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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   344,794:   117,488    105,661     54,842    137,495    141,572    309,825    302,075:    34,969     42,719
Old  :   169,901:    75,044     84,108      7,853     69,035     61,176    151,932    153,137:    17,969     16,764
Other:   174,893:    62,892     42,001     26,541     68,460     80,396    157,893    148,938:    17,000     25,955
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     4,055:     2,115     -2,988      4,697       -909      2,943      5,903      4,652:    -1,848       -597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       30.6       15.9       39.9       41.1       89.9       87.6:      10.1       12.4
Old  :     100.0:      44.2       49.5        4.6       40.6       36.0       89.4       90.1:      10.6        9.9
Other:     100.0:      36.0       24.0       15.2       39.1       46.0       90.3       85.2:       9.7       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       106        106        113         77         91        247        262:
Old  :       299:       101         95         29         46         61        159        173:
Other:       261:        68         90         67         59         79        169        199:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       15.3       28.4       23.3       18.0       14.7       28.0       22.5
Old  :                 23.4       26.7       37.2       38.8       23.4       26.7       36.7       38.5
Other:                 19.0       12.4       30.4       21.7       19.0       10.6       29.5       17.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   135,239:    51,353     23,062      9,410     58,252     76,467    119,015    108,939:    16,224     26,300
Old  :    67,648:    38,461     14,635        276     21,971     42,750     60,708     57,661:     6,940      9,987
Other:    67,591:    20,157     15,692      1,869     36,281     33,717     58,307     51,278:     9,284     16,313
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     6,470:     1,232     -2,136      1,504      1,663      5,204      4,399      4,572:     2,071      1,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       17.1        7.0       43.1       56.5       88.0       80.6:      12.0       19.4
Old  :     100.0:      56.9       21.6        0.4       32.5       63.2       89.7       85.2:      10.3       14.8
Other:     100.0:      29.8       23.2        2.8       53.7       49.9       86.3       75.9:      13.7       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        53         38         28         50         57        115        112:
Old  :       152:        49         29          7         27         47         81         78:
Other:       134:        24         35         14         45         53         76         95:
     :----------------------------------------------------------------------------------------------------
     :             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       28.1       34.2       36.7       20.3       21.4       30.5       29.2
Old  :                 26.7       38.5       39.1       47.6       26.7       38.5       39.1       47.5
Other:                 25.8       26.4       40.7       35.9       22.0       19.4       36.0       26.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,328,078:   416,760    174,409    186,157    598,302    715,546  1,201,219  1,076,112:   126,859    251,966
Old  :   917,988:   363,019    212,726     56,958    407,873    504,812    827,850    774,496:    90,138    143,492
Other:   410,090:   167,413     75,355     15,527    190,429    210,734    373,369    301,616:    36,721    108,474
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    13,304:    -5,337    -12,784      9,240      9,001     11,446     12,904      7,902:       400      5,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       13.1       14.0       45.1       53.9       90.4       81.0:       9.6       19.0
Old  :     100.0:      39.5       23.2        6.2       44.4       55.0       90.2       84.4:       9.8       15.6
Other:     100.0:      40.8       18.4        3.8       46.4       51.4       91.0       73.5:       9.0       26.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       165        146        171        216        339        484        575:
Old  :       701:       148        160        119        188        314        406        527:
Other:       542:       101         93         52        116        298        246        417:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       12.6       18.5       18.9       10.8       10.5       18.3       15.4
Old  :                 14.7       13.4       24.3       20.5       14.7       12.9       24.3       19.4
Other:                 18.8       17.5       31.7       24.2       18.6       14.4       30.9       20.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,772:     3,186      1,166        243      3,679      6,666      7,108      8,075:     2,664      1,697
Old  :     6,795:     3,009      1,241          0      1,995      4,422      5,004      5,663:     1,791      1,132
Other:     2,977:       395        143         25      1,684      2,244      2,104      2,412:       873        565
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       135:        26        161        100        -72         63         54        324:        81       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       11.9        2.5       37.6       68.2       72.7       82.6:      27.3       17.4
Old  :     100.0:      44.3       18.3        0.0       29.4       65.1       73.6       83.3:      26.4       16.7
Other:     100.0:      13.3        4.8        0.8       56.6       75.4       70.7       81.0:      29.3       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11         10          9         10         12         27         25:
Old  :        35:        10          8          0          8         10         18         18:
Other:        26:         7          5          3          7         11         15         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.4       43.5       54.6       65.5       35.0       41.0       47.0       55.0
Old  :                 41.6       52.9       59.8       70.4       41.6       49.3       58.4       66.8
Other:                 52.6       55.1       65.7       69.8       47.2       50.4       56.0       61.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   656,246:   273,916     86,004     83,445    248,194    394,851    605,555    564,300:    50,691     91,946
Old  :   450,218:   242,615     64,684     38,849    132,937    302,109    414,401    405,642:    35,817     44,576
Other:   206,028:    57,179     47,198     18,718    115,257     92,742    191,154    158,658:    14,874     47,370
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :   -13,847:    -8,693     -1,048     -1,377     -3,853    -11,722    -13,923    -14,147:        76        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7       13.1       12.7       37.8       60.2       92.3       86.0:       7.7       14.0
Old  :     100.0:      53.9       14.4        8.6       29.5       67.1       92.0       90.1:       8.0        9.9
Other:     100.0:      27.8       22.9        9.1       55.9       45.0       92.8       77.0:       7.2       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       564:       192        142        156        126        192        403        420:
Old  :       531:       185        133        105         98        173        339        359:
Other:       392:        90        113         55         85        145        207        286:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9       17.6       17.1       26.0        8.5       15.2       16.0       21.9
Old  :                 11.8       20.3       21.9       30.6       11.8       19.1       21.7       28.1
Other:                 18.9       21.7       29.5       31.1       18.7       19.2       28.3       27.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   301,990:   105,276     63,305     31,659    130,492    181,882    267,427    276,846:    34,563     25,144
Old  :   234,533:    92,838     67,783     13,785    102,174    131,610    208,797    213,178:    25,736     21,355
Other:    67,457:    24,848      7,932      5,464     28,318     50,272     58,630     63,668:     8,827      3,789
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :      -602:       865       -218      1,575     -2,166     -1,706        274       -349:      -876       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       21.0       10.5       43.2       60.2       88.6       91.7:      11.4        8.3
Old  :     100.0:      39.6       28.9        5.9       43.6       56.1       89.0       90.9:      11.0        9.1
Other:     100.0:      36.8       11.8        8.1       42.0       74.5       86.9       94.4:      13.1        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        83         68         69         76         66        196        174:
Old  :       255:        79         72         54         72         65        180        166:
Other:       130:        45         25         15         43         27         97         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       33.3       20.7       43.1       11.5       29.5       19.9       39.2
Old  :                 14.6       29.3       24.8       39.9       14.5       26.2       24.3       36.1
Other:                 16.1       49.4       27.9       62.5       16.1       46.0       27.9       57.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   719,849:    91,382     62,435     14,101    460,716    478,373    566,199    554,909:   153,650    164,940
Old  :   719,849:    91,382     62,435     14,101    460,716    478,373    566,199    554,909:   153,650    164,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    39,078:    14,921      2,105       -772     13,571     35,405     27,720     36,738:    11,358      2,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        8.7        2.0       64.0       66.5       78.7       77.1:      21.3       22.9
Old  :     100.0:      12.7        8.7        2.0       64.0       66.5       78.7       77.1:      21.3       22.9
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  :       170:        34         27         16         72         84        112        121:
Old  :       170:        34         27         16         72         84        112        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       16.7       34.7       25.2       19.8       12.8       27.1       20.2
Old  :                 23.6       16.7       34.7       25.2       19.8       12.8       27.1       20.2
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   486,781:    46,617     52,920      1,668    355,288    343,253    403,573    397,841:    83,208     88,940
Old  :   486,781:    46,617     52,920      1,668    355,288    343,253    403,573    397,841:    83,208     88,940
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    -2,768:     2,781      5,212       -605     -9,320     -5,133     -7,144       -526:     4,376     -2,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       10.9        0.3       73.0       70.5       82.9       81.7:      17.1       18.3
Old  :     100.0:       9.6       10.9        0.3       73.0       70.5       82.9       81.7:      17.1       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  :        78:         6         14          6         43         42         53         58:
Old  :        78:         6         14          6         43         42         53         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  :                 25.8       36.5       41.8       50.8       22.4       32.6       34.2       44.3
Old  :                 25.8       36.5       41.8       50.8       22.4       32.6       34.2       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,623:       954      1,074        765      3,273      3,422      4,992      5,261:       631        362
Old  :     5,623:       954      1,074        765      3,273      3,422      4,992      5,261:       631        362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       -32:      -123        -23         78       -150       -180       -195       -125:       163         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       19.1       13.6       58.2       60.9       88.8       93.6:      11.2        6.4
Old  :     100.0:      17.0       19.1       13.6       58.2       60.9       88.8       93.6:      11.2        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  :        37:        13          6          6         13         16         30         25:
Old  :        37:        13          6          6         13         16         30         25:
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  :                 43.5       44.5       64.7       68.7       21.4       27.3       29.9       36.6
Old  :                 43.5       44.5       64.7       68.7       21.4       27.3       29.9       36.6
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   313,206:   114,120     60,044     27,771    122,823    203,123    264,714    290,938:    48,492     22,268
Old  :   240,014:   101,051     57,212     17,960     83,926    147,859    202,937    223,031:    37,077     16,983
Other:    73,192:    19,287      9,050      3,593     38,897     55,264     61,777     67,907:    11,415      5,285
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :      -637:      -831       -936      1,234     -2,996       -562     -2,593       -264:     1,956       -373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.4       19.2        8.9       39.2       64.9       84.5       92.9:      15.5        7.1
Old  :     100.0:      42.1       23.8        7.5       35.0       61.6       84.6       92.9:      15.4        7.1
Other:     100.0:      26.4       12.4        4.9       53.1       75.5       84.4       92.8:      15.6        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        85         62         55         79         79        200        167:
Old  :       260:        80         63         47         73         76        185        161:
Other:       135:        39         17         19         56         44        100         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.3       34.2       16.4       43.4        8.7       29.7       15.5       37.9
Old  :                 11.6       32.1       20.3       42.0       11.4       30.8       19.8       38.3
Other:                 19.9       41.7       32.2       58.8       18.8       35.7       29.6       50.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,938:       949      1,655        127      4,692      5,082      5,768      6,864:     2,170      1,074
Old  :     6,745:       834      1,700         70      4,061      4,184      4,965      5,954:     1,780        791
Other:     1,193:       160          0         12        631        898        803        910:       390        283
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       171:      -155        107         25        209        100         79        232:        92        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       20.8        1.6       59.1       64.0       72.7       86.5:      27.3       13.5
Old  :     100.0:      12.4       25.2        1.0       60.2       62.0       73.6       88.3:      26.4       11.7
Other:     100.0:      13.4        0.0        1.0       52.9       75.3       67.3       76.3:      32.7       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          8          4         19         13         33         23:
Old  :        41:        11          9          3         13          9         26         19:
Other:        19:         5          0          2         10          8         15         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.5       63.1       49.4       74.9       35.2       61.3       44.7       68.7
Old  :                 44.8       69.5       55.3       81.1       44.8       67.9       55.3       79.4
Other:                 46.9       65.0       59.0       75.3       44.3       63.5       54.8       67.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   911,996:   176,433    173,296     17,928    613,551    609,743    807,912    800,967:   104,084    111,029
Old  :   911,996:   176,433    173,296     17,928    613,551    609,743    807,912    800,967:   104,084    111,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :   -12,748:    -3,116      6,223     -5,797     -1,265    -11,668    -10,178    -11,242:    -2,570     -1,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       19.0        2.0       67.3       66.9       88.6       87.8:      11.4       12.2
Old  :     100.0:      19.3       19.0        2.0       67.3       66.9       88.6       87.8:      11.4       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  :       218:        42         30         20         91        108        139        152:
Old  :       218:        42         30         20         91        108        139        152:
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  :                 22.2       27.4       33.0       37.7       17.3       23.0       25.1       32.0
Old  :                 22.2       27.4       33.0       37.7       17.3       23.0       25.1       32.0
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,441,194:   360,226    415,240     53,147  1,746,916  1,521,110  2,160,289  1,989,497:   280,905    451,697
Old  : 2,441,194:   360,226    415,240     53,147  1,746,916  1,521,110  2,160,289  1,989,497:   280,905    451,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    28,457:    59,124     -4,072      4,565    -37,775     31,326     25,914     31,819:     2,543     -3,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.0        2.2       71.6       62.3       88.5       81.5:      11.5       18.5
Old  :     100.0:      14.8       17.0        2.2       71.6       62.3       88.5       81.5:      11.5       18.5
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  :       365:        60         93         42        129        166        216        274:
Old  :       365:        60         93         42        129        166        216        274:
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  :                 28.9       21.0       40.9       26.2       28.3       18.1       39.1       22.3
Old  :                 28.9       21.0       40.9       26.2       28.3       18.1       39.1       22.3
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,921,154:   227,085    316,805     16,828  1,449,633  1,257,941  1,693,546  1,591,574:   227,608    329,580
Old  : 1,921,154:   227,085    316,805     16,828  1,449,633  1,257,941  1,693,546  1,591,574:   227,608    329,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     5,173:     5,545    -18,720     -4,227    -23,594     57,192    -22,276     34,245:    27,449    -29,072
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       16.5        0.9       75.5       65.5       88.2       82.8:      11.8       17.2
Old  :     100.0:      11.8       16.5        0.9       75.5       65.5       88.2       82.8:      11.8       17.2
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  :       258:        24         67         23         94        133        135        206:
Old  :       258:        24         67         23         94        133        135        206:
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  :                 38.2       18.8       49.4       27.1       37.1       16.0       46.8       22.8
Old  :                 38.2       18.8       49.4       27.1       37.1       16.0       46.8       22.8
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   318,024:    24,064     54,610     49,621    217,726    166,008    291,411    270,239:    26,613     47,785
Old  :   318,024:    24,064     54,610     49,621    217,726    166,008    291,411    270,239:    26,613     47,785
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    19,922:     9,387      3,167     -1,969     12,691     16,972     20,109     18,170:      -187      1,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       17.2       15.6       68.5       52.2       91.6       85.0:       8.4       15.0
Old  :     100.0:       7.6       17.2       15.6       68.5       52.2       91.6       85.0:       8.4       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        16         20         23         36         35         63         68:
Old  :        77:        16         20         23         36         35         63         68:
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  :                 43.3       24.0       54.7       34.6       35.7       20.8       43.3       29.3
Old  :                 43.3       24.0       54.7       34.6       35.7       20.8       43.3       29.3
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    91,896:    20,329      8,969      4,146     58,015     70,331     82,490     83,446:     9,406      8,450
Old  :    91,896:    20,329      8,969      4,146     58,015     70,331     82,490     83,446:     9,406      8,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    27,548:     2,626     -4,172      3,951     20,641     26,191     27,217     25,970:       331      1,578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.8        4.5       63.1       76.5       89.8       90.8:      10.2        9.2
Old  :     100.0:      22.1        9.8        4.5       63.1       76.5       89.8       90.8:      10.2        9.2
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  :       115:        34         20         10         49         29         91         55:
Old  :       115:        34         20         10         49         29         91         55:
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  :                 21.6       42.8       33.9       65.5       19.8       36.9       30.9       55.8
Old  :                 21.6       42.8       33.9       65.5       19.8       36.9       30.9       55.8
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    14,115:     4,041        415          0      8,861     13,145     12,902     13,560:     1,213        555
Old  :    14,115:     4,041        415          0      8,861     13,145     12,902     13,560:     1,213        555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        2.9        0.0       62.8       93.1       91.4       96.1:       8.6        3.9
Old  :     100.0:      28.6        2.9        0.0       62.8       93.1       91.4       96.1:       8.6        3.9
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  :        22:         5          1          0          7          9         12         10:
Old  :        22:         5          1          0          7          9         12         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  :                 55.3       69.4       78.5       93.2       55.3       69.4       78.5       93.2
Old  :                 55.3       69.4       78.5       93.2       55.3       69.4       78.5       93.2
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :   155,561:    37,728     22,260      3,140     98,308    114,371    139,176    139,771:    16,385     15,790
Old  :   155,561:    37,728     22,260      3,140     98,308    114,371    139,176    139,771:    16,385     15,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    26,865:     2,321     -4,021      2,750     23,559     26,091     28,630     24,820:    -1,765      2,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.3        2.0       63.2       73.5       89.5       89.8:      10.5       10.2
Old  :     100.0:      24.3       14.3        2.0       63.2       73.5       89.5       89.8:      10.5       10.2
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  :       113:        33         21          7         47         27         85         52:
Old  :       113:        33         21          7         47         27         85         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  :                 20.1       47.0       33.2       65.4       18.9       40.6       30.8       56.0
Old  :                 20.1       47.0       33.2       65.4       18.9       40.6       30.8       56.0
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,431:    11,979      8,872      6,010      1,399      4,540     19,388     19,422:        43          9
Old  :    19,431:    11,979      8,872      6,010      1,399      4,540     19,388     19,422:        43          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     4,181:      -488       -332      4,812       -150       -230      4,174      4,250:         7        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       45.7       30.9        7.2       23.4       99.8      100.0:       0.2        0.0
Old  :     100.0:      61.6       45.7       30.9        7.2       23.4       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          5          1          1         20          9:
Old  :        24:        16          6          5          1          1         20          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       93.7       84.3       99.6       50.1       67.2       61.0       69.0
Old  :                 70.6       93.7       84.3       99.6       50.1       67.2       61.0       69.0
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,618:     1,511     16,974        199     36,793     21,304     38,503     38,477:       115        141
Old  :    38,618:     1,511     16,974        199     36,793     21,304     38,503     38,477:       115        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    -6,935:       360     -1,461        199     -7,565     -5,684     -7,006     -6,946:        71         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       44.0        0.5       95.3       55.2       99.7       99.6:       0.3        0.4
Old  :     100.0:       3.9       44.0        0.5       95.3       55.2       99.7       99.6:       0.3        0.4
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  :        42:         5         13          1         12         14         17         28:
Old  :        42:         5         13          1         12         14         17         28:
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  :                 81.8       54.4       97.6       76.9       78.9       41.9       85.2       64.4
Old  :                 81.8       54.4       97.6       76.9       78.9       41.9       85.2       64.4
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   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  :    30,554:       706     23,800          0     29,797      6,627     30,503     30,427:        51        127
Old  :    30,554:       706     23,800          0     29,797      6,627     30,503     30,427:        51        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :   -15,144:    -4,728        650     -1,226     -9,178    -14,612    -15,132    -15,188:       -12         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       77.9        0.0       97.5       21.7       99.8       99.6:       0.2        0.4
Old  :     100.0:       2.3       77.9        0.0       97.5       21.7       99.8       99.6:       0.2        0.4
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  :        34:         2         14          0          7         13          9         27:
Old  :        34:         2         14          0          7         13          9         27:
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  :                 97.2       60.3       99.8       79.0       91.3       60.3       93.9       76.1
Old  :                 97.2       60.3       99.8       79.0       91.3       60.3       93.9       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 21, 2014