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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, February 11, 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  :   437,684:   136,677    177,160     78,270    187,803    135,495    402,750    390,925:    34,934     46,759
Old  :   289,219:   117,237    166,470     22,026    127,525     71,358    266,788    259,854:    22,431     29,365
Other:   148,465:    55,160     46,410     20,524     60,278     64,137    135,962    131,071:    12,503     17,394
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :      -284:    -1,469     -9,939      5,216     -3,202      4,461        545       -262:      -829        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       40.5       17.9       42.9       31.0       92.0       89.3:       8.0       10.7
Old  :     100.0:      40.5       57.6        7.6       44.1       24.7       92.2       89.8:       7.8       10.2
Other:     100.0:      37.2       31.3       13.8       40.6       43.2       91.6       88.3:       8.4       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       103        137        126        105         88        287        288:
Old  :       354:       115        123         76         87         62        241        224:
Other:       244:        60         79         50         69         76        160        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       12.2       25.4       21.3       14.4       12.0       23.4       20.5
Old  :                 16.6       17.7       28.4       30.1       16.6       17.2       28.3       29.5
Other:                 24.0       17.5       37.4       29.2       20.9       16.8       33.3       24.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, February 11, 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  :   146,909:    47,968     39,667     13,523     68,994     67,512    130,485    120,702:    16,424     26,207
Old  :    95,823:    44,145     31,270      3,227     38,286     46,035     85,658     80,532:    10,165     15,291
Other:    51,086:    11,756     16,330      2,363     30,708     21,477     44,827     40,170:     6,259     10,916
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -12,534:    -2,140     -5,257     -5,760     -5,436     -2,175    -13,336    -13,192:       802        658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       27.0        9.2       47.0       46.0       88.8       82.2:      11.2       17.8
Old  :     100.0:      46.1       32.6        3.4       40.0       48.0       89.4       84.0:      10.6       16.0
Other:     100.0:      23.0       32.0        4.6       60.1       42.0       87.7       78.6:      12.3       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        47         48         35         51         54        115        123:
Old  :       161:        46         42         22         41         46         96        101:
Other:       118:        20         31         14         39         45         65         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       25.1       29.5       35.1       16.7       21.2       27.2       29.0
Old  :                 23.0       34.5       34.9       45.8       22.2       34.5       34.0       45.2
Other:                 29.3       26.1       45.4       36.2       29.3       24.7       45.0       34.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 11, 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  : 1,346,960:   347,214    311,803    214,668    649,612    566,489  1,211,494  1,092,960:   135,466    254,000
Old  : 1,046,781:   305,811    311,400    121,927    511,755    439,569    939,493    872,896:   107,288    173,885
Other:   300,179:   124,820     83,820      9,324    137,857    126,920    272,001    220,064:    28,178     80,115
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    27,916:     6,343    -30,361     19,496      3,571     37,180     29,410     26,315:    -1,494      1,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       23.1       15.9       48.2       42.1       89.9       81.1:      10.1       18.9
Old  :     100.0:      29.2       29.7       11.6       48.9       42.0       89.8       83.4:      10.2       16.6
Other:     100.0:      41.6       27.9        3.1       45.9       42.3       90.6       73.3:       9.4       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       709:       141        171        173        243        313        502        565:
Old  :       691:       139        177        141        230        290        465        521:
Other:       482:        78         95         40        106        253        204        373:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.4        8.7       19.8       14.7       11.1        7.9       19.2       13.1
Old  :                 13.2        9.0       23.2       15.4       13.0        8.7       22.6       13.8
Other:                 19.2       16.0       30.7       23.7       19.1       15.6       30.6       22.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 11, 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  :    11,582:     2,828        893        591      5,420      7,852      8,839      9,336:     2,743      2,246
Old  :     9,056:     3,094        967         61      3,777      6,217      6,932      7,245:     2,124      1,811
Other:     2,526:       191        383         73      1,643      1,635      1,907      2,091:       619        435
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       261:      -445        113          9        407        137        -29        259:       290          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.7        5.1       46.8       67.8       76.3       80.6:      23.7       19.4
Old  :     100.0:      34.2       10.7        0.7       41.7       68.7       76.5       80.0:      23.5       20.0
Other:     100.0:       7.6       15.2        2.9       65.0       64.7       75.5       82.8:      24.5       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        13         10          8         13         13         31         26:
Old  :        43:        13         10          3         13         12         29         22:
Other:        23:         6          3          5          7         10         16         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.8       41.2       54.4       58.3       32.5       35.4       44.4       49.0
Old  :                 40.1       46.9       56.5       64.6       40.1       44.8       55.2       60.4
Other:                 58.3       57.7       71.9       76.6       54.4       51.3       61.4       69.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 11, 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  :   683,209:   263,240     73,477    117,451    245,245    393,193    625,936    584,121:    57,273     99,088
Old  :   529,867:   245,403     53,507     71,119    170,576    341,194    487,098    465,820:    42,769     64,047
Other:   153,342:    51,284     53,417     12,885     74,669     51,999    138,838    118,301:    14,504     35,041
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    58,721:    27,299      2,895     15,127     10,938     35,523     53,364     53,545:     5,357      5,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       10.8       17.2       35.9       57.6       91.6       85.5:       8.4       14.5
Old  :     100.0:      46.3       10.1       13.4       32.2       64.4       91.9       87.9:       8.1       12.1
Other:     100.0:      33.4       34.8        8.4       48.7       33.9       90.5       77.1:       9.5       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       546:       179        144        172        130        178        412        421:
Old  :       521:       180        130        145        110        162        372        376:
Other:       350:        70        113         41         82        118        178        253:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       19.3       16.3       27.5        8.3       17.1       15.1       22.8
Old  :                 10.7       23.1       19.9       33.3       10.7       20.5       19.3       29.2
Other:                 17.3       16.6       29.2       24.8       16.2       13.6       27.4       21.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 11, 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  :   347,306:    84,637    116,822     47,810    178,023    144,366    310,470    308,998:    36,836     38,308
Old  :   306,152:    83,496    116,124     37,006    154,979    118,433    275,481    271,563:    30,671     34,589
Other:    41,154:     8,145      7,702      3,800     23,044     25,933     34,989     37,435:     6,165      3,719
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -22,070:    -3,005    -14,441     -1,191    -19,278     -6,878    -23,474    -22,510:     1,404        440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       33.6       13.8       51.3       41.6       89.4       89.0:      10.6       11.0
Old  :     100.0:      27.3       37.9       12.1       50.6       38.7       90.0       88.7:      10.0       11.3
Other:     100.0:      19.8       18.7        9.2       56.0       63.0       85.0       91.0:      15.0        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        70         97         92         85         63        211        215:
Old  :       287:        73        101         83         83         62        206        207:
Other:       109:        30         23         16         44         22         78         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.7       19.3       20.7       27.2       12.5       14.7       20.4       22.2
Old  :                 13.5       16.6       22.5       24.9       13.2       13.7       22.1       21.4
Other:                 19.6       47.7       35.2       60.5       17.1       42.6       31.1       53.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 11, 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  :   694,851:   115,141     69,027     10,449    414,740    439,659    540,330    519,135:   154,521    175,716
Old  :   694,851:   115,141     69,027     10,449    414,740    439,659    540,330    519,135:   154,521    175,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    16,143:     4,880      3,725     -1,985     12,142      7,755     15,037      9,495:     1,106      6,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        9.9        1.5       59.7       63.3       77.8       74.7:      22.2       25.3
Old  :     100.0:      16.6        9.9        1.5       59.7       63.3       77.8       74.7:      22.2       25.3
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  :       160:        28         32         20         64         80        101        123:
Old  :       160:        28         32         20         64         80        101        123:
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  :                 22.5       15.6       34.1       24.0       21.1       12.6       28.6       19.5
Old  :                 22.5       15.6       34.1       24.0       21.1       12.6       28.6       19.5
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, February 11, 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  :   455,014:    45,769     58,834      1,004    329,618    305,100    376,391    364,938:    78,623     90,076
Old  :   455,014:    45,769     58,834      1,004    329,618    305,100    376,391    364,938:    78,623     90,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       889:    -2,763       -525         -1       -689        938     -3,453        412:     4,342        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       12.9        0.2       72.4       67.1       82.7       80.2:      17.3       19.8
Old  :     100.0:      10.1       12.9        0.2       72.4       67.1       82.7       80.2:      17.3       19.8
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  :        78:         7         14          7         43         40         55         56:
Old  :        78:         7         14          7         43         40         55         56:
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  :                 27.0       32.6       43.7       47.7       23.5       31.9       36.5       43.4
Old  :                 27.0       32.6       43.7       47.7       23.5       31.9       36.5       43.4
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, February 11, 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  :     5,159:     1,033      1,374        261      3,188      3,134      4,482      4,769:       677        390
Old  :     5,159:     1,033      1,374        261      3,188      3,134      4,482      4,769:       677        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :        -7:       -63        134        -34         79       -162        -18        -62:        11         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       26.6        5.1       61.8       60.7       86.9       92.4:      13.1        7.6
Old  :     100.0:      20.0       26.6        5.1       61.8       60.7       86.9       92.4:      13.1        7.6
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  :        36:        10          4          4         16         17         29         24:
Old  :        36:        10          4          4         16         17         29         24:
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  :                 37.5       51.3       56.6       73.5       23.6       45.1       36.6       53.8
Old  :                 37.5       51.3       56.6       73.5       23.6       45.1       36.6       53.8
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, February 11, 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  :   299,642:   112,328     57,688     22,952    113,665    190,311    248,945    270,951:    50,697     28,691
Old  :   254,793:   105,297     54,930     16,016     89,400    159,789    210,713    230,735:    44,080     24,058
Other:    44,849:    11,856      7,583      2,111     24,265     30,522     38,232     40,216:     6,617      4,633
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :     3,482:     3,321     -1,429     -1,994      3,189      6,044      4,516      2,621:    -1,034        861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       19.3        7.7       37.9       63.5       83.1       90.4:      16.9        9.6
Old  :     100.0:      41.3       21.6        6.3       35.1       62.7       82.7       90.6:      17.3        9.4
Other:     100.0:      26.4       16.9        4.7       54.1       68.1       85.2       89.7:      14.8       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        86         56         52         80         85        197        170:
Old  :       255:        84         58         47         76         85        186        169:
Other:       108:        26         15         10         52         26         82         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       32.6       15.9       41.7        8.6       29.7       15.8       38.0
Old  :                  9.8       31.1       18.2       41.4        9.8       29.0       18.2       38.8
Other:                 19.8       42.3       34.2       62.7       19.7       34.0       32.5       53.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 11, 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  :     8,327:       934      1,381        578      5,006      4,825      6,518      6,784:     1,809      1,543
Old  :     7,603:       861      1,400        553      4,595      4,320      6,009      6,273:     1,594      1,330
Other:       724:        98          6          0        411        505        509        511:       215        213
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       210:        13        220         18        179         61        210        299:         0        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.6        6.9       60.1       57.9       78.3       81.5:      21.7       18.5
Old  :     100.0:      11.3       18.4        7.3       60.4       56.8       79.0       82.5:      21.0       17.5
Other:     100.0:      13.5        0.8        0.0       56.8       69.8       70.3       70.6:      29.7       29.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        12          6          6         19         14         33         26:
Old  :        42:        12          7          6         15         12         29         24:
Other:        12:         2          1          0          5          7          7          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       56.6       55.4       67.9       37.9       54.5       46.9       62.7
Old  :                 43.2       59.8       57.1       71.8       42.5       57.6       52.2       65.3
Other:                 64.1       58.8       70.3       70.6       60.5       58.8       63.1       63.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 11, 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  :   895,617:   177,497    154,213     17,087    590,344    624,637    784,928    795,937:   110,689     99,680
Old  :   895,617:   177,497    154,213     17,087    590,344    624,637    784,928    795,937:   110,689     99,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -14,278:    -2,099     -1,817      2,471     -6,040     -8,942     -5,668     -8,288:    -8,610     -5,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       17.2        1.9       65.9       69.7       87.6       88.9:      12.4       11.1
Old  :     100.0:      19.8       17.2        1.9       65.9       69.7       87.6       88.9:      12.4       11.1
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  :       226:        42         37         24         94        110        145        162:
Old  :       226:        42         37         24         94        110        145        162:
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  :                 19.6       27.0       29.7       38.3       13.9       20.3       21.1       29.7
Old  :                 19.6       27.0       29.7       38.3       13.9       20.3       21.1       29.7
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 - Futures Only, February 11, 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  : 2,410,966:   322,845    465,378     51,650  1,777,069  1,441,264  2,151,564  1,958,292:   259,402    452,674
Old  : 2,410,966:   322,845    465,378     51,650  1,777,069  1,441,264  2,151,564  1,958,292:   259,402    452,674
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    28,455:    13,978     21,210     -6,367     27,921      7,677     35,532     22,520:    -7,077      5,935
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       19.3        2.1       73.7       59.8       89.2       81.2:      10.8       18.8
Old  :     100.0:      13.4       19.3        2.1       73.7       59.8       89.2       81.2:      10.8       18.8
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  :       361:        49         96         43        133        170        211        280:
Old  :       361:        49         96         43        133        170        211        280:
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  :                 30.3       13.7       43.7       19.6       28.1        9.2       39.3       13.8
Old  :                 30.3       13.7       43.7       19.6       28.1        9.2       39.3       13.8
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, February 11, 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  : 1,970,055:   216,305    354,172     32,901  1,494,552  1,236,546  1,743,758  1,623,619:   226,297    346,436
Old  : 1,970,055:   216,305    354,172     32,901  1,494,552  1,236,546  1,743,758  1,623,619:   226,297    346,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    37,577:   -17,986     18,691      3,593     41,821     46,734     27,428     69,018:    10,149    -31,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       18.0        1.7       75.9       62.8       88.5       82.4:      11.5       17.6
Old  :     100.0:      11.0       18.0        1.7       75.9       62.8       88.5       82.4:      11.5       17.6
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  :       260:        28         59         29         99        135        148        203:
Old  :       260:        28         59         29         99        135        148        203:
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  :                 35.4       16.9       47.7       25.8       34.5       16.0       42.9       22.9
Old  :                 35.4       16.9       47.7       25.8       34.5       16.0       42.9       22.9
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, February 11, 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  :   293,954:    11,405     50,125     40,369    211,579    158,131    263,353    248,625:    30,601     45,329
Old  :   293,954:    11,405     50,125     40,369    211,579    158,131    263,353    248,625:    30,601     45,329
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    20,845:    -1,213      5,790      2,855     19,536     13,280     21,178     21,925:      -333     -1,080
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       17.1       13.7       72.0       53.8       89.6       84.6:      10.4       15.4
Old  :     100.0:       3.9       17.1       13.7       72.0       53.8       89.6       84.6:      10.4       15.4
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  :        67:         8         18         14         33         38         51         60:
Old  :        67:         8         18         14         33         38         51         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       24.5       58.5       37.1       33.6       21.6       43.3       30.0
Old  :                 44.8       24.5       58.5       37.1       33.6       21.6       43.3       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, February 11, 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  :    66,710:    10,397     11,972      3,009     42,932     43,473     56,337     58,454:    10,373      8,256
Old  :    66,710:    10,397     11,972      3,009     42,932     43,473     56,337     58,454:    10,373      8,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :     7,803:    -3,817      2,247      2,574      7,362       -587      6,119      4,234:     1,684      3,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       17.9        4.5       64.4       65.2       84.5       87.6:      15.5       12.4
Old  :     100.0:      15.6       17.9        4.5       64.4       65.2       84.5       87.6:      15.5       12.4
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  :        95:        21         20          9         44         21         71         47:
Old  :        95:        21         20          9         44         21         71         47:
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  :                 24.3       41.5       35.1       62.9       24.3       40.9       34.3       60.1
Old  :                 24.3       41.5       35.1       62.9       24.3       40.9       34.3       60.1
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, February 11, 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  :    13,379:     3,885        500          0      8,459     11,343     12,344     11,843:     1,035      1,536
Old  :    13,379:     3,885        500          0      8,459     11,343     12,344     11,843:     1,035      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        3.7        0.0       63.2       84.8       92.3       88.5:       7.7       11.5
Old  :     100.0:      29.0        3.7        0.0       63.2       84.8       92.3       88.5:       7.7       11.5
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  :        20:         5          1          0          6          8         11          9:
Old  :        20:         5          1          0          6          8         11          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  :                 59.1       71.6       82.6       87.0       59.1       71.6       82.6       87.0
Old  :                 59.1       71.6       82.6       87.0       59.1       71.6       82.6       87.0
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, February 11, 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  :   106,661:    18,863     28,784        177     68,946     64,260     87,986     93,221:    18,675     13,440
Old  :   106,661:    18,863     28,784        177     68,946     64,260     87,986     93,221:    18,675     13,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -11,153:    -9,564      9,333       -692     -2,194    -23,860    -12,450    -15,219:     1,297      4,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       27.0        0.2       64.6       60.2       82.5       87.4:      17.5       12.6
Old  :     100.0:      17.7       27.0        0.2       64.6       60.2       82.5       87.4:      17.5       12.6
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  :        94:        20         22          6         41         17         64         43:
Old  :        94:        20         22          6         41         17         64         43:
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  :                 23.2       47.3       34.4       67.2       23.2       47.1       34.4       67.1
Old  :                 23.2       47.3       34.4       67.2       23.2       47.1       34.4       67.1
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, February 11, 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  :     8,960:     7,142      7,377      1,211        577        347      8,930      8,935:        30         25
Old  :     8,960:     7,142      7,377      1,211        577        347      8,930      8,935:        30         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7       82.3       13.5        6.4        3.9       99.7       99.7:       0.3        0.3
Old  :     100.0:      79.7       82.3       13.5        6.4        3.9       99.7       99.7:       0.3        0.3
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  :        20:        12          6          3          1          1         14          9:
Old  :        20:        12          6          3          1          1         14          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  :                 63.0       88.1       86.2       98.9       57.1       82.9       76.9       86.2
Old  :                 63.0       88.1       86.2       98.9       57.1       82.9       76.9       86.2
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, February 11, 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  :    45,612:       963     20,750          0     44,576     24,691     45,539     45,441:        73        171
Old  :    45,612:       963     20,750          0     44,576     24,691     45,539     45,441:        73        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    -2,914:       380     -2,745          0     -3,320       -209     -2,940     -2,954:        26         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       45.5        0.0       97.7       54.1       99.8       99.6:       0.2        0.4
Old  :     100.0:       2.1       45.5        0.0       97.7       54.1       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  :        47:         3         17          0         12         17         15         34:
Old  :        47:         3         17          0         12         17         15         34:
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  :                 82.9       47.0       97.8       69.6       78.9       35.3       86.9       58.0
Old  :                 82.9       47.0       97.8       69.6       78.9       35.3       86.9       58.0
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, February 11, 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  :    26,773:       913     17,684        420     25,407      8,553     26,740     26,657:        33        116
Old  :    26,773:       913     17,684        420     25,407      8,553     26,740     26,657:        33        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :      -203:        35       -947        410       -672        328       -227       -209:        24          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       66.1        1.6       94.9       31.9       99.9       99.6:       0.1        0.4
Old  :     100.0:       3.4       66.1        1.6       94.9       31.9       99.9       99.6:       0.1        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  :        36:         3         15          2          7         13         12         28:
Old  :        36:         3         15          2          7         13         12         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  :                 94.5       54.1       99.4       73.2       87.3       53.1       90.9       69.4
Old  :                 94.5       54.1       99.4       73.2       87.3       53.1       90.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 14, 2014