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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :   523,421:   116,839     83,912    177,721    190,729    213,587    485,289    475,220:    38,133     48,201
Old  :   131,047:    39,343     27,312     45,381     32,977     48,723    117,701    121,416:    13,346      9,631
Other:   392,374:    97,330     76,433    112,507    157,751    164,864    367,588    353,804:    24,786     38,570
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    -1,518:    -4,313       -733       -682      4,554       -201       -441     -1,616:    -1,077         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       16.0       34.0       36.4       40.8       92.7       90.8:       7.3        9.2
Old  :     100.0:      30.0       20.8       34.6       25.2       37.2       89.8       92.7:      10.2        7.3
Other:     100.0:      24.8       19.5       28.7       40.2       42.0       93.7       90.2:       6.3        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       112        126        162         97        117        307        319:
Old  :       263:        95         65         79         72         73        200        184:
Other:       337:        80        134        136         81        108        255        288:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       13.4       22.6       21.5       11.7       10.7       18.3       15.1
Old  :                 14.3       19.1       24.8       30.0       12.2       17.1       18.4       24.4
Other:                 16.8       12.7       25.9       21.0       15.0       10.4       23.3       15.7
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :   161,992:    48,358     21,365     25,060     70,110     86,696    143,529    133,121:    18,463     28,871
Old  :    30,743:    12,586      5,858      4,042      9,641     16,069     26,269     25,969:     4,474      4,774
Other:   131,249:    40,820     20,554     15,971     60,469     70,627    117,260    107,152:    13,989     24,097
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :       946:    -4,451       -649      3,040      3,135     -1,115      1,724      1,276:      -778       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       13.2       15.5       43.3       53.5       88.6       82.2:      11.4       17.8
Old  :     100.0:      40.9       19.1       13.1       31.4       52.3       85.4       84.5:      14.6       15.5
Other:     100.0:      31.1       15.7       12.2       46.1       53.8       89.3       81.6:      10.7       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        46         49         47         55         63        134        130:
Old  :       122:        28         25         16         39         44         77         75:
Other:       172:        45         47         35         44         60        109        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.4       26.4       32.8       34.4       16.4       17.7       25.3       24.3
Old  :                 30.2       33.2       41.1       43.6       30.2       33.2       39.9       42.8
Other:                 22.0       27.6       35.6       35.7       16.5       17.1       27.2       24.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  : 1,891,052:   423,712    101,245    532,431    765,324    937,739  1,721,467  1,571,415:   169,586    319,638
Old  : 1,223,320:   352,424    195,232    257,794    505,198    610,374  1,115,416  1,063,401:   107,903    159,919
Other:   667,732:   217,085     51,810    128,840    260,126    327,364    606,050    508,014:    61,682    159,718
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    23,462:    -8,370        165     18,971     19,294      6,303     29,894     25,439:    -6,432     -1,977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.4       28.2       40.5       49.6       91.0       83.1:       9.0       16.9
Old  :     100.0:      28.8       16.0       21.1       41.3       49.9       91.2       86.9:       8.8       13.1
Other:     100.0:      32.5        7.8       19.3       39.0       49.0       90.8       76.1:       9.2       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       772:       206        132        221        305        381        619        640:
Old  :       726:       163        157        179        271        358        544        587:
Other:       606:       143         83        124        192        327        382        488:
     :----------------------------------------------------------------------------------------------------
     :             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       12.1       16.6       18.3        7.5        8.6       13.3       12.7
Old  :                 13.2       12.1       21.6       19.9       10.8       11.5       18.7       17.3
Other:                 13.6       16.1       24.7       22.8       13.0       12.3       22.1       16.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,511:     2,144        460      2,902      4,157      5,493      9,203      8,855:       308        656
Old  :     9,443:     2,157        460      2,872      4,157      5,493      9,186      8,825:       257        618
Other:        68:         0         13         17          0          0         17         30:        51         38
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :      -781:       229       -351       -299       -705          3       -775       -647:        -6       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.8       30.5       43.7       57.8       96.8       93.1:       3.2        6.9
Old  :     100.0:      22.8        4.9       30.4       44.0       58.2       97.3       93.5:       2.7        6.5
Other:     100.0:       0.0       18.9       25.1        0.0        0.0       25.1       43.9:      74.9       56.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          5          8          6          9         14         20:
Old  :        22:         6          5          8          6          9         14         20:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.6       45.1       80.3       66.5       37.7       38.9       48.7       46.8
Old  :                 55.0       45.1       80.7       66.7       38.0       39.2       49.2       47.2
Other:                 25.1       43.9       25.1       43.9        0.0       18.9        0.0       18.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :    10,048:     1,620        539      1,708      4,350      6,236      7,678      8,484:     2,370      1,564
Old  :     3,457:       787        277        496      1,214      1,948      2,497      2,721:       960        736
Other:     6,592:     1,013        442      1,032      3,136      4,289      5,181      5,764:     1,411        828
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :      -264:      -166        -59         75        -87       -464       -178       -448:       -85        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        5.4       17.0       43.3       62.1       76.4       84.4:      23.6       15.6
Old  :     100.0:      22.8        8.0       14.4       35.1       56.3       72.2       78.7:      27.8       21.3
Other:     100.0:      15.4        6.7       15.7       47.6       65.1       78.6       87.4:      21.4       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        15          4          8         14         13         32         22:
Old  :        26:         8          4          6          7         11         17         19:
Other:        35:        10          8          8         13         11         30         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       41.3       46.2       66.2       24.8       36.1       31.2       47.2
Old  :                 36.5       41.6       52.9       58.2       33.3       34.5       45.4       48.8
Other:                 35.6       48.4       52.8       77.6       29.7       44.1       38.9       55.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :   901,130:   262,565     68,002    269,124    303,902    448,436    835,592    785,563:    65,538    115,567
Old  :   574,666:   215,993     51,962    154,774    160,674    316,946    531,441    523,681:    43,225     50,984
Other:   326,464:    79,224     48,692     81,699    143,229    131,490    304,151    261,881:    22,313     64,583
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    52,827:     5,545       -518     33,881     12,512     16,982     51,939     50,345:       888      2,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        7.5       29.9       33.7       49.8       92.7       87.2:       7.3       12.8
Old  :     100.0:      37.6        9.0       26.9       28.0       55.2       92.5       91.1:       7.5        8.9
Other:     100.0:      24.3       14.9       25.0       43.9       40.3       93.2       80.2:       6.8       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       616:       212        169        239        151        210        493        503:
Old  :       573:       193        158        191        131        198        428        449:
Other:       449:       121        129        139        107        164        307        359:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.2       12.8       15.0       20.4        6.1       10.1       11.6       14.7
Old  :                  9.3       15.2       17.3       23.4        8.9       13.5       15.5       19.7
Other:                 13.6       13.8       22.6       21.4       13.1       10.9       20.3       16.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :   388,997:    99,526     61,132     75,405    175,487    223,746    350,419    360,283:    38,578     28,714
Old  :   289,916:    86,138     68,179     49,526    126,204    148,693    261,867    266,398:    28,049     23,519
Other:    99,081:    29,753      9,317      9,515     49,284     75,053     88,552     93,885:    10,529      5,196
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    12,876:     4,670     -7,983      6,672        288     14,282     11,630     12,971:     1,246        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       15.7       19.4       45.1       57.5       90.1       92.6:       9.9        7.4
Old  :     100.0:      29.7       23.5       17.1       43.5       51.3       90.3       91.9:       9.7        8.1
Other:     100.0:      30.0        9.4        9.6       49.7       75.7       89.4       94.8:      10.6        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        83         74         88         89         86        223        208:
Old  :       272:        75         78         73         84         84        202        200:
Other:       154:        49         33         30         54         41        122         86:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       30.3       21.2       39.0       10.3       22.6       17.3       30.6
Old  :                 15.3       22.9       24.4       31.2       10.9       18.2       19.2       24.6
Other:                 19.1       54.7       29.2       66.4       19.1       52.5       29.1       62.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :   854,825:    91,501     57,792     68,518    505,433    531,604    665,451    657,914:   189,373    196,911
Old  :   854,825:    91,501     57,792     68,518    505,433    531,604    665,451    657,914:   189,373    196,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    37,995:     5,843     -2,637     12,249      9,990      5,512     28,082     15,124:     9,913     22,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        6.8        8.0       59.1       62.2       77.8       77.0:      22.2       23.0
Old  :     100.0:      10.7        6.8        8.0       59.1       62.2       77.8       77.0:      22.2       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        37         33         43         87         92        146        146:
Old  :       180:        37         33         43         87         92        146        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  :                 20.4       15.3       30.2       23.9       18.7        8.8       23.9       15.3
Old  :                 20.4       15.3       30.2       23.9       18.7        8.8       23.9       15.3
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, April 15, 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  :   492,509:    52,982     52,652      2,504    339,317    344,331    394,803    399,486:    97,705     93,023
Old  :   492,509:    52,982     52,652      2,504    339,317    344,331    394,803    399,486:    97,705     93,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :     9,061:     3,959     -5,114       -149     -1,362     11,843      2,448      6,580:     6,614      2,482
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       10.7        0.5       68.9       69.9       80.2       81.1:      19.8       18.9
Old  :     100.0:      10.8       10.7        0.5       68.9       69.9       80.2       81.1:      19.8       18.9
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  :        79:         9         13          9         42         41         57         57:
Old  :        79:         9         13          9         42         41         57         57:
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  :                 26.2       37.5       42.1       51.1       23.0       36.4       35.3       47.4
Old  :                 26.2       37.5       42.1       51.1       23.0       36.4       35.3       47.4
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 with Delta-adjusted Options and Futures Combined, April 15, 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  :     6,830:       971        756      1,110      4,405      4,701      6,486      6,567:       344        263
Old  :     6,830:       971        756      1,110      4,405      4,701      6,486      6,567:       344        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :       354:       -20        -96         94        368        408        442        406:       -88        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       11.1       16.3       64.5       68.8       95.0       96.1:       5.0        3.9
Old  :     100.0:      14.2       11.1       16.3       64.5       68.8       95.0       96.1:       5.0        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14          5          6         19         22         36         32:
Old  :        47:        14          5          6         19         22         36         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  :                 46.0       37.5       66.4       58.1       23.3       22.7       31.8       32.2
Old  :                 46.0       37.5       66.4       58.1       23.3       22.7       31.8       32.2
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, April 15, 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  :   397,270:   117,986     54,864     68,421    151,961    242,855    338,368    366,139:    58,902     31,131
Old  :   289,000:   103,636     46,637     47,922     92,782    172,660    244,341    267,219:    44,659     21,781
Other:   108,271:    21,528     15,405     13,321     59,179     70,195     94,028     98,920:    14,243      9,350
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :     8,465:     6,907       -194     -1,430      1,499      8,846      6,976      7,222:     1,490      1,244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       13.8       17.2       38.3       61.1       85.2       92.2:      14.8        7.8
Old  :     100.0:      35.9       16.1       16.6       32.1       59.7       84.5       92.5:      15.5        7.5
Other:     100.0:      19.9       14.2       12.3       54.7       64.8       86.8       91.4:      13.2        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        88         70         68         98        104        231        201:
Old  :       273:        86         61         59         92         97        215        185:
Other:       165:        32         41         27         69         62        121        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.5       26.1       16.2       36.8        7.1       22.7       12.3       29.2
Old  :                 10.9       24.6       18.6       33.6        9.6       22.1       16.2       29.2
Other:                 17.2       36.9       29.8       50.5       16.9       31.9       26.6       42.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :     9,372:     1,802        731        914      4,400      6,459      7,116      8,104:     2,256      1,268
Old  :     7,447:     1,663        892        598      3,475      4,972      5,737      6,462:     1,711        985
Other:     1,924:       303          3        150        925      1,488      1,379      1,641:       545        283
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :       -39:       322        -10       -161        -93         99         68        -73:      -108         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        7.8        9.7       47.0       68.9       75.9       86.5:      24.1       13.5
Old  :     100.0:      22.3       12.0        8.0       46.7       66.8       77.0       86.8:      23.0       13.2
Other:     100.0:      15.8        0.2        7.8       48.1       77.3       71.7       85.3:      28.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        13          8          7         20         20         38         31:
Old  :        44:        12          9          7         15         17         32         28:
Other:        26:         7          2          5         13         11         22         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  :                 30.7       52.8       47.6       67.2       29.6       47.7       37.7       54.1
Old  :                 36.3       58.2       53.3       72.0       36.0       53.1       49.3       61.9
Other:                 36.5       59.2       51.1       75.7       31.8       52.3       44.9       64.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  : 1,163,320:   177,140    215,681     72,921    806,058    752,946  1,056,119  1,041,548:   107,201    121,772
Old  : 1,163,320:   177,140    215,681     72,921    806,058    752,946  1,056,119  1,041,548:   107,201    121,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    35,838:    27,856    -10,328      9,668    -10,069     39,036     27,454     38,377:     8,384     -2,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       18.5        6.3       69.3       64.7       90.8       89.5:       9.2       10.5
Old  :     100.0:      15.2       18.5        6.3       69.3       64.7       90.8       89.5:       9.2       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  :       244:        46         41         35         92        126        151        189:
Old  :       244:        46         41         35         92        126        151        189:
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  :                 30.2       19.9       39.7       28.5       28.0       18.2       33.9       26.0
Old  :                 30.2       19.9       39.7       28.5       28.0       18.2       33.9       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  : 3,134,692:   330,074    416,144    359,716  2,120,514  1,860,287  2,810,305  2,636,147:   324,387    498,545
Old  : 3,134,692:   330,074    416,144    359,716  2,120,514  1,860,287  2,810,305  2,636,147:   324,387    498,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    14,214:    40,866     23,417     33,593    -99,058    -48,097    -24,599      8,913:    38,813      5,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.3       11.5       67.6       59.3       89.7       84.1:      10.3       15.9
Old  :     100.0:      10.5       13.3       11.5       67.6       59.3       89.7       84.1:      10.3       15.9
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  :       375:        67         90         88        169        193        288        319:
Old  :       375:        67         90         88        169        193        288        319:
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  :                 24.5       13.8       36.6       20.6       23.5       11.9       33.3       15.7
Old  :                 24.5       13.8       36.6       20.6       23.5       11.9       33.3       15.7
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, April 15, 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  : 2,328,345:   242,270    342,212    190,027  1,674,705  1,418,279  2,107,002  1,950,518:   221,343    377,827
Old  : 2,328,345:   242,270    342,212    190,027  1,674,705  1,418,279  2,107,002  1,950,518:   221,343    377,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :     6,315:    -9,599    -17,542     34,132    -31,464      6,124     -6,931     22,715:    13,247    -16,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       14.7        8.2       71.9       60.9       90.5       83.8:       9.5       16.2
Old  :     100.0:      10.4       14.7        8.2       71.9       60.9       90.5       83.8:       9.5       16.2
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  :       290:        39         70         48        120        156        190        243:
Old  :       290:        39         70         48        120        156        190        243:
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  :                 33.1       14.9       42.7       24.0       31.7       13.0       40.5       19.2
Old  :                 33.1       14.9       42.7       24.0       31.7       13.0       40.5       19.2
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, April 15, 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  :   325,376:    14,878     70,596     52,523    227,888    144,863    295,290    267,983:    30,087     57,393
Old  :   325,376:    14,878     70,596     52,523    227,888    144,863    295,290    267,983:    30,087     57,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    13,124:     3,922      2,227        627      9,987     10,066     14,535     12,919:    -1,411        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       21.7       16.1       70.0       44.5       90.8       82.4:       9.2       17.6
Old  :     100.0:       4.6       21.7       16.1       70.0       44.5       90.8       82.4:       9.2       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  :        76:        10         25         19         39         36         62         67:
Old  :        76:        10         25         19         39         36         62         67:
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  :                 44.2       20.4       55.0       30.4       36.8       16.1       42.6       22.8
Old  :                 44.2       20.4       55.0       30.4       36.8       16.1       42.6       22.8
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, April 15, 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  :    55,420:    12,226     12,572        817     35,182     34,798     48,225     48,188:     7,195      7,233
Old  :    55,420:    12,226     12,572        817     35,182     34,798     48,225     48,188:     7,195      7,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    -4,638:    -1,483     -1,948        118     -2,267     -2,927     -3,632     -4,757:    -1,006        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       22.7        1.5       63.5       62.8       87.0       86.9:      13.0       13.1
Old  :     100.0:      22.1       22.7        1.5       63.5       62.8       87.0       86.9:      13.0       13.1
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  :       109:        29         25         12         41         23         77         53:
Old  :       109:        29         25         12         41         23         77         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       39.7       38.0       58.7       25.1       39.6       38.0       58.5
Old  :                 25.1       39.7       38.0       58.7       25.1       39.6       38.0       58.5
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, April 15, 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  :   110,841:    24,453     25,145      1,634     70,364     69,597     96,451     96,376:    14,390     14,465
Old  :   110,841:    24,453     25,145      1,634     70,364     69,597     96,451     96,376:    14,390     14,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :    -9,275:    -2,966     -3,896        236     -4,533     -5,854     -7,263     -9,514:    -2,012        239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       22.7        1.5       63.5       62.8       87.0       86.9:      13.0       13.1
Old  :     100.0:      22.1       22.7        1.5       63.5       62.8       87.0       86.9:      13.0       13.1
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  :       109:        29         25         12         41         23         77         53:
Old  :       109:        29         25         12         41         23         77         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       39.7       38.0       58.7       25.1       39.6       38.0       58.5
Old  :                 25.1       39.7       38.0       58.7       25.1       39.6       38.0       58.5
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, April 15, 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  :    16,527:    13,812     13,613      1,150      1,527      1,763     16,489     16,526:        38          1
Old  :    16,527:    13,812     13,613      1,150      1,527      1,763     16,489     16,526:        38          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :       858:       804       -130         54          0        936        858        860:         0         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.6       82.4        7.0        9.2       10.7       99.8      100.0:       0.2        0.0
Old  :     100.0:      83.6       82.4        7.0        9.2       10.7       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          5          3          1          1         18          8:
Old  :        23:        16          5          3          1          1         18          8:
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  :                 66.5       95.5       84.7      100.0       64.1       91.8       81.6       93.0
Old  :                 66.5       95.5       84.7      100.0       64.1       91.8       81.6       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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  :    50,257:     3,094     21,203        186     46,878     28,712     50,158     50,101:        99        156
Old  :    50,257:     3,094     21,203        186     46,878     28,712     50,158     50,101:        99        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :     3,104:       482      5,758        -15      2,637     -2,659      3,104      3,084:         0         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       42.2        0.4       93.3       57.1       99.8       99.7:       0.2        0.3
Old  :     100.0:       6.2       42.2        0.4       93.3       57.1       99.8       99.7:       0.2        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  :        42:         4         13          1         13         14         17         28:
Old  :        42:         4         13          1         13         14         17         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.2       50.4       98.3       73.0       80.0       41.3       88.9       63.3
Old  :                 82.2       50.4       98.3       73.0       80.0       41.3       88.9       63.3
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, April 15, 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  :    45,722:     1,268     28,029          0     44,380     17,426     45,648     45,455:        74        267
Old  :    45,722:     1,268     28,029          0     44,380     17,426     45,648     45,455:        74        267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 8, 2014                        :
     :     3,272:       493     13,529       -634      3,373     -9,700      3,232      3,195:        40         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       61.3        0.0       97.1       38.1       99.8       99.4:       0.2        0.6
Old  :     100.0:       2.8       61.3        0.0       97.1       38.1       99.8       99.4:       0.2        0.6
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  :        40:         5         15          0          9         13         14         28:
Old  :        40:         5         15          0          9         13         14         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  :                 89.7       60.7       98.6       80.2       89.7       60.7       94.1       79.1
Old  :                 89.7       60.7       98.6       80.2       89.7       60.7       94.1       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 18, 2014