```
 
 
WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      588,563
COMMITMENTS
 112,905  124,623  190,119  246,329  215,602  549,354  530,345   39,209   58,218

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:      4,682)
  -4,074   -7,250    1,884    9,213    9,816    7,022    4,450   -2,340      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     21.2     32.3     41.9     36.6     93.3     90.1      6.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     116      154      166      106      125      318      361
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,907,259
COMMITMENTS
 331,990  224,175  604,848  780,951  788,242  1717789  1617265  189,470  289,994

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     11,864)
 -38,126   12,711   35,491   13,644  -46,229   11,009    1,973      855    9,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     11.8     31.7     40.9     41.3     90.1     84.8      9.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      756)
     203      193      267      269      308      623      628
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,018
COMMITMENTS
   4,843    1,726    1,269    2,688    5,388    8,801    8,383      217      635

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:       -353)
    -301       13        8       -1     -231     -294     -209      -60     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.7     19.1     14.1     29.8     59.7     97.6     93.0      2.4      7.0

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 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,595
COMMITMENTS
   2,712      278      877    4,255    8,200    7,844    9,355    2,751    1,240

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     -1,499)
  -1,610      -54     -109       -4   -1,481   -1,723   -1,644      224      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      2.6      8.3     40.2     77.4     74.0     88.3     26.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      16        3        5       16       13       35       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      801,665
COMMITMENTS
 155,940   83,399  274,818  310,355  362,951  741,112  721,167   60,553   80,498

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     20,936)
 -12,114   16,429   19,775   11,534  -21,249   19,195   14,954    1,741    5,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     10.4     34.3     38.7     45.3     92.4     90.0      7.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      495)
     166      157      233      124      142      415      428
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      407,260
COMMITMENTS
  62,706  115,064   90,194  220,038  163,445  372,938  368,702   34,322   38,558

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     23,711)
  -2,607   10,849   10,017   14,979    2,185   22,388   23,050    1,323      661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     28.3     22.1     54.0     40.1     91.6     90.5      8.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      64      101       98       73       75      197      229
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      773,244
COMMITMENTS
  59,417   68,506   71,297  477,799  463,026  608,514  602,829  164,731  170,415

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     57,349)
  -6,314   -1,569   24,243   24,462   29,593   42,391   52,266   14,959    5,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      8.9      9.2     61.8     59.9     78.7     78.0     21.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      27       41       40       82       88      135      143
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      384,182
COMMITMENTS
  29,962   44,717    4,320  272,884  273,186  307,166  322,224   77,016   61,958

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     13,064)
   2,759   -5,031      837    8,101   18,206   11,697   14,012    1,367     -948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     11.6      1.1     71.0     71.1     80.0     83.9     20.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10        7        8       33       39       47       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       11,200
COMMITMENTS
   1,022    1,611      409    9,108    8,756   10,539   10,776      661      424

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:       -103)
     -60     -147      -63       27     -136      -96     -346       -7      243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     14.4      3.7     81.3     78.2     94.1     96.2      5.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        4        4       21       27       33       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      303,800
COMMITMENTS
  62,242   46,305   51,254  148,113  169,833  261,608  267,391   42,191   36,409

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:        804)
  -6,732    6,825   -1,718    7,265   -8,147   -1,185   -3,041    1,989    3,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     15.2     16.9     48.8     55.9     86.1     88.0     13.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      62       56       68       88       81      186      176
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,894
COMMITMENTS
   2,394    4,728    1,916    8,048    6,500   12,358   13,144    2,537    1,750

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:       -943)
    -288   -1,232      203     -390      349     -476     -680     -467     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     31.7     12.9     54.0     43.6     83.0     88.2     17.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      25       21       13       26       17       55       47
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,006,168
COMMITMENTS
 319,654  149,419   66,060  479,138  707,686  864,852  923,165  141,316   83,003

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     18,597)
  26,268     -978   11,847  -20,642  -11,143   17,473     -275    1,124   18,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     14.9      6.6     47.6     70.3     86.0     91.8     14.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      52       30       27       80       86      143      132
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,768,249
COMMITMENTS
 448,064  275,523  371,084  1599601  1752225  2418749  2398832  349,500  369,417

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:    119,993)
  25,603   -1,275   66,546   18,290   57,703  110,439  122,974    9,554   -2,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     10.0     13.4     57.8     63.3     87.4     86.7     12.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      341)
      64       69       84      155      184      263      293
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,058,854
COMMITMENTS
 374,544  147,087  185,492  1229900  1466371  1789935  1798950  268,919  259,905

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     33,114)
 -16,910  -24,892   29,129   15,487   20,764   27,706   25,001    5,408    8,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      7.1      9.0     59.7     71.2     86.9     87.4     13.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      50       38       40       93      124      164      181
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      340,021
COMMITMENTS
  20,185   37,651   53,486  243,165  210,997  316,836  302,133   23,185   37,888

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:      8,276)
  -2,259     -246     -319    7,876    7,207    5,297    6,642    2,979    1,634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     11.1     15.7     71.5     62.1     93.2     88.9      6.8     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9       15       18       31       38       51       61
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,237
COMMITMENTS
  21,516    5,565    1,025   26,760   41,353   49,301   47,943    8,936   10,294

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     -1,077)
  -1,207      204       80     -445     -894   -1,572     -611      495     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      9.6      1.8     46.0     71.0     84.7     82.3     15.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       24        9       34       30       72       58
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      116,475
COMMITMENTS
  43,031   11,130    2,051   53,520   82,706   98,603   95,887   17,872   20,588

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     -2,153)
  -2,414      407      159     -889   -1,788   -3,144   -1,221      990     -932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.9      9.6      1.8     46.0     71.0     84.7     82.3     15.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       24        9       34       30       72       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,513
COMMITMENTS
   7,144    8,384    1,109    1,089        0    9,342    9,493      171       20

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:        398)
     870      463      -79       49        0      840      384     -442       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.1     88.1     11.7     11.4      0.0     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        8        3        2        0       15        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,625
COMMITMENTS
     686    4,771       26    7,849    3,690    8,561    8,487       64      138

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:       -742)
  -1,444     -565        5      693     -163     -746     -723        4      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     55.3      0.3     91.0     42.8     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        6        2        4        8       11       14
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,598
COMMITMENTS
   4,085    2,966       43   14,443   15,394   18,571   18,403       27      195

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:        936)
    -479      470        0    1,425      406      946      876      -10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     15.9      0.2     77.7     82.8     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        6        2        5       13        9       20
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,889
COMMITMENTS
      60    2,154      212   12,584   10,285   12,856   12,651       33      238

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     16.7      1.6     97.6     79.8     99.7     98.2      0.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        1        3       12        5       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        3,302
COMMITMENTS
     367    1,016        0    2,806    2,225    3,173    3,241      129       61

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:        202)
      43      386        0      106     -225      149      161       53       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     30.8      0.0     85.0     67.4     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        0        6        8        9       13
```

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Updated April 17, 2013