WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   532,701:   112,667    123,746    154,838    230,509    202,817    498,013    481,400:    34,688     51,301
Old  :   518,079:   110,790    121,801    150,061    224,364    197,914    485,214    469,776:    32,865     48,304
Other:    14,621:     3,401      3,468      3,253      6,145      4,903     12,799     11,624:     1,822      2,997
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -8,616:       525      6,082     -5,078     -5,552     -7,935    -10,106     -6,931:     1,489     -1,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       23.2       29.1       43.3       38.1       93.5       90.4:       6.5        9.6
Old  :     100.0:      21.4       23.5       29.0       43.3       38.2       93.7       90.7:       6.3        9.3
Other:     100.0:      23.3       23.7       22.2       42.0       33.5       87.5       79.5:      12.5       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       410:       109        163        150         94        130        292        358:
Old  :       408:       108        164        144         94        129        286        355:
Other:       102:        17         18          7         17         57         40         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.2       13.7       26.4       21.1       12.6        9.5       21.1       14.0
Old  :                 15.2       13.4       26.2       21.0       12.8        9.7       21.6       14.3
Other:                 60.2       35.9       75.1       49.7       44.7       17.5       53.2       29.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 1,729,183:   345,091    209,526    519,714    693,993    705,964  1,558,798  1,435,204:   170,385    293,979
Old  :   886,132:   215,074    115,976    224,195    361,960    416,464    801,228    756,634:    84,904    129,498
Other:   843,051:   215,137    178,670    210,399    332,033    289,501    757,570    678,570:    85,481    164,481
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    17,520:    11,743     -1,021     16,726     -5,972    -12,551     22,497      3,154:    -4,977     14,366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       12.1       30.1       40.1       40.8       90.1       83.0:       9.9       17.0
Old  :     100.0:      24.3       13.1       25.3       40.8       47.0       90.4       85.4:       9.6       14.6
Other:     100.0:      25.5       21.2       25.0       39.4       34.3       89.9       80.5:      10.1       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       762:       202        192        260        269        317        612        640:
Old  :       681:       174        173        184        192        286        471        541:
Other:       664:       163        154        171        229        279        476        528:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       12.2       17.5       18.1        7.4        7.7       14.3       11.8
Old  :                 11.4       12.2       19.7       18.6       10.7        9.1       17.6       13.7
Other:                 14.3       17.6       23.4       23.3       12.2       14.7       19.9       18.9
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     8,136:     2,867      1,376      4,194        665      1,884      7,726      7,454:       410        681
Old  :     8,136:     2,867      1,376      4,194        665      1,884      7,726      7,454:       410        681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       16.9       51.5        8.2       23.2       95.0       91.6:       5.0        8.4
Old  :     100.0:      35.2       16.9       51.5        8.2       23.2       95.0       91.6:       5.0        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         9          3         11          5          8         16         20:
Old  :        20:         9          3         11          5          8         16         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.0       56.6       83.7       70.8       27.0       25.6       34.2       31.6
Old  :                 68.0       56.6       83.7       70.8       27.0       25.6       34.2       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     9,317:     3,460      1,120      2,406      3,110      5,129      8,976      8,656:       340        661
Old  :     9,253:     3,398      1,120      2,405      3,110      5,066      8,913      8,592:       339        661
Other:        64:        63          1          0          0         63         63         64:         1         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -29:      -156       -116        196        -62       -103        -22        -23:        -6         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       12.0       25.8       33.4       55.1       96.3       92.9:       3.7        7.1
Old  :     100.0:      36.7       12.1       26.0       33.6       54.8       96.3       92.9:       3.7        7.1
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:         8          5          7          7          9         15         21:
Old  :        22:         8          5          7          7          9         15         21:
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  :                 54.1       53.4       77.5       69.0       36.2       42.8       50.8       50.4
Old  :                 53.8       53.1       77.3       68.8       36.4       42.4       50.5       50.1
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, May 14, 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  :     9,993:     3,725      1,596        747      3,395      6,801      7,867      9,144:     2,125        849
Old  :     9,993:     3,725      1,596        747      3,395      6,801      7,867      9,144:     2,125        849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       121:       299        333        129       -218       -215        209        248:       -88       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       16.0        7.5       34.0       68.1       78.7       91.5:      21.3        8.5
Old  :     100.0:      37.3       16.0        7.5       34.0       68.1       78.7       91.5:      21.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        20          6          5         14         13         37         21:
Old  :        46:        20          6          5         14         13         37         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       49.7       47.5       72.0       30.7       48.4       46.6       69.6
Old  :                 30.7       49.7       47.5       72.0       30.7       48.4       46.6       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   782,164:   182,125     93,326    247,580    292,039    361,314    721,744    702,220:    60,420     79,943
Old  :   414,407:   134,543     54,890     96,745    147,060    234,307    378,348    385,943:    36,059     28,465
Other:   367,756:    89,107     79,961    109,309    144,979    127,007    343,395    316,278:    24,361     51,479
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    46,493:    15,074      4,389     23,031      4,488     15,534     42,593     42,954:     3,900      3,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.9       31.7       37.3       46.2       92.3       89.8:       7.7       10.2
Old  :     100.0:      32.5       13.2       23.3       35.5       56.5       91.3       93.1:       8.7        6.9
Other:     100.0:      24.2       21.7       29.7       39.4       34.5       93.4       86.0:       6.6       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       509:       182        158        222        126        147        429        417:
Old  :       453:       177        126        150         97        118        345        324:
Other:       404:       118        139        138        102        123        307        319:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       13.9       19.1       23.0        8.1       11.5       13.4       16.9
Old  :                 17.4       20.0       24.7       29.7       15.2       19.0       22.0       27.6
Other:                 12.8       15.3       22.4       25.4       10.2       12.2       17.4       19.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   381,834:    74,923    111,700     74,432    197,027    156,983    346,382    343,115:    35,453     38,719
Old  :   251,254:    56,161     99,277     34,077    141,498     88,767    231,736    222,121:    19,518     29,133
Other:   130,580:    39,779     33,441     19,338     55,529     68,216    114,646    120,994:    15,935      9,586
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -455:     3,906     -7,179      5,134    -10,122      4,065     -1,082      2,021:       627     -2,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       29.3       19.5       51.6       41.1       90.7       89.9:       9.3       10.1
Old  :     100.0:      22.4       39.5       13.6       56.3       35.3       92.2       88.4:       7.8       11.6
Other:     100.0:      30.5       25.6       14.8       42.5       52.2       87.8       92.7:      12.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        76         94         95         82         81        212        229:
Old  :       268:        74         92         71         71         76        177        208:
Other:       188:        52         55         44         58         50        137        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       16.1       30.7       24.6       14.0       12.3       21.5       18.2
Old  :                 27.7       13.6       38.9       23.8       26.1       12.6       36.4       21.1
Other:                 14.8       34.9       25.8       47.0       13.4       30.7       24.2       41.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   811,506:    79,105     69,831     81,533    483,873    472,943    644,511    624,307:   166,995    187,198
Old  :   811,506:    79,105     69,831     81,533    483,873    472,943    644,511    624,307:   166,995    187,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    13,181:   -11,357    -14,864     21,424     15,198       -197     25,264      6,362:   -12,083      6,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7        8.6       10.0       59.6       58.3       79.4       76.9:      20.6       23.1
Old  :     100.0:       9.7        8.6       10.0       59.6       58.3       79.4       76.9:      20.6       23.1
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  :       183:        31         39         47         96         98        157        154:
Old  :       183:        31         39         47         96         98        157        154:
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  :                 24.6       12.8       32.1       21.1       21.8       10.2       27.1       16.6
Old  :                 24.6       12.8       32.1       21.1       21.8       10.2       27.1       16.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   397,864:    24,203     47,828      5,885    294,018    289,746    324,106    343,459:    73,758     54,405
Old  :   397,864:    24,203     47,828      5,885    294,018    289,746    324,106    343,459:    73,758     54,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -2,889:    -6,094        470      3,493      4,423     -5,357      1,822     -1,395:    -4,710     -1,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.0        1.5       73.9       72.8       81.5       86.3:      18.5       13.7
Old  :     100.0:       6.1       12.0        1.5       73.9       72.8       81.5       86.3:      18.5       13.7
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  :        74:         7          8          5         42         45         53         54:
Old  :        74:         7          8          5         42         45         53         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       35.0       49.5       48.7       31.8       34.7       43.9       48.3
Old  :                 35.5       35.0       49.5       48.7       31.8       34.7       43.9       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     9,994:     1,787        298        713      6,842      8,605      9,342      9,616:       652        378
Old  :     9,994:     1,787        298        713      6,842      8,605      9,342      9,616:       652        378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -122:       447       -251         46       -600         29       -107       -176:       -15         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        3.0        7.1       68.5       86.1       93.5       96.2:       6.5        3.8
Old  :     100.0:      17.9        3.0        7.1       68.5       86.1       93.5       96.2:       6.5        3.8
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  :        44:        10          6          5         23         25         37         32:
Old  :        44:        10          6          5         23         25         37         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       41.8       68.6       64.4       31.8       22.7       38.6       34.5
Old  :                 52.9       41.8       68.6       64.4       31.8       22.7       38.6       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   293,883:    79,690     35,525     48,530    121,955    183,323    250,176    267,378:    43,708     26,506
Old  :   195,393:    70,076     21,549     25,483     70,573    131,735    166,133    178,768:    29,260     16,625
Other:    98,491:    16,958     21,319     15,703     51,382     51,588     84,043     88,610:    14,448      9,881
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :     3,145:     3,415     -6,732      6,833     -8,172      6,027      2,075      6,127:     1,069     -2,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       12.1       16.5       41.5       62.4       85.1       91.0:      14.9        9.0
Old  :     100.0:      35.9       11.0       13.0       36.1       67.4       85.0       91.5:      15.0        8.5
Other:     100.0:      17.2       21.6       15.9       52.2       52.4       85.3       90.0:      14.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        80         48         79         83         82        204        179:
Old  :       231:        84         45         52         76         76        180        154:
Other:       170:        38         47         45         67         48        132        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       30.1       16.5       43.1        8.2       26.3       14.2       34.8
Old  :                 11.0       36.1       18.7       48.1       10.9       34.4       18.0       43.0
Other:                 15.4       26.4       24.8       44.0       11.4       20.8       19.7       34.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,094:     1,951      5,303        492      6,993      4,642      9,436     10,438:     2,658      1,656
Old  :    10,623:     1,857      5,317        250      6,502      3,720      8,608      9,287:     2,014      1,336
Other:     1,471:       228        120        109        491        922        828      1,151:       643        320
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -50:       -18        -56         -1       -288        -50       -307       -106:       257         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       43.9        4.1       57.8       38.4       78.0       86.3:      22.0       13.7
Old  :     100.0:      17.5       50.0        2.4       61.2       35.0       81.0       87.4:      19.0       12.6
Other:     100.0:      15.5        8.2        7.4       33.4       62.7       56.3       78.2:      43.7       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        20         17          8         24         15         45         39:
Old  :        64:        19         18          6         23         11         44         33:
Other:        28:         7          4          7         11          9         21         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       38.1       48.5       57.6       32.3       36.9       47.6       54.8
Old  :                 34.9       42.8       53.0       63.2       34.7       42.1       52.8       61.5
Other:                 27.8       49.6       41.6       67.8       27.8       48.1       40.6       64.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 1,015,520:   259,392    199,029     73,513    549,312    658,214    882,218    930,755:   133,303     84,765
Old  : 1,015,520:   259,392    199,029     73,513    549,312    658,214    882,218    930,755:   133,303     84,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   -37,019:   -22,023     -1,693     -9,723     -1,334    -16,100    -33,081    -27,516:    -3,938     -9,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       19.6        7.2       54.1       64.8       86.9       91.7:      13.1        8.3
Old  :     100.0:      25.5       19.6        7.2       54.1       64.8       86.9       91.7:      13.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        44         36         31         89         94        148        146:
Old  :       205:        44         36         31         89         94        148        146:
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  :                 19.7       21.0       30.0       34.5       16.8       19.9       23.7       30.9
Old  :                 19.7       21.0       30.0       34.5       16.8       19.9       23.7       30.9
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, May 14, 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  : 2,945,331:   368,317    346,888    400,831  1,831,385  1,762,197  2,600,534  2,509,916:   344,797    435,415
Old  : 2,945,331:   368,317    346,888    400,831  1,831,385  1,762,197  2,600,534  2,509,916:   344,797    435,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   158,084:   -67,387      2,920     66,274    146,132     54,741    145,020    123,935:    13,064     34,149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       11.8       13.6       62.2       59.8       88.3       85.2:      11.7       14.8
Old  :     100.0:      12.5       11.8       13.6       62.2       59.8       88.3       85.2:      11.7       14.8
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  :       327:        52         80         82        155        175        258        286:
Old  :       327:        52         80         82        155        175        258        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       12.7       31.6       20.4       20.3        8.7       28.7       14.7
Old  :                 21.4       12.7       31.6       20.4       20.3        8.7       28.7       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  : 2,086,188:   344,814    188,292    230,167  1,262,668  1,390,822  1,837,648  1,809,280:   248,539    276,908
Old  : 2,086,188:   344,814    188,292    230,167  1,262,668  1,390,822  1,837,648  1,809,280:   248,539    276,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :   -46,096:   -46,818     23,361     14,506     14,916   -104,252    -17,396    -66,385:   -28,701     20,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        9.0       11.0       60.5       66.7       88.1       86.7:      11.9       13.3
Old  :     100.0:      16.5        9.0       11.0       60.5       66.7       88.1       86.7:      11.9       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        45         40         44         99        114        164        178:
Old  :       221:        45         40         44         99        114        164        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       21.3       39.1       34.2       23.8       20.8       34.0       30.2
Old  :                 24.7       21.3       39.1       34.2       23.8       20.8       34.0       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   329,310:    17,063     29,198     70,055    220,957    193,869    308,075    293,121:    21,235     36,188
Old  :   329,310:    17,063     29,198     70,055    220,957    193,869    308,075    293,121:    21,235     36,188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :     2,300:     4,729     -4,294      2,351     -6,418      6,543        662      4,600:     1,638     -2,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        8.9       21.3       67.1       58.9       93.6       89.0:       6.4       11.0
Old  :     100.0:       5.2        8.9       21.3       67.1       58.9       93.6       89.0:       6.4       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         9         16         18         31         39         53         61:
Old  :        68:         9         16         18         31         39         53         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       26.4       57.7       41.1       31.5       22.4       39.5       28.8
Old  :                 42.7       26.4       57.7       41.1       31.5       22.4       39.5       28.8
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, May 14, 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  :    63,288:    22,571      4,523      1,548     29,658     46,536     53,777     52,606:     9,511     10,682
Old  :    63,288:    22,571      4,523      1,548     29,658     46,536     53,777     52,606:     9,511     10,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       160:    -1,193       -131        303        577       -940       -313       -768:       473        928
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        7.1        2.4       46.9       73.5       85.0       83.1:      15.0       16.9
Old  :     100.0:      35.7        7.1        2.4       46.9       73.5       85.0       83.1:      15.0       16.9
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  :       111:        37         14         12         40         32         81         54:
Old  :       111:        37         14         12         40         32         81         54:
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  :                 23.1       32.9       35.3       53.6       22.9       32.5       35.1       53.1
Old  :                 23.1       32.9       35.3       53.6       22.9       32.5       35.1       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :   126,576:    45,142      9,045      3,095     59,317     93,072    107,554    105,212:    19,022     21,364
Old  :   126,576:    45,142      9,045      3,095     59,317     93,072    107,554    105,212:    19,022     21,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       320:    -2,385       -262        607      1,153     -1,881       -625     -1,536:       945      1,856
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7        7.1        2.4       46.9       73.5       85.0       83.1:      15.0       16.9
Old  :     100.0:      35.7        7.1        2.4       46.9       73.5       85.0       83.1:      15.0       16.9
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  :       111:        37         14         12         40         32         81         54:
Old  :       111:        37         14         12         40         32         81         54:
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  :                 23.1       32.9       35.3       53.6       22.9       32.5       35.1       53.1
Old  :                 23.1       32.9       35.3       53.6       22.9       32.5       35.1       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    10,115:     7,818      8,681      1,085      1,082        327      9,985     10,093:       130         22
Old  :    10,115:     7,818      8,681      1,085      1,082        327      9,985     10,093:       130         22
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -18:        58       -156        133       -203          5        -12        -18:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       85.8       10.7       10.7        3.2       98.7       99.8:       1.3        0.2
Old  :     100.0:      77.3       85.8       10.7       10.7        3.2       98.7       99.8:       1.3        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  :        21:        11          7          3          2          1         15          9:
Old  :        21:        11          7          3          2          1         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       83.2       90.5       99.1       72.6       80.7       83.8       89.1
Old  :                 75.1       83.2       90.5       99.1       72.6       80.7       83.8       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                                                       Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     8,760:       889      4,771         44      7,706      3,819      8,639      8,634:       121        126
Old  :     8,760:       889      4,771         44      7,706      3,819      8,639      8,634:       121        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :        -7:       289         45          0       -287        -27          2         18:        -9        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       54.5        0.5       88.0       43.6       98.6       98.6:       1.4        1.4
Old  :     100.0:      10.1       54.5        0.5       88.0       43.6       98.6       98.6:       1.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6          9          2          3          7         11         16:
Old  :        25:         6          9          2          3          7         11         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  :                 94.1       77.2       97.7       90.7       94.1       76.7       97.7       90.2
Old  :                 94.1       77.2       97.7       90.7       94.1       76.7       97.7       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :    18,504:     2,706      3,193      2,092     13,699     13,119     18,497     18,404:         7        100
Old  :    18,504:     2,706      3,193      2,092     13,699     13,119     18,497     18,404:         7        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :    -1,093:    -2,521         19      2,059       -584     -3,161     -1,046     -1,083:       -47        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       17.3       11.3       74.0       70.9      100.0       99.5:       0.0        0.5
Old  :     100.0:      14.6       17.3       11.3       74.0       70.9      100.0       99.5:       0.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          6          2          9         10         15         17:
Old  :        29:         5          6          2          9         10         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.4       64.9       96.0       92.0       73.1       64.9       85.3       82.8
Old  :                 80.4       64.9       96.0       92.0       73.1       64.9       85.3       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 2013                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    12,149:       629      2,064        500     11,002      9,497     12,131     12,061:        18         88
Old  :    12,149:       629      2,064        500     11,002      9,497     12,131     12,061:        18         88
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :      -142:        26        526       -106        -66       -262       -146        158:         4       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       17.0        4.1       90.6       78.2       99.9       99.3:       0.1        0.7
Old  :     100.0:       5.2       17.0        4.1       90.6       78.2       99.9       99.3:       0.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          5          1          4         10          5         16:
Old  :        20:         1          5          1          4         10          5         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  :                 99.4       64.5       99.9       86.7       95.2       64.5       95.7       86.2
Old  :                 99.4       64.5       99.9       86.7       95.2       64.5       95.7       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                                                        Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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  :     3,434:       841        724          0      2,432      2,657      3,273      3,381:       161         53
Old  :     3,434:       841        724          0      2,432      2,657      3,273      3,381:       161         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 7, 2013                          :
     :       -61:       157       -607          0       -268        553       -111        -54:        50         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       21.1        0.0       70.8       77.4       95.3       98.5:       4.7        1.5
Old  :     100.0:      24.5       21.1        0.0       70.8       77.4       95.3       98.5:       4.7        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          5          0          3          8          8         13:
Old  :        20:         5          5          0          3          8          8         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.9       66.5       95.3       88.6       88.9       66.5       94.3       88.6
Old  :                 88.9       66.5       95.3       88.6       88.9       66.5       94.3       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 17, 2013