WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      537,254
COMMITMENTS
 109,818  133,739  155,168  235,710  191,942  500,696  480,849   36,559   56,406

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     -7,619)
   1,241   -5,524   -8,477   -1,523    6,956   -8,758   -7,045    1,139     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     24.9     28.9     43.9     35.7     93.2     89.5      6.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     110      163      151       92      124      290      359
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,766,679
COMMITMENTS
 374,040  221,797  526,884  687,830  717,648  1588753  1466329  177,925  300,350

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:    -14,884)
  15,951  -20,720  -19,140  -13,725   26,112  -16,914  -13,748    2,030   -1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     12.6     29.8     38.9     40.6     89.9     83.0     10.1     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      744)
     181      192      252      269      316      600      623
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,571
COMMITMENTS
   3,957    1,446    4,656    1,437    3,693   10,050    9,795      520      775

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:        149)
     207       -2     -268      309      649      249      379     -100     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.4     13.7     44.1     13.6     34.9     95.1     92.7      4.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4       12        5        9       18       22
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,157
COMMITMENTS
   5,039    2,041    2,059    2,727    5,432    9,825    9,532      332      625

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:        144)
     747      314     -406     -143      256      197      164      -53      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.6     20.1     20.3     26.9     53.5     96.7     93.8      3.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        8        8        7        9       15       24
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,031
COMMITMENTS
   2,179    1,528      755    3,861    5,705    6,795    7,988    2,236    1,043

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:       -460)
    -592      -80     -185       84     -284     -693     -549      233       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     16.9      8.4     42.8     63.2     75.2     88.4     24.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        5        4       15       14       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      845,705
COMMITMENTS
 230,353  101,495  289,177  266,464  367,021  785,993  757,693   59,712   88,013

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     15,972)
  20,265   -3,027   18,415  -21,823   -4,291   16,857   11,097     -885    4,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     12.0     34.2     31.5     43.4     92.9     89.6      7.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      557)
     196      182      233      136      157      466      449
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,749
COMMITMENTS
   3,854    1,036    2,744      854    3,551    7,451    7,331      297      418

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7     13.4     35.4     11.0     45.8     96.2     94.6      3.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        6        7        5       10       12       22
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      396,958
COMMITMENTS
  75,273  102,381   78,317  205,725  178,669  359,315  359,366   37,643   37,591

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:      5,063)
   1,493   -4,923     -163    2,384   10,085    3,713    4,999    1,350       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0     25.8     19.7     51.8     45.0     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      84       82       94       78       84      210      229
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      829,028
COMMITMENTS
  51,433   84,121   90,594  507,722  466,435  649,748  641,150  179,279  187,878

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     31,778)
  -4,936   10,048   -3,829   29,687   23,996   20,921   30,215   10,856    1,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2     10.1     10.9     61.2     56.3     78.4     77.3     21.6     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      31       38       46       71       83      128      141
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      403,659
COMMITMENTS
  21,781   52,959    8,560  288,556  258,840  318,897  320,359   84,762   83,300

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     15,252)
  -2,251    2,776    2,710    5,009  -15,404    5,468   -9,918    9,784   25,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     13.1      2.1     71.5     64.1     79.0     79.4     21.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6       10        5       39       39       49       50
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,999
COMMITMENTS
   1,564      420      647    7,059    8,567    9,270    9,634      729      365

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:        129)
      72      104     -249      297      400      120      255        9     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      4.2      6.5     70.6     85.7     92.7     96.3      7.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        6        4       20       25       32       32
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      317,536
COMMITMENTS
  87,307   33,716   55,438  122,980  203,432  265,725  292,586   51,811   24,950

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     10,303)
   3,069    1,495    2,252    2,534    5,651    7,856    9,398    2,448      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     10.6     17.5     38.7     64.1     83.7     92.1     16.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      90       46       59       86       87      204      167
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,110
COMMITMENTS
   1,800    5,209      678    6,770    4,642    9,249   10,529    2,861    1,581

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:       -143)
    -136     -226       76     -173      177     -234       27       90     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     43.0      5.6     55.9     38.3     76.4     86.9     23.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       17        9       23       15       43       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,106,820
COMMITMENTS
 195,419  210,000   70,255  681,719  724,410  947,393  1004666  159,427  102,154

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:    111,067)
 -45,236   14,716  -11,050  135,477   96,400   79,191  100,066   31,876   11,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     19.0      6.3     61.6     65.4     85.6     90.8     14.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      34       41       34       92       91      144      149
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,118,829
COMMITMENTS
 398,641  428,194  431,589  1918533  1775863  2748763  2635646  370,066  483,182

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:    100,609)
  20,158   87,480   -3,190   42,352  -42,016   59,320   42,275   41,289   58,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     13.7     13.8     61.5     56.9     88.1     84.5     11.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      323)
      48       79       80      150      177      248      286
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,167,787
COMMITMENTS
 335,718  245,158  223,525  1345030  1386290  1904272  1854973  263,514  312,814

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     27,239)
  -2,039   54,925  -44,061   64,131  -12,182   18,031   -1,317    9,207   28,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     11.3     10.3     62.0     63.9     87.8     85.6     12.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      37       45       42      105      122      165      186
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      367,442
COMMITMENTS
  33,373   31,736   74,986  236,423  224,691  344,783  331,414   22,660   36,028

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:     22,483)
  13,940   -1,270     -127    6,328   25,966   20,141   24,569    2,343   -2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      8.6     20.4     64.3     61.2     93.8     90.2      6.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       15       23       31       36       60       63
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       61,433
COMMITMENTS
  21,226    3,635    1,622   28,023   44,896   50,871   50,153   10,562   11,281

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:        795)
     923     -588     -171     -337    1,473      415      714      380       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      5.9      2.6     45.6     73.1     82.8     81.6     17.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       12       11       35       30       73       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      122,867
COMMITMENTS
  42,452    7,269    3,245   56,045   89,791  101,742  100,305   21,124   22,561

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:      1,589)
   1,846   -1,176     -342     -675    2,946      830    1,429      759      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      5.9      2.6     45.6     73.1     82.8     81.6     17.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      34       12       11       35       30       73       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,995
COMMITMENTS
   7,339    8,633    1,360    1,123        0    9,822    9,993      173        2

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:       -153)
    -408      -59      170       77     -244     -161     -133        8      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.4     86.4     13.6     11.2      0.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      11        8        3        2        0       15        9
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       13,701
COMMITMENTS
   3,283    6,847       29   10,311    4,205   13,623   11,081       78    2,620

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:      2,961)
     453      262      -15    2,531      231    2,969      478       -8    2,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     50.0      0.2     75.3     30.7     99.4     80.9      0.6     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        7        2        5        8       12       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,320
COMMITMENTS
   2,490    7,067    3,018   17,805   13,129   23,313   23,214        7      106

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:      1,756)
      85    1,693      749      957     -680    1,791    1,762      -35       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     30.3     12.9     76.4     56.3    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        7        2        8       10       13       17
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:        4,264
COMMITMENTS
   1,209    1,191        0    2,967    3,027    4,176    4,218       88       46

CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST:        830)
     368      467        0      535      370      903      837      -73       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4     27.9      0.0     69.6     71.0     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        5        0        4        8        8       13
 

Updated May 31, 2013