WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      532,701
COMMITMENTS
 112,667  123,746  154,838  230,509  202,817  498,013  481,400   34,688   51,301

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     -8,616)
     525    6,082   -5,078   -5,552   -7,935  -10,106   -6,931    1,489   -1,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     23.2     29.1     43.3     38.1     93.5     90.4      6.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
     109      163      150       94      130      292      358
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,729,183
COMMITMENTS
 345,091  209,526  519,714  693,993  705,964  1558798  1435204  170,385  293,979

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     17,520)
  11,743   -1,021   16,726   -5,972  -12,551   22,497    3,154   -4,977   14,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     12.1     30.1     40.1     40.8     90.1     83.0      9.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      762)
     202      192      260      269      317      612      640
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,136
COMMITMENTS
   2,867    1,376    4,194      665    1,884    7,726    7,454      410      681

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2     16.9     51.5      8.2     23.2     95.0     91.6      5.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        3       11        5        8       16       20
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,317
COMMITMENTS
   3,460    1,120    2,406    3,110    5,129    8,976    8,656      340      661

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        -29)
    -156     -116      196      -62     -103      -22      -23       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1     12.0     25.8     33.4     55.1     96.3     92.9      3.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        7        7        9       15       21
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,993
COMMITMENTS
   3,725    1,596      747    3,395    6,801    7,867    9,144    2,125      849

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        121)
     299      333      129     -218     -215      209      248      -88     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     16.0      7.5     34.0     68.1     78.7     91.5     21.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        6        5       14       13       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      782,164
COMMITMENTS
 182,125   93,326  247,580  292,039  361,314  721,744  702,220   60,420   79,943

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     46,493)
  15,074    4,389   23,031    4,488   15,534   42,593   42,954    3,900    3,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     11.9     31.7     37.3     46.2     92.3     89.8      7.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      509)
     182      158      222      126      147      429      417
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      381,834
COMMITMENTS
  74,923  111,700   74,432  197,027  156,983  346,382  343,115   35,453   38,719

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:       -455)
   3,906   -7,179    5,134  -10,122    4,065   -1,082    2,021      627   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     29.3     19.5     51.6     41.1     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      76       94       95       82       81      212      229
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      811,506
COMMITMENTS
  79,105   69,831   81,533  483,873  472,943  644,511  624,307  166,995  187,198

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     13,181)
 -11,357  -14,864   21,424   15,198     -197   25,264    6,362  -12,083    6,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      8.6     10.0     59.6     58.3     79.4     76.9     20.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      31       39       47       96       98      157      154
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      397,864
COMMITMENTS
  24,203   47,828    5,885  294,018  289,746  324,106  343,459   73,758   54,405

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     -2,889)
  -6,094      470    3,493    4,423   -5,357    1,822   -1,395   -4,710   -1,494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     12.0      1.5     73.9     72.8     81.5     86.3     18.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7        8        5       42       45       53       54
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,994
COMMITMENTS
   1,787      298      713    6,842    8,605    9,342    9,616      652      378

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:       -122)
     447     -251       46     -600       29     -107     -176      -15       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      3.0      7.1     68.5     86.1     93.5     96.2      6.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        6        5       23       25       37       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      293,883
COMMITMENTS
  79,690   35,525   48,530  121,955  183,323  250,176  267,378   43,708   26,506

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:      3,145)
   3,415   -6,732    6,833   -8,172    6,027    2,075    6,127    1,069   -2,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1     12.1     16.5     41.5     62.4     85.1     91.0     14.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
      80       48       79       83       82      204      179
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,094
COMMITMENTS
   1,951    5,303      492    6,993    4,642    9,436   10,438    2,658    1,656

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        -50)
     -18      -56       -1     -288      -50     -307     -106      257       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     43.9      4.1     57.8     38.4     78.0     86.3     22.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      20       17        8       24       15       45       39
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,015,520
COMMITMENTS
 259,392  199,029   73,513  549,312  658,214  882,218  930,755  133,303   84,765

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:    -37,019)
 -22,023   -1,693   -9,723   -1,334  -16,100  -33,081  -27,516   -3,938   -9,503

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     19.6      7.2     54.1     64.8     86.9     91.7     13.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
      44       36       31       89       94      148      146
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,945,331
COMMITMENTS
 368,317  346,888  400,831  1831385  1762197  2600534  2509916  344,797  435,415

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:    158,084)
 -67,387    2,920   66,274  146,132   54,741  145,020  123,935   13,064   34,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     11.8     13.6     62.2     59.8     88.3     85.2     11.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      52       80       82      155      175      258      286
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,086,188
COMMITMENTS
 344,814  188,292  230,167  1262668  1390822  1837648  1809280  248,539  276,908

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:    -46,096)
 -46,818   23,361   14,506   14,916 -104,252  -17,396  -66,385  -28,701   20,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      9.0     11.0     60.5     66.7     88.1     86.7     11.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      45       40       44       99      114      164      178
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      329,310
COMMITMENTS
  17,063   29,198   70,055  220,957  193,869  308,075  293,121   21,235   36,188

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:      2,300)
   4,729   -4,294    2,351   -6,418    6,543      662    4,600    1,638   -2,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.9     21.3     67.1     58.9     93.6     89.0      6.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       9       16       18       31       39       53       61
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,288
COMMITMENTS
  22,571    4,523    1,548   29,658   46,536   53,777   52,606    9,511   10,682

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        160)
  -1,193     -131      303      577     -940     -313     -768      473      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      7.1      2.4     46.9     73.5     85.0     83.1     15.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      37       14       12       40       32       81       54
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,576
COMMITMENTS
  45,142    9,045    3,095   59,317   93,072  107,554  105,212   19,022   21,364

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        320)
  -2,385     -262      607    1,153   -1,881     -625   -1,536      945    1,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      7.1      2.4     46.9     73.5     85.0     83.1     15.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      37       14       12       40       32       81       54
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,115
COMMITMENTS
   7,818    8,681    1,085    1,082      327    9,985   10,093      130       22

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        -18)
      58     -156      133     -203        5      -12      -18       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.3     85.8     10.7     10.7      3.2     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        7        3        2        1       15        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        8,760
COMMITMENTS
     889    4,771       44    7,706    3,819    8,639    8,634      121      126

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:         -7)
     289       45        0     -287      -27        2       18       -9      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     54.5      0.5     88.0     43.6     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        9        2        3        7       11       16
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       18,504
COMMITMENTS
   2,706    3,193    2,092   13,699   13,119   18,497   18,404        7      100

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:     -1,093)
  -2,521       19    2,059     -584   -3,161   -1,046   -1,083      -47      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     17.3     11.3     74.0     70.9    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        6        2        9       10       15       17
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       12,149
COMMITMENTS
     629    2,064      500   11,002    9,497   12,131   12,061       18       88

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:       -142)
      26      526     -106      -66     -262     -146      158        4     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     17.0      4.1     90.6     78.2     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        1        4       10        5       16
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        3,434
COMMITMENTS
     841      724        0    2,432    2,657    3,273    3,381      161       53

CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST:        -61)
     157     -607        0     -268      553     -111      -54       50       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     21.1      0.0     70.8     77.4     95.3     98.5      4.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        0        3        8        8       13
 

Updated May 17, 2013