207:   328,168    161,812     47,520    503,138    723,987    878,826    933,319:   132,381     77,888
Old  : 1,011,207:   328,168    161,812     47,520    503,138    723,987    878,826    933,319:   132,381     77,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     1,662:     1,126    -12,951    -13,518      9,226     29,715     -3,166      3,247:     4,828     -1,585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       16.0        4.7       49.8       71.6       86.9       92.3:      13.1        7.7
Old  :     100.0:      32.5       16.0        4.7       49.8       71.6       86.9       92.3:      13.1        7.7
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  :       205:        48         37         26         82         88        143        138:
Old  :       205:        48         37         26         82         88        143        138:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       26.1       31.6       38.3       16.7       25.3       27.7       35.9
Old  :                 19.0       26.1       31.6       38.3       16.7       25.3       27.7       35.9
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, March 26, 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  : 2,554,984:   383,891    270,217    258,129  1,605,274  1,653,214  2,247,293  2,181,560:   307,691    373,423
Old  : 2,554,984:   383,891    270,217    258,129  1,605,274  1,653,214  2,247,293  2,181,560:   307,691    373,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :   -98,540:    59,858    -30,150    -54,858    -87,257    -19,001    -82,258   -104,009:   -16,282      5,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.6       10.1       62.8       64.7       88.0       85.4:      12.0       14.6
Old  :     100.0:      15.0       10.6       10.1       62.8       64.7       88.0       85.4:      12.0       14.6
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  :       301:        55         63         72        142        160        233        259:
Old  :       301:        55         63         72        142        160        233        259:
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  :                 24.4       14.9       35.0       22.7       21.7       11.4       30.8       18.4
Old  :                 24.4       14.9       35.0       22.7       21.7       11.4       30.8       18.4
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, March 26, 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  : 1,968,029:   337,009    160,589    145,610  1,249,904  1,403,981  1,732,523  1,710,179:   235,506    257,850
Old  : 1,968,029:   337,009    160,589    145,610  1,249,904  1,403,981  1,732,523  1,710,179:   235,506    257,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    49,454:    35,691    -12,495     -5,905     12,743     60,575     42,530     42,175:     6,924      7,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        8.2        7.4       63.5       71.3       88.0       86.9:      12.0       13.1
Old  :     100.0:      17.1        8.2        7.4       63.5       71.3       88.0       86.9:      12.0       13.1
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  :       217:        41         37         37         88        117        146        174:
Old  :       217:        41         37         37         88        117        146        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       24.7       46.0       36.4       30.1       24.4       41.0       33.3
Old  :                 30.5       24.7       46.0       36.4       30.1       24.4       41.0       33.3
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, March 26, 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  :   377,185:    42,608     37,403     60,605    252,364    245,653    355,577    343,661:    21,608     33,524
Old  :   377,185:    42,608     37,403     60,605    252,364    245,653    355,577    343,661:    21,608     33,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    24,036:    16,233       -899      2,513      8,076     23,730     26,822     25,345:    -2,787     -1,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        9.9       16.1       66.9       65.1       94.3       91.1:       5.7        8.9
Old  :     100.0:      11.3        9.9       16.1       66.9       65.1       94.3       91.1:       5.7        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        21         13         22         33         40         60         70:
Old  :        77:        21         13         22         33         40         60         70:
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  :                 38.0       30.0       50.4       45.8       28.7       26.0       34.7       33.8
Old  :                 38.0       30.0       50.4       45.8       28.7       26.0       34.7       33.8
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, March 26, 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  :    58,374:    22,206      4,551      1,098     25,906     43,943     49,210     49,593:     9,164      8,781
Old  :    58,374:    22,206      4,551      1,098     25,906     43,943     49,210     49,593:     9,164      8,781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     2,347:      -715        648        120      2,361      1,571      1,765      2,339:       582          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        7.8        1.9       44.4       75.3       84.3       85.0:      15.7       15.0
Old  :     100.0:      38.0        7.8        1.9       44.4       75.3       84.3       85.0:      15.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        39         17          9         31         30         73         53:
Old  :       108:        39         17          9         31         30         73         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       30.7       41.1       54.8       25.9       30.3       40.7       54.5
Old  :                 26.4       30.7       41.1       54.8       25.9       30.3       40.7       54.5
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, March 26, 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  :   116,748:    44,411      9,102      2,197     51,812     87,887     98,420     99,185:    18,328     17,562
Old  :   116,748:    44,411      9,102      2,197     51,812     87,887     98,420     99,185:    18,328     17,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     4,694:    -1,431      1,295        240      4,721      3,142      3,531      4,677:     1,163         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        7.8        1.9       44.4       75.3       84.3       85.0:      15.7       15.0
Old  :     100.0:      38.0        7.8        1.9       44.4       75.3       84.3       85.0:      15.7       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        39         17          9         31         30         73         53:
Old  :       108:        39         17          9         31         30         73         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       30.7       41.1       54.8       25.9       30.3       40.7       54.5
Old  :                 26.4       30.7       41.1       54.8       25.9       30.3       40.7       54.5
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, March 26, 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  :     6,689:     3,996      5,027      1,141        954        517      6,091      6,685:       598          4
Old  :     6,689:     3,996      5,027      1,141        954        517      6,091      6,685:       598          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :    -5,926:    -4,301     -6,225        -27     -1,905        326     -6,233     -5,926:       307          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7       75.2       17.1       14.3        7.7       91.1       99.9:       8.9        0.1
Old  :     100.0:      59.7       75.2       17.1       14.3        7.7       91.1       99.9:       8.9        0.1
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:         8          9          3          2          1         12         11:
Old  :        20:         8          9          3          2          1         12         11:
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  :                 58.7       75.9       82.2       96.9       57.7       70.2       71.1       80.9
Old  :                 58.7       75.9       82.2       96.9       57.7       70.2       71.1       80.9
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, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     8,614:     1,465      5,336         21      7,097      3,096      8,583      8,453:        31        161
Old  :     8,614:     1,465      5,336         21      7,097      3,096      8,583      8,453:        31        161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :       -33:       -31        -82          4          5         -6        -22        -84:       -11         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       61.9        0.2       82.4       35.9       99.6       98.1:       0.4        1.9
Old  :     100.0:      17.0       61.9        0.2       82.4       35.9       99.6       98.1:       0.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          6          2          3          9          9         15:
Old  :        21:         4          6          2          3          9          9         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  :                 97.4       79.0       99.6       92.8       97.4       78.7       99.4       92.5
Old  :                 97.4       79.0       99.6       92.8       97.4       78.7       99.4       92.5
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, March 26, 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  :    16,453:     4,682      2,480         86     11,637     13,856     16,405     16,422:        48         31
Old  :    16,453:     4,682      2,480         86     11,637     13,856     16,405     16,422:        48         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :     2,382:       462        547         50      1,849      1,794      2,361      2,391:        21         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       15.1        0.5       70.7       84.2       99.7       99.8:       0.3        0.2
Old  :     100.0:      28.5       15.1        0.5       70.7       84.2       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          5          1          6         10          9         16:
Old  :        24:         3          5          1          6         10          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.9       67.4       99.3       91.3       91.9       67.4       98.8       91.3
Old  :                 91.9       67.4       99.3       91.3       91.9       67.4       98.8       91.3
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, March 26, 2013                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000)                                                    :
     :          :                                                                            :
All  :     3,100:       324        630          0      2,700      2,450      3,024      3,080:        76         20
Old  :     3,100:       324        630          0      2,700      2,450      3,024      3,080:        76         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 19, 2013                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       20.3        0.0       87.1       79.0       97.5       99.4:       2.5        0.6
Old  :     100.0:      10.5       20.3        0.0       87.1       79.0       97.5       99.4:       2.5        0.6
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  :        21:         3          6          0          4          9          7         15:
Old  :        21:         3          6          0          4          9          7         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  :                 93.5       63.7       97.5       87.8       93.5       63.7       96.3       87.8
Old  :                 93.5       63.7       97.5       87.8       93.5       63.7       96.3       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 29, 2013