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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   488,060:   114,658    180,713    129,531    209,711    125,092    453,901    435,336:    34,159     52,724
Old  :   369,523:   107,134    170,858     80,517    157,638     79,873    345,290    331,247:    24,233     38,276
Other:   118,537:    31,573     33,905     24,964     52,073     45,219    108,611    104,088:     9,926     14,448
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    22,551:        11       -336     18,772      1,721      3,158     20,504     21,595:     2,047        956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       37.0       26.5       43.0       25.6       93.0       89.2:       7.0       10.8
Old  :     100.0:      29.0       46.2       21.8       42.7       21.6       93.4       89.6:       6.6       10.4
Other:     100.0:      26.6       28.6       21.1       43.9       38.1       91.6       87.8:       8.4       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       111        147        129        100        104        279        323:
Old  :       378:       116        141        104         91         91        257        286:
Other:       206:        47         58         50         62         84        136        169:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9        8.9       24.6       16.9       13.5        8.9       21.8       16.2
Old  :                 15.3       11.7       25.8       21.1       14.6       11.7       23.6       20.3
Other:                 28.6       17.5       42.5       31.5       26.8       15.3       36.0       24.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   154,371:    49,608     33,546     23,860     64,949     68,283    138,418    125,690:    15,954     28,682
Old  :   114,325:    47,662     31,007      9,873     45,175     53,946    102,710     94,826:    11,615     19,499
Other:    40,046:    11,533     12,127      4,399     19,774     14,337     35,707     30,863:     4,339      9,183
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       255:    -4,196       -722        758      3,103       -462       -336       -426:       590        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       21.7       15.5       42.1       44.2       89.7       81.4:      10.3       18.6
Old  :     100.0:      41.7       27.1        8.6       39.5       47.2       89.8       82.9:      10.2       17.1
Other:     100.0:      28.8       30.3       11.0       49.4       35.8       89.2       77.1:      10.8       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        48         53         54         55         59        134        144:
Old  :       176:        48         48         39         49         51        116        123:
Other:       114:        21         26         19         37         43         69         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       23.7       29.0       34.0       16.0       20.4       25.8       28.7
Old  :                 23.0       26.8       34.9       37.6       21.4       26.8       33.4       36.4
Other:                 31.0       32.5       46.9       42.0       31.0       30.8       46.2       39.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,550,962:   305,191    361,463    408,513    674,604    500,089  1,388,308  1,270,065:   162,655    280,898
Old  : 1,285,239:   269,417    358,697    314,959    561,226    410,664  1,145,602  1,084,320:   139,637    200,918
Other:   265,724:    78,082     45,073     51,246    113,378     89,425    242,706    185,745:    23,018     79,979
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    14,473:    -1,819      8,457     13,711      1,232    -10,381     13,123     11,787:     1,350      2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.3       26.3       43.5       32.2       89.5       81.9:      10.5       18.1
Old  :     100.0:      21.0       27.9       24.5       43.7       32.0       89.1       84.4:      10.9       15.6
Other:     100.0:      29.4       17.0       19.3       42.7       33.7       91.3       69.9:       8.7       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       729:       164        198        225        290        287        584        593:
Old  :       717:       156        203        207        282        272        558        567:
Other:       443:        85         92         75        100        224        215        363:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1        9.4       17.9       16.9        8.6        8.2       15.5       14.1
Old  :                 10.6       10.0       18.6       17.2        9.0        9.7       16.5       15.5
Other:                 23.6       18.0       37.3       26.3       23.4       15.8       35.3       21.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,364:     3,122        175        993      4,277      8,068      8,391      9,235:     1,973      1,129
Old  :     9,889:     3,173         93        899      3,899      7,876      7,971      8,868:     1,917      1,021
Other:       476:         0        134         42        378        192        420        368:        56        108
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       569:        86         30        -49        238        454        275        435:       294        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        1.7        9.6       41.3       77.8       81.0       89.1:      19.0       10.9
Old  :     100.0:      32.1        0.9        9.1       39.4       79.6       80.6       89.7:      19.4       10.3
Other:     100.0:       0.0       28.1        8.9       79.4       40.3       88.3       77.3:      11.7       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16          5          7         14         13         34         21:
Old  :        41:        16          5          7         13         13         33         21:
Other:        15:         0          5          3          7          5         10         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  :                 39.5       46.5       54.4       66.4       39.3       46.3       50.0       61.0
Old  :                 39.6       47.7       53.5       68.0       39.6       47.5       50.8       62.7
Other:                 80.0       55.7       87.0       75.7       68.1       48.6       69.6       58.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   811,261:   247,413     61,260    210,289    288,340    435,716    746,042    707,265:    65,219    103,996
Old  :   700,207:   235,197     55,492    161,881    246,751    402,347    643,829    619,720:    56,378     80,488
Other:   111,054:    36,578     30,131     24,045     41,590     33,370    102,213     87,546:     8,841     23,508
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    21,947:     7,663        -23       -806     13,171     17,406     20,028     16,577:     1,919      5,370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        7.6       25.9       35.5       53.7       92.0       87.2:       8.0       12.8
Old  :     100.0:      33.6        7.9       23.1       35.2       57.5       91.9       88.5:       8.1       11.5
Other:     100.0:      32.9       27.1       21.7       37.5       30.0       92.0       78.8:       8.0       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       553:       171        167        202        147        195        431        460:
Old  :       542:       159        172        192        141        190        414        445:
Other:       292:        69         77         68         61        116        163        231:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.5       16.8       14.1       24.4        7.0       14.2       13.0       19.0
Old  :                  8.6       19.1       16.1       26.1        8.2       16.2       15.1       21.3
Other:                 20.6       22.1       34.4       33.2       20.5       19.9       34.0       27.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   379,546:    74,291    106,833     69,431    196,673    156,762    340,394    333,026:    39,152     46,520
Old  :   353,997:    75,808    108,128     60,085    183,125    141,846    319,018    310,059:    34,979     43,938
Other:    25,550:     3,892      4,114      3,937     13,548     14,916     21,377     22,967:     4,173      2,583
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     5,461:     3,007      3,439      5,603     -2,846     -6,143      5,764      2,899:      -303      2,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       28.1       18.3       51.8       41.3       89.7       87.7:      10.3       12.3
Old  :     100.0:      21.4       30.5       17.0       51.7       40.1       90.1       87.6:       9.9       12.4
Other:     100.0:      15.2       16.1       15.4       53.0       58.4       83.7       89.9:      16.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       297:        64        106         93         85         73        213        233:
Old  :       295:        70        108         87         83         71        208        226:
Other:        76:        13         21         17         32         13         56         43:
     :----------------------------------------------------------------------------------------------------
     :             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       19.4       18.9       27.1        7.9       14.2       14.8       20.4
Old  :                 11.4       18.9       19.5       26.5        9.1       16.3       16.3       22.9
Other:                 36.8       49.6       51.9       65.5       30.3       43.3       43.5       56.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   790,456:   115,349     83,036     63,599    471,018    456,959    649,966    603,593:   140,490    186,863
Old  :   790,456:   115,349     83,036     63,599    471,018    456,959    649,966    603,593:   140,490    186,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    -4,778:     3,925     -8,114      1,497    -12,893     18,177     -7,471     11,560:     2,692    -16,339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       10.5        8.0       59.6       57.8       82.2       76.4:      17.8       23.6
Old  :     100.0:      14.6       10.5        8.0       59.6       57.8       82.2       76.4:      17.8       23.6
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  :       171:        29         37         40         76         93        129        146:
Old  :       171:        29         37         40         76         93        129        146:
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  :                 22.4       12.3       33.1       20.0       20.5       11.5       28.3       17.7
Old  :                 22.4       12.3       33.1       20.0       20.5       11.5       28.3       17.7
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 with Delta-adjusted Options and Futures Combined, 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  :   453,497:    52,645     66,548      7,532    316,791    290,810    376,968    364,890:    76,529     88,607
Old  :   453,497:    52,645     66,548      7,532    316,791    290,810    376,968    364,890:    76,529     88,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -11,618:      -529      4,472     -5,597     -3,192     -6,988     -9,318     -8,114:    -2,301     -3,505
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       14.7        1.7       69.9       64.1       83.1       80.5:      16.9       19.5
Old  :     100.0:      11.6       14.7        1.7       69.9       64.1       83.1       80.5:      16.9       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         12         45         45         62         64:
Old  :        83:         8         16         12         45         45         62         64:
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  :                 27.9       31.8       44.5       46.8       24.9       31.6       39.0       45.6
Old  :                 27.9       31.8       44.5       46.8       24.9       31.6       39.0       45.6
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   328,819:   104,749     46,951     57,621    110,797    192,452    273,167    297,024:    55,653     31,796
Old  :   302,092:   100,950     45,747     51,724     98,051    175,025    250,725    272,497:    51,366     29,595
Other:    26,728:     6,667      4,072      3,029     12,745     17,426     22,441     24,527:     4,287      2,200
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    11,344:     2,511      2,989      4,269      2,447      2,984      9,226     10,241:     2,118      1,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       14.3       17.5       33.7       58.5       83.1       90.3:      16.9        9.7
Old  :     100.0:      33.4       15.1       17.1       32.5       57.9       83.0       90.2:      17.0        9.8
Other:     100.0:      24.9       15.2       11.3       47.7       65.2       84.0       91.8:      16.0        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        93         53         79         78         81        217        181:
Old  :       258:        93         52         78         77         81        213        181:
Other:        83:        25         14         21         36         16         68         45:
     :----------------------------------------------------------------------------------------------------
     :             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       29.6       15.8       39.5        7.5       25.5       13.7       31.7
Old  :                  9.0       29.7       16.3       38.7        8.1       26.5       14.6       32.7
Other:                 24.1       46.4       37.4       66.6       22.1       35.2       34.6       54.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :     7,613:       880        977        407      4,757      4,858      6,044      6,242:     1,568      1,370
Old  :     7,579:       891        981        391      4,757      4,850      6,039      6,222:     1,539      1,356
Other:        34:         5         12          0          0          8          5         20:        29         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :      -649:      -321        227       -339          1       -448       -659       -560:        10        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       12.8        5.3       62.5       63.8       79.4       82.0:      20.6       18.0
Old  :     100.0:      11.8       12.9        5.2       62.8       64.0       79.7       82.1:      20.3       17.9
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  :        42:        12          6          9         18         13         33         26:
Old  :        42:        11          7          9         18         13         33         26:
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  :                 43.3       59.5       57.0       70.8       43.2       58.5       56.3       69.8
Old  :                 43.5       59.8       57.2       71.1       43.5       58.7       56.6       70.0
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 with Delta-adjusted Options and Futures Combined, 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  :   844,496:   206,529    174,192     12,943    517,461    553,267    736,933    740,403:   107,563    104,093
Old  :   844,496:   206,529    174,192     12,943    517,461    553,267    736,933    740,403:   107,563    104,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -73,516:   -30,117      7,944        437    -40,361    -83,778    -70,040    -75,397:    -3,476      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       20.6        1.5       61.3       65.5       87.3       87.7:      12.7       12.3
Old  :     100.0:      24.5       20.6        1.5       61.3       65.5       87.3       87.7:      12.7       12.3
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  :       203:        35         36         19         86         95        131        140:
Old  :       203:        35         36         19         86         95        131        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  :                 17.6       22.3       29.8       35.5       16.2       18.0       25.5       28.7
Old  :                 17.6       22.3       29.8       35.5       16.2       18.0       25.5       28.7
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 with Delta-adjusted Options and Futures Combined, 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  : 2,792,298:   205,311    348,113    343,732  1,993,460  1,621,947  2,542,503  2,313,793:   249,795    478,506
Old  : 2,792,298:   205,311    348,113    343,732  1,993,460  1,621,947  2,542,503  2,313,793:   249,795    478,506
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -60,804:   -13,398      2,679     10,406    -57,202    -71,560    -60,194    -58,475:      -610     -2,329
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       12.5       12.3       71.4       58.1       91.1       82.9:       8.9       17.1
Old  :     100.0:       7.4       12.5       12.3       71.4       58.1       91.1       82.9:       8.9       17.1
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  :       320:        53         73         78        157        167        257        271:
Old  :       320:        53         73         78        157        167        257        271:
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  :                 27.8       13.4       39.4       20.6       24.8        9.8       35.6       14.3
Old  :                 27.8       13.4       39.4       20.6       24.8        9.8       35.6       14.3
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 with Delta-adjusted Options and Futures Combined, 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  : 1,996,570:   268,207    234,675    155,606  1,374,098  1,269,254  1,797,910  1,659,535:   198,660    337,035
Old  : 1,996,570:   268,207    234,675    155,606  1,374,098  1,269,254  1,797,910  1,659,535:   198,660    337,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :   -51,159:    -5,163     -9,855     23,697    -49,578    -72,596    -31,044    -58,755:   -20,115      7,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       11.8        7.8       68.8       63.6       90.0       83.1:      10.0       16.9
Old  :     100.0:      13.4       11.8        7.8       68.8       63.6       90.0       83.1:      10.0       16.9
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  :       237:        42         48         42        101        130        166        197:
Old  :       237:        42         48         42        101        130        166        197:
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  :                 32.6       19.2       43.0       27.7       31.8       18.0       41.1       25.2
Old  :                 32.6       19.2       43.0       27.7       31.8       18.0       41.1       25.2
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 with Delta-adjusted Options and Futures Combined, 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  :   292,003:    12,970     43,359     50,490    203,512    149,639    266,972    243,488:    25,032     48,515
Old  :   292,003:    12,970     43,359     50,490    203,512    149,639    266,972    243,488:    25,032     48,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :    16,307:    -2,549     -1,071      1,231     15,764     13,328     14,446     13,488:     1,861      2,819
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       14.8       17.3       69.7       51.2       91.4       83.4:       8.6       16.6
Old  :     100.0:       4.4       14.8       17.3       69.7       51.2       91.4       83.4:       8.6       16.6
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  :        62:        12         14         17         30         30         50         54:
Old  :        62:        12         14         17         30         30         50         54:
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  :                 43.9       28.9       55.6       42.5       32.6       23.1       39.4       28.8
Old  :                 43.9       28.9       55.6       42.5       32.6       23.1       39.4       28.8
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 with Delta-adjusted Options and Futures Combined, 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  :    89,782:    19,233      7,088      5,632     54,818     68,300     79,683     81,019:    10,099      8,762
Old  :    89,782:    19,233      7,088      5,632     54,818     68,300     79,683     81,019:    10,099      8,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     2,646:    -4,843       -603      1,039      6,360      3,138      2,556      3,574:        90       -929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        7.9        6.3       61.1       76.1       88.8       90.2:      11.2        9.8
Old  :     100.0:      21.4        7.9        6.3       61.1       76.1       88.8       90.2:      11.2        9.8
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  :       110:        31         19         20         47         34         90         66:
Old  :       110:        31         19         20         47         34         90         66:
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       34.8       34.4       54.5       16.2       34.1       26.4       50.2
Old  :                 21.8       34.8       34.4       54.5       16.2       34.1       26.4       50.2
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 with Delta-adjusted Options and Futures Combined, 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  :    16,827:     4,018        320        461     11,145     14,964     15,624     15,745:     1,203      1,082
Old  :    16,827:     4,018        320        461     11,145     14,964     15,624     15,745:     1,203      1,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :     2,259:        48       -202        420      2,218      1,519      2,685      1,737:      -426        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        1.9        2.7       66.2       88.9       92.8       93.6:       7.2        6.4
Old  :     100.0:      23.9        1.9        2.7       66.2       88.9       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          5          7         11         15         17:
Old  :        25:         8          1          5          7         11         15         17:
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  :                 58.2       60.0       76.5       83.0       53.4       59.8       68.7       76.6
Old  :                 58.2       60.0       76.5       83.0       53.4       59.8       68.7       76.6
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 with Delta-adjusted Options and Futures Combined, 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  :   145,909:    35,954     19,060      4,818     87,346    106,671    128,118    130,549:    17,791     15,360
Old  :   145,909:    35,954     19,060      4,818     87,346    106,671    128,118    130,549:    17,791     15,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2013                    :
     :       772:   -10,404     -1,424      1,861      8,284      3,238       -259      3,675:     1,031     -2,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       13.1        3.3       59.9       73.1       87.8       89.5:      12.2       10.5
Old  :     100.0:      24.6       13.1        3.3       59.9       73.1       87.8       89.5:      12.2       10.5
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  :       108:        29         22         18         46         32         86         63:
Old  :       108:        29         22         18         46         32         86         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  :                 20.2       39.7       33.0       57.9       19.4       39.3       31.8       55.8
Old  :                 20.2       39.7       33.0       57.9       19.4       39.3       31.8       55.8
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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
```

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Updated December 20, 2013