WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,503
COMMITMENTS
 115,739  128,092  157,265  238,420  205,277  511,424  490,633   35,078   55,869

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      9,248)
   5,921   -5,647    2,097    2,710   13,335   10,729    9,785   -1,480     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     23.4     28.8     43.6     37.6     93.6     89.8      6.4     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      423)
     109      173      163       93      122      312      362
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,756,977
COMMITMENTS
 362,928  225,229  512,758  703,165  722,495  1578851  1460483  178,126  296,494

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -9,702)
 -11,112    3,432  -14,126   15,335    4,847   -9,902   -5,846      201   -3,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     12.8     29.2     40.0     41.1     89.9     83.1     10.1     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     194      176      263      281      314      617      623
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,464
COMMITMENTS
   3,471    1,478    4,743    1,680    3,488    9,894    9,709      570      755

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -107)
    -486       32       87      243     -205     -156      -86       49      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     14.1     45.3     16.1     33.3     94.6     92.8      5.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        3       12        5        9       18       22
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,662
COMMITMENTS
   4,510    1,973    2,135    2,621    5,010    9,266    9,118      396      543

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -495)
    -529      -68       75     -106     -421     -560     -414       65      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7     20.4     22.1     27.1     51.9     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        7        8        7        9       15       23
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,267
COMMITMENTS
   1,863    1,430      740    4,156    5,758    6,759    7,928    2,508    1,339

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        236)
    -315      -98      -14      294       53      -35      -60      272      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     15.4      8.0     44.8     62.1     72.9     85.5     27.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      15        4        4       12       12       29       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      894,137
COMMITMENTS
 233,109   85,410  320,179  279,034  395,141  832,322  800,730   61,815   93,407

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     48,432)
   2,757  -16,086   31,002   12,570   28,121   46,328   43,037    2,103    5,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      9.6     35.8     31.2     44.2     93.1     89.6      6.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      581)
     202      192      251      138      166      486      475
 
 
SOYBEAN CSO - CHICAGO BOARD OF TRADE                                 Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,376
COMMITMENTS
   3,769    1,042    2,611      736    3,428    7,116    7,081      260      295

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -373)
     -85        6     -133     -118     -122     -335     -249      -37     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.1     14.1     35.4     10.0     46.5     96.5     96.0      3.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        7        5        9       12       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      407,723
COMMITMENTS
  69,908  112,161   80,682  219,474  174,853  370,064  367,696   37,659   40,027

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     10,765)
  -5,366    9,781    2,365   13,750   -3,816   10,749    8,330       16    2,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     27.5     19.8     53.8     42.9     90.8     90.2      9.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      76       93       93       80       81      199      241
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      723,138
COMMITMENTS
  48,225   50,846   91,982  436,650  396,291  576,857  539,119  146,280  184,019

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -105,890)
  -3,208  -33,275    1,388  -71,072  -70,144  -72,891 -102,031  -32,999   -3,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      7.0     12.7     60.4     54.8     79.8     74.6     20.2     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      35       34       53       76       84      138      144
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      406,636
COMMITMENTS
  24,064   54,026    7,263  296,747  275,078  328,074  336,367   78,562   70,269

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      2,978)
   2,283    1,067   -1,297    8,191   16,238    9,177   16,008   -6,200  -13,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9     13.3      1.8     73.0     67.6     80.7     82.7     19.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        9        7       40       41       51       52
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:       10,232
COMMITMENTS
   1,552      848      500    7,522    8,554    9,574    9,902      658      330

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        233)
     -12      428     -147      463      -13      304      268      -71      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.3      4.9     73.5     83.6     93.6     96.8      6.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10        7        5       20       23       34       31
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      330,323
COMMITMENTS
  91,568   36,577   58,078  127,205  211,442  276,851  306,097   53,473   24,226

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     12,787)
   4,262    2,861    2,639    4,225    8,011   11,126   13,511    1,661     -724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     11.1     17.6     38.5     64.0     83.8     92.7     16.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      94       45       64       88       93      209      179
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,928
COMMITMENTS
   1,915    4,963      767    6,458    4,529    9,140   10,259    2,788    1,669

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -181)
     115     -247       89     -312     -112     -108     -270      -73       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     41.6      6.4     54.1     38.0     76.6     86.0     23.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      19       16       10       24       16       44       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      965,748
COMMITMENTS
 156,297  187,308   91,372  614,783  593,116  862,452  871,796  103,297   93,953

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -141,071)
 -39,123  -22,693   21,117  -66,936 -131,294  -84,941 -132,870  -56,130   -8,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2     19.4      9.5     63.7     61.4     89.3     90.3     10.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      32       33       29       90       90      136      138
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,942,218
COMMITMENTS
 360,856  341,782  453,568  1851579  1703195  2666003  2498545  276,214  443,673

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -176,611)
 -37,784  -86,412   21,979  -66,954  -72,668  -82,760 -137,101  -93,851  -39,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     11.6     15.4     62.9     57.9     90.6     84.9      9.4     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      51       70       79      148      171      247      272
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,014,267
COMMITMENTS
 324,414  162,718  237,226  1243738  1312695  1805378  1712640  208,888  301,627

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:   -153,520)
 -11,304  -82,440   13,702 -101,292  -73,594  -98,894 -142,333  -54,626  -11,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      8.1     11.8     61.7     65.2     89.6     85.0     10.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      45       32       41      107      127      165      187
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      314,372
COMMITMENTS
  18,598   29,716   69,585  199,998  171,925  288,181  271,226   26,191   43,146

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:    -53,070)
 -14,776   -2,021   -5,401  -36,425  -52,766  -56,602  -60,188    3,532    7,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      9.5     22.1     63.6     54.7     91.7     86.3      8.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      11       14       18       24       26       46       48
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,059
COMMITMENTS
  24,161    2,428    1,770   26,417   46,830   52,348   51,027    9,712   11,032

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:        626)
   2,935   -1,207      147   -1,606    1,934    1,477      875     -851     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      3.9      2.9     42.6     75.5     84.4     82.2     15.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       10        9       35       28       72       45
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      124,118
COMMITMENTS
  48,323    4,855    3,539   52,833   93,660  104,695  102,055   19,423   22,064

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      1,252)
   5,870   -2,414      295   -3,212    3,869    2,953    1,749   -1,701     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      3.9      2.9     42.6     75.5     84.4     82.2     15.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      35       10        9       35       28       72       45
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,588
COMMITMENTS
   6,518    7,704    1,553    1,356      310    9,427    9,567      161       21

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:       -407)
    -821     -929      193      233      310     -395     -426      -12       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.0     80.4     16.2     14.1      3.2     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        8        4        2        2       15       12
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,254
COMMITMENTS
   3,240    6,465       93    7,844    4,552   11,177   11,110       77      144

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:     -2,447)
     -43     -382       64   -2,467      347   -2,446       29       -1   -2,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     57.4      0.8     69.7     40.4     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        7        2        2        8        8       15
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       25,364
COMMITMENTS
   1,952    7,004    2,317   20,592   15,422   24,861   24,743      503      621

CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST:      2,044)
    -538      -63     -701    2,787    2,293    1,548    1,529      496      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7     27.6      9.1     81.2     60.8     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        7        2        9        9       13       16
 

Updated June 7, 2013