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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, December 17, 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  :   397,185:   124,720    185,339     62,325    180,455    100,029    367,500    347,693:    29,685     49,492
Old  :   307,900:   120,262    173,866     27,626    139,493     70,202    287,381    271,694:    20,519     36,206
Other:    89,285:    30,974     37,989      8,183     40,962     29,827     80,119     75,999:     9,166     13,286
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     8,876:     1,769         88      4,908        836      2,864      7,513      7,860:     1,363      1,016
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       46.7       15.7       45.4       25.2       92.5       87.5:       7.5       12.5
Old  :     100.0:      39.1       56.5        9.0       45.3       22.8       93.3       88.2:       6.7       11.8
Other:     100.0:      34.7       42.5        9.2       45.9       33.4       89.7       85.1:      10.3       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:        98        135         92         87         93        235        282:
Old  :       348:       107        127         55         74         74        207        230:
Other:       197:        38         63         36         56         76        118        155:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       11.0       28.3       20.4       16.3       11.0       26.9       20.2
Old  :                 17.5       14.0       29.6       25.4       17.5       14.0       28.7       24.7
Other:                 34.8       19.7       49.7       31.4       34.6       19.6       46.8       29.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, December 17, 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  :   147,079:    49,929     33,681     19,455     62,484     66,649    131,868    119,785:    15,211     27,294
Old  :   108,861:    48,620     31,161      6,114     42,934     52,740     97,668     90,015:    11,193     18,846
Other:    38,218:    11,537     12,748      3,113     19,550     13,909     34,200     29,770:     4,018      8,448
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :      -946:    -3,919       -812       -189      2,229       -635     -1,879     -1,636:       933        690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       22.9       13.2       42.5       45.3       89.7       81.4:      10.3       18.6
Old  :     100.0:      44.7       28.6        5.6       39.4       48.4       89.7       82.7:      10.3       17.3
Other:     100.0:      30.2       33.4        8.1       51.2       36.4       89.5       77.9:      10.5       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        51         48         50         50         57        128        137:
Old  :       175:        50         46         30         42         49        108        113:
Other:       111:        17         28         14         36         40         63         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       24.9       30.4       35.6       16.8       21.4       27.1       30.2
Old  :                 24.1       28.2       36.7       39.5       22.5       28.2       35.1       38.3
Other:                 32.5       34.1       49.1       43.9       32.5       32.2       48.4       41.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 17, 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  : 1,194,658:   316,125    400,886    166,590    578,694    404,969  1,061,409    972,445:   133,249    222,213
Old  :   993,122:   285,449    380,595    116,950    475,219    331,075    877,618    828,620:   115,504    164,502
Other:   201,536:    76,834     66,449      3,482    103,475     73,894    183,791    143,825:    17,745     57,711
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    -4,867:     1,978      6,180      1,283     -7,998    -12,752     -4,737     -5,289:      -130        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       33.6       13.9       48.4       33.9       88.8       81.4:      11.2       18.6
Old  :     100.0:      28.7       38.3       11.8       47.9       33.3       88.4       83.4:      11.6       16.6
Other:     100.0:      38.1       33.0        1.7       51.3       36.7       91.2       71.4:       8.8       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       674:       144        166        158        244        260        483        512:
Old  :       666:       142        177        129        235        245        457        477:
Other:       406:        61         87         27         78        209        152        313:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       11.1       21.2       19.6       11.8       10.5       20.5       17.8
Old  :                 12.8       12.3       22.7       20.7       12.5       12.2       21.8       19.6
Other:                 31.0       21.8       46.7       29.9       31.0       21.1       46.6       29.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 17, 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  :     9,153:     3,107        393        261      3,949      7,465      7,317      8,119:     1,836      1,034
Old  :     8,794:     3,153        350        211      3,649      7,307      7,013      7,868:     1,781        926
Other:       359:         4         93          0        300        158        304        251:        55        108
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       453:        54        168       -141        297        349        210        376:       243         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        4.3        2.9       43.1       81.6       79.9       88.7:      20.1       11.3
Old  :     100.0:      35.9        4.0        2.4       41.5       83.1       79.7       89.5:      20.3       10.5
Other:     100.0:       1.1       25.9        0.0       83.6       44.0       84.7       69.9:      15.3       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          6          5         12         13         30         21:
Old  :        41:        15          6          5          9         13         27         21:
Other:        14:         1          3          0          7          5          8          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.5       50.7       59.2       70.2       44.5       50.7       56.4       67.8
Old  :                 44.5       51.7       58.6       71.7       44.5       51.7       56.9       69.4
Other:                 79.7       51.0       84.7       69.9       76.6       51.0       79.7       64.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 17, 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  :   650,861:   248,601     71,620     87,750    255,622    400,711    591,973    560,081:    58,888     90,780
Old  :   563,480:   238,935     64,899     57,094    216,677    371,388    512,706    493,381:    50,774     70,099
Other:    87,381:    35,714     32,769      4,608     38,945     29,323     79,267     66,700:     8,114     20,681
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     9,528:     6,882      3,275     -9,814     10,906     11,991      7,974      5,452:     1,554      4,076
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       11.0       13.5       39.3       61.6       91.0       86.1:       9.0       13.9
Old  :     100.0:      42.4       11.5       10.1       38.5       65.9       91.0       87.6:       9.0       12.4
Other:     100.0:      40.9       37.5        5.3       44.6       33.6       90.7       76.3:       9.3       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       512:       156        136        143        131        188        364        407:
Old  :       500:       158        132        127        123        181        346        382:
Other:       276:        50         82         22         52        113        116        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.2       20.3       17.2       28.8        8.8       17.9       16.1       23.4
Old  :                 10.6       22.5       19.6       31.0       10.2       20.4       18.7       26.2
Other:                 26.2       27.8       43.1       37.5       26.1       26.2       43.0       35.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 17, 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  :   350,995:    76,509    107,445     51,701    184,945    146,524    313,155    305,670:    37,840     45,325
Old  :   325,593:    77,981    108,767     42,438    171,412    131,643    291,831    282,848:    33,762     42,745
Other:    25,402:     3,894      4,044      3,897     13,533     14,881     21,324     22,822:     4,078      2,580
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     2,296:     4,044      2,692      3,218     -4,772     -6,360      2,490       -450:      -194      2,746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       30.6       14.7       52.7       41.7       89.2       87.1:      10.8       12.9
Old  :     100.0:      24.0       33.4       13.0       52.6       40.4       89.6       86.9:      10.4       13.1
Other:     100.0:      15.3       15.9       15.3       53.3       58.6       83.9       89.8:      16.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        66        100         89         84         59        210        213:
Old  :       287:        73        101         83         82         57        205        206:
Other:        73:        12         18         13         32         12         53         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       20.6       19.6       28.7        8.6       15.2       16.1       21.9
Old  :                 11.6       20.4       20.4       28.6        9.6       17.5       17.5       24.8
Other:                 37.0       49.9       52.2       65.7       30.5       43.5       43.8       56.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 17, 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  :   634,859:    84,392     75,228      9,919    414,355    373,677    508,666    458,824:   126,193    176,035
Old  :   634,859:    84,392     75,228      9,919    414,355    373,677    508,666    458,824:   126,193    176,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -16,411:      -127     -8,742     -1,896    -17,944      8,336    -19,967     -2,302:     3,556    -14,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       11.8        1.6       65.3       58.9       80.1       72.3:      19.9       27.7
Old  :     100.0:      13.3       11.8        1.6       65.3       58.9       80.1       72.3:      19.9       27.7
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  :       166:        27         35         15         62         84         96        127:
Old  :       166:        27         35         15         62         84         96        127:
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  :                 27.4       10.1       39.0       19.0       24.8        9.4       33.5       16.7
Old  :                 27.4       10.1       39.0       19.0       24.8        9.4       33.5       16.7
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 - Futures Only, December 17, 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  :   448,590:    53,628     66,798      3,534    316,760    290,771    373,922    361,103:    74,668     87,487
Old  :   448,590:    53,628     66,798      3,534    316,760    290,771    373,922    361,103:    74,668     87,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -11,466:      -545      4,244     -5,343     -3,182     -7,003     -9,070     -8,102:    -2,396     -3,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       14.9        0.8       70.6       64.8       83.4       80.5:      16.6       19.5
Old  :     100.0:      12.0       14.9        0.8       70.6       64.8       83.4       80.5:      16.6       19.5
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  :        83:         8         16          7         44         45         57         63:
Old  :        83:         8         16          7         44         45         57         63:
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  :                 28.2       32.1       44.9       47.2       25.2       32.0       39.4       46.1
Old  :                 28.2       32.1       44.9       47.2       25.2       32.0       39.4       46.1
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 - Futures Only, December 17, 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  :     3,433:       930        377        305      1,490      2,422      2,725      3,104:       708        329
Old  :     3,433:       930        377        305      1,490      2,422      2,725      3,104:       708        329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       286:       -20        -58         58        282        265        320        265:       -34         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       11.0        8.9       43.4       70.6       79.4       90.4:      20.6        9.6
Old  :     100.0:      27.1       11.0        8.9       43.4       70.6       79.4       90.4:      20.6        9.6
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  :        30:         8          3          6         14         14         25         20:
Old  :        30:         8          3          6         14         14         25         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  :                 34.4       56.8       51.1       72.3       34.4       49.5       47.7       61.3
Old  :                 34.4       56.8       51.1       72.3       34.4       49.5       47.7       61.3
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 - Futures Only, December 17, 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  :   281,739:   105,027     52,601     25,651     99,914    174,481    230,592    252,733:    51,147     29,006
Old  :   258,227:   101,310     52,194     21,325     88,559    157,755    211,194    231,274:    47,033     26,953
Other:    23,512:     6,747      3,437      1,296     11,355     16,726     19,398     21,459:     4,114      2,053
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     8,655:     2,813      4,386      2,020      2,159      1,161      6,992      7,567:     1,663      1,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       18.7        9.1       35.5       61.9       81.8       89.7:      18.2       10.3
Old  :     100.0:      39.2       20.2        8.3       34.3       61.1       81.8       89.6:      18.2       10.4
Other:     100.0:      28.7       14.6        5.5       48.3       71.1       82.5       91.3:      17.5        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        83         59         69         70         74        202        167:
Old  :       249:        83         58         66         69         74        196        167:
Other:        81:        23         15          9         34         14         63         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.8       33.0       16.3       41.7        8.8       28.7       15.9       37.4
Old  :                  9.5       33.3       17.4       41.6        9.5       30.0       17.1       38.3
Other:                 25.1       49.6       39.6       71.7       25.1       40.7       39.3       62.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 17, 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  :     7,318:       858        987        291      4,635      4,698      5,784      5,976:     1,534      1,342
Old  :     7,284:       870        992        274      4,635      4,690      5,779      5,956:     1,505      1,328
Other:        34:         5         12          0          0          8          5         20:        29         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :      -480:      -296        200       -323        109       -290       -510       -413:        30        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       13.5        4.0       63.3       64.2       79.0       81.7:      21.0       18.3
Old  :     100.0:      11.9       13.6        3.8       63.6       64.4       79.3       81.8:      20.7       18.2
Other:     100.0:      14.7       35.3        0.0        0.0       23.5       14.7       58.8:      85.3       41.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10          6          6         15          9         28         20:
Old  :        40:        10          7          6         15          8         28         19:
Other:         5:         2          1          0          0          2          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.9       61.0       58.5       72.8       44.8       61.0       58.4       72.8
Old  :                 45.1       61.3       58.8       73.1       45.1       61.3       58.8       73.1
Other:                 14.7       58.8       14.7       58.8       14.7       58.8       14.7       58.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 17, 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  :   836,620:   205,044    172,903      9,331    516,021    552,583    730,396    734,817:   106,224    101,803
Old  :   836,620:   205,044    172,903      9,331    516,021    552,583    730,396    734,817:   106,224    101,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -73,798:   -31,574      7,618      1,137    -40,118    -83,758    -70,555    -75,003:    -3,243      1,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       20.7        1.1       61.7       66.0       87.3       87.8:      12.7       12.2
Old  :     100.0:      24.5       20.7        1.1       61.7       66.0       87.3       87.8:      12.7       12.2
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  :       203:        35         36         16         85         95        127        140:
Old  :       203:        35         36         16         85         95        127        140:
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  :                 17.8       22.5       30.1       35.9       16.4       18.2       25.7       29.0
Old  :                 17.8       22.5       30.1       35.9       16.4       18.2       25.7       29.0
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 - Futures Only, December 17, 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  : 2,188,276:   208,656    363,865     49,666  1,706,071  1,325,790  1,964,393  1,739,321:   223,883    448,955
Old  : 2,188,276:   208,656    363,865     49,666  1,706,071  1,325,790  1,964,393  1,739,321:   223,883    448,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :  -104,279:   -14,791     -9,611      2,255    -87,254    -90,875    -99,790    -98,231:    -4,489     -6,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       16.6        2.3       78.0       60.6       89.8       79.5:      10.2       20.5
Old  :     100.0:       9.5       16.6        2.3       78.0       60.6       89.8       79.5:      10.2       20.5
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  :       314:        45         78         42        116        145        189        237:
Old  :       314:        45         78         42        116        145        189        237:
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  :                 34.8       16.4       49.6       23.4       31.8       12.4       45.7       17.5
Old  :                 34.8       16.4       49.6       23.4       31.8       12.4       45.7       17.5
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 - Futures Only, December 17, 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  : 1,761,766:   265,365    230,171     25,124  1,281,804  1,184,451  1,572,293  1,439,746:   189,473    322,020
Old  : 1,761,766:   265,365    230,171     25,124  1,281,804  1,184,451  1,572,293  1,439,746:   189,473    322,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -89,488:    -9,020    -17,587      3,027    -61,693    -80,416    -67,686    -94,976:   -21,802      5,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       13.1        1.4       72.8       67.2       89.2       81.7:      10.8       18.3
Old  :     100.0:      15.1       13.1        1.4       72.8       67.2       89.2       81.7:      10.8       18.3
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  :       231:        44         44         19         84        114        138        167:
Old  :       231:        44         44         19         84        114        138        167:
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  :                 36.8       21.8       48.5       31.4       35.9       20.5       46.5       28.7
Old  :                 36.8       21.8       48.5       31.4       35.9       20.5       46.5       28.7
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 - Futures Only, December 17, 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  :   290,761:    12,928     43,447     49,486    203,403    149,358    265,817    242,291:    24,944     48,470
Old  :   290,761:    12,928     43,447     49,486    203,403    149,358    265,817    242,291:    24,944     48,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    16,226:    -2,541     -1,096      1,172     15,770     13,335     14,401     13,411:     1,825      2,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       14.9       17.0       70.0       51.4       91.4       83.3:       8.6       16.7
Old  :     100.0:       4.4       14.9       17.0       70.0       51.4       91.4       83.3:       8.6       16.7
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  :        61:        10         15         14         30         30         48         52:
Old  :        61:        10         15         14         30         30         48         52:
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  :                 44.0       29.1       55.8       42.7       32.8       23.2       39.6       29.0
Old  :                 44.0       29.1       55.8       42.7       32.8       23.2       39.6       29.0
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 - Futures Only, December 17, 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  :    87,167:    19,012      7,004      4,740     53,479     66,807     77,231     78,551:     9,937      8,617
Old  :    87,167:    19,012      7,004      4,740     53,479     66,807     77,231     78,551:     9,937      8,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     2,656:    -4,862       -560      1,047      6,394      3,027      2,579      3,513:        77       -858
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8        8.0        5.4       61.4       76.6       88.6       90.1:      11.4        9.9
Old  :     100.0:      21.8        8.0        5.4       61.4       76.6       88.6       90.1:      11.4        9.9
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  :       107:        28         17         15         46         32         84         61:
Old  :       107:        28         17         15         46         32         84         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  :                 21.8       35.9       34.8       55.9       16.7       35.1       27.2       51.7
Old  :                 21.8       35.9       34.8       55.9       16.7       35.1       27.2       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, December 17, 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  :    16,810:     4,008        320        454     11,145     14,964     15,607     15,738:     1,203      1,072
Old  :    16,810:     4,008        320        454     11,145     14,964     15,607     15,738:     1,203      1,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     2,256:        48       -202        416      2,218      1,519      2,682      1,733:      -426        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        1.9        2.7       66.3       89.0       92.8       93.6:       7.2        6.4
Old  :     100.0:      23.8        1.9        2.7       66.3       89.0       92.8       93.6:       7.2        6.4
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:         8          1          3          7         11         15         15:
Old  :        25:         8          1          3          7         11         15         15:
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  :                 58.3       60.1       76.5       83.1       53.4       59.9       68.7       76.7
Old  :                 58.3       60.1       76.5       83.1       53.4       59.9       68.7       76.7
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 - Futures Only, December 17, 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  :   140,714:    35,759     19,119      2,820     84,668    103,686    123,247    125,625:    17,467     15,089
Old  :   140,714:    35,759     19,119      2,820     84,668    103,686    123,247    125,625:    17,467     15,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       799:   -10,405     -1,302      1,847      8,352      3,015       -206      3,560:     1,005     -2,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       13.6        2.0       60.2       73.7       87.6       89.3:      12.4       10.7
Old  :     100.0:      25.4       13.6        2.0       60.2       73.7       87.6       89.3:      12.4       10.7
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  :       105:        25         23         12         45         30         79         58:
Old  :       105:        25         23         12         45         30         79         58:
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  :                 20.1       41.1       33.4       60.0       19.6       40.8       32.4       57.9
Old  :                 20.1       41.1       33.4       60.0       19.6       40.8       32.4       57.9
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 - Futures Only, December 17, 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  :     8,993:     6,583      7,175      1,813        547          0      8,943      8,988:        50          5
Old  :     8,993:     6,583      7,175      1,813        547          0      8,943      8,988:        50          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :      -122:     1,697       -162         47     -1,852          0       -108       -115:       -14         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.2       79.8       20.2        6.1        0.0       99.4       99.9:       0.6        0.1
Old  :     100.0:      73.2       79.8       20.2        6.1        0.0       99.4       99.9:       0.6        0.1
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  :        22:        12          7          4          2          0         16         10:
Old  :        22:        12          7          4          2          0         16         10:
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  :                 57.0       76.1       80.0       97.5       51.7       76.1       71.6       79.8
Old  :                 57.0       76.1       80.0       97.5       51.7       76.1       71.6       79.8
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 - Futures Only, December 17, 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  :    49,859:     4,496     23,196          0     45,309     26,555     49,805     49,751:        54        108
Old  :    49,859:     4,496     23,196          0     45,309     26,555     49,805     49,751:        54        108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    -8,367:      -140        572          0     -8,248     -8,933     -8,388     -8,361:        21         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       46.5        0.0       90.9       53.3       99.9       99.8:       0.1        0.2
Old  :     100.0:       9.0       46.5        0.0       90.9       53.3       99.9       99.8:       0.1        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  :        43:         2         16          0         11         16         13         32:
Old  :        43:         2         16          0         11         16         13         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  :                 83.8       51.3       99.2       73.5       82.0       40.6       88.8       62.8
Old  :                 83.8       51.3       99.2       73.5       82.0       40.6       88.8       62.8
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 - Futures Only, December 17, 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  :    28,853:       808     18,840          0     28,011      9,965     28,819     28,805:        34         48
Old  :    28,853:       808     18,840          0     28,011      9,965     28,819     28,805:        34         48
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -13,172:        56        261       -195    -13,055    -13,249    -13,194    -13,183:        22         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       65.3        0.0       97.1       34.5       99.9       99.8:       0.1        0.2
Old  :     100.0:       2.8       65.3        0.0       97.1       34.5       99.9       99.8:       0.1        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  :        33:         2         11          0         10         12         12         23:
Old  :        33:         2         11          0         10         12         12         23:
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  :                 83.5       70.6       99.1       86.6       80.3       56.1       83.8       71.1
Old  :                 83.5       70.6       99.1       86.6       80.3       56.1       83.8       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 20, 2013