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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   492,513:   111,619     91,567    163,192    179,479    188,442    454,290    443,201:    38,223     49,312
Old  :   238,674:    72,220     74,307     66,970     79,987     77,687    219,176    218,964:    19,498     19,710
Other:   253,839:    61,357     39,217     74,265     99,492    110,755    235,114    224,237:    18,725     29,602
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    33,550:       372     -8,841     31,983      3,036      9,864     35,391     33,006:    -1,840        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       18.6       33.1       36.4       38.3       92.2       90.0:       7.8       10.0
Old  :     100.0:      30.3       31.1       28.1       33.5       32.5       91.8       91.7:       8.2        8.3
Other:     100.0:      24.2       15.4       29.3       39.2       43.6       92.6       88.3:       7.4       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       110        127        153         91        106        290        311:
Old  :       328:       105        111         96         70         79        224        237:
Other:       283:        79         93         94         68         90        200        229:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       13.0       23.4       21.3       12.8       11.3       19.8       17.0
Old  :                 17.2       20.9       27.3       31.3       16.8       19.6       26.2       28.2
Other:                 18.1       11.1       27.2       19.0       13.2        7.6       20.9       13.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   147,581:    50,620     21,460     18,497     60,940     79,180    130,057    119,137:    17,525     28,444
Old  :    71,996:    37,525     14,471      3,781     23,160     43,105     64,465     61,357:     7,531     10,639
Other:    75,586:    20,096     13,990      7,716     37,780     36,075     65,592     57,781:     9,994     17,805
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     9,025:     1,190     -2,301      3,207      2,576      5,981      6,974      6,887:     2,052      2,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       14.5       12.5       41.3       53.7       88.1       80.7:      11.9       19.3
Old  :     100.0:      52.1       20.1        5.3       32.2       59.9       89.5       85.2:      10.5       14.8
Other:     100.0:      26.6       18.5       10.2       50.0       47.7       86.8       76.4:      13.2       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        52         40         32         55         59        123        116:
Old  :       153:        46         33         17         35         48         92         87:
Other:       135:        26         33         19         48         55         83         98:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       25.7       31.7       33.8       18.8       19.6       28.4       26.6
Old  :                 25.1       36.4       37.3       44.9       25.1       36.0       37.3       44.5
Other:                 23.1       23.6       36.4       32.5       19.7       17.3       32.2       23.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,753,857:   414,132    130,011    473,943    707,949    838,626  1,596,023  1,442,580:   157,833    311,277
Old  : 1,209,194:   351,807    196,688    254,343    493,946    593,287  1,100,096  1,044,318:   109,098    164,876
Other:   544,662:   170,813     41,812    111,112    214,002    245,339    495,927    398,262:    48,735    146,400
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    26,826:    -3,205    -13,237     19,210      9,416     14,971     25,421     20,943:     1,406      5,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        7.4       27.0       40.4       47.8       91.0       82.3:       9.0       17.7
Old  :     100.0:      29.1       16.3       21.0       40.8       49.1       91.0       86.4:       9.0       13.6
Other:     100.0:      31.4        7.7       20.4       39.3       45.0       91.1       73.1:       8.9       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       188        157        219        287        369        595        641:
Old  :       740:       162        170        170        264        348        527        590:
Other:       579:       128         87        112        156        320        328        478:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       11.6       16.3       17.6        8.3        8.9       14.0       12.7
Old  :                 12.4       11.9       20.1       18.4       11.1       11.0       18.4       15.8
Other:                 14.3       15.3       24.8       22.3       13.5       12.2       22.6       16.5
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,301:     1,883        680      1,120      2,918      4,123      5,921      5,923:       380        378
Old  :     6,270:     1,906        678      1,095      2,918      4,123      5,918      5,896:       353        375
Other:        31:         0         24          3          0          0          3         27:        28          3
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :        33:      -102         55        -12        155        -32         42         11:        -9         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       10.8       17.8       46.3       65.4       94.0       94.0:       6.0        6.0
Old  :     100.0:      30.4       10.8       17.5       46.5       65.8       94.4       94.0:       5.6        6.0
Other:     100.0:       0.0       79.3        9.4        0.0        0.0        9.4       88.7:      90.6       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          7          6          4          7         11         17:
Old  :        20:         5          6          6          4          7         11         17:
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  :                 60.1       53.4       85.4       73.2       52.2       45.7       63.3       59.6
Old  :                 60.4       53.7       85.8       73.1       52.5       45.9       64.0       59.9
Other:                  9.4       88.7        9.4       88.7        0.0       79.3        0.0       79.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,266:     3,153        921      1,187      4,107      7,286      8,447      9,393:     2,819      1,873
Old  :     7,430:     2,965      1,052        511      2,093      4,643      5,570      6,206:     1,860      1,224
Other:     3,836:       394         75        469      2,014      2,643      2,878      3,187:       959        649
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :        90:         9        110        133       -134         57          8        300:        81       -210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        8.2       10.5       36.5       64.7       75.0       83.4:      25.0       16.6
Old  :     100.0:      39.9       14.2        6.9       28.2       62.5       75.0       83.5:      25.0       16.5
Other:     100.0:      10.3        2.0       12.2       52.5       68.9       75.0       83.1:      25.0       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        11         10         10         13         13         31         26:
Old  :        36:        10          9          6         11         11         25         22:
Other:        26:         8          4          7          9         12         19         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       40.5       50.3       61.8       31.0       38.1       41.4       49.4
Old  :                 38.1       48.4       55.0       66.8       38.0       45.1       53.5       63.4
Other:                 49.9       52.9       62.7       66.0       42.2       46.5       49.4       55.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   842,042:   270,638     68,042    227,976    286,093    438,844    784,707    734,862:    57,335    107,180
Old  :   579,568:   243,540     56,027    137,590    158,200    334,142    539,330    527,760:    40,239     51,809
Other:   262,474:    58,953     43,870     58,531    127,893    104,701    245,378    207,102:    17,096     55,372
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    -7,696:    -9,015        202      2,502       -636    -10,247     -7,149     -7,543:      -548       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.1       27.1       34.0       52.1       93.2       87.3:       6.8       12.7
Old  :     100.0:      42.0        9.7       23.7       27.3       57.7       93.1       91.1:       6.9        8.9
Other:     100.0:      22.5       16.7       22.3       48.7       39.9       93.5       78.9:       6.5       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       603:       205        169        223        145        202        466        488:
Old  :       567:       189        161        185        119        185        404        438:
Other:       422:       117        110        112        103        158        277        327:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.3       14.4       14.1       21.8        6.6       10.9       12.3       16.3
Old  :                  9.4       16.4       17.4       25.4        9.1       14.2       16.7       21.8
Other:                 15.2       17.5       24.2       25.7       14.7       13.6       21.8       19.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   346,861:   103,353     59,593     62,174    145,234    198,992    310,760    320,759:    36,101     26,102
Old  :   276,401:    91,579     63,932     42,341    115,402    147,848    249,322    254,121:    27,079     22,280
Other:    70,460:    24,053      7,941      7,553     29,833     51,145     61,439     66,639:     9,022      3,822
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       714:     1,425        652      1,874     -1,678     -1,544      1,621        982:      -908       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       17.2       17.9       41.9       57.4       89.6       92.5:      10.4        7.5
Old  :     100.0:      33.1       23.1       15.3       41.8       53.5       90.2       91.9:       9.8        8.1
Other:     100.0:      34.1       11.3       10.7       42.3       72.6       87.2       94.6:      12.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        94         63         75         81         78        209        190:
Old  :       265:        90         66         64         78         77        195        184:
Other:       136:        47         25         29         47         32        109         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       30.2       18.5       39.3       10.0       25.6       17.3       34.1
Old  :                 12.5       26.4       21.6       35.4       12.3       22.7       20.7       31.0
Other:                 15.4       47.7       26.7       60.4       15.4       43.9       26.7       55.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   824,326:    95,306     60,001     58,359    506,813    526,761    660,478    645,121:   163,848    179,205
Old  :   824,326:    95,306     60,001     58,359    506,813    526,761    660,478    645,121:   163,848    179,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    50,275:    13,314     -3,079      4,511     22,874     44,023     40,699     45,454:     9,576      4,821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        7.3        7.1       61.5       63.9       80.1       78.3:      19.9       21.7
Old  :     100.0:      11.6        7.3        7.1       61.5       63.9       80.1       78.3:      19.9       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        34         32         40         82         94        136        146:
Old  :       176:        34         32         40         82         94        136        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  :                 20.6       14.8       30.9       22.4       17.5       11.2       23.9       17.7
Old  :                 20.6       14.8       30.9       22.4       17.5       11.2       23.9       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   490,195:    49,148     54,790      1,827    355,290    343,270    406,264    399,887:    83,931     90,308
Old  :   490,195:    49,148     54,790      1,827    355,290    343,270    406,264    399,887:    83,931     90,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    -3,672:     1,709      4,284       -531     -9,340     -5,122     -8,161     -1,370:     4,489     -2,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       11.2        0.4       72.5       70.0       82.9       81.6:      17.1       18.4
Old  :     100.0:      10.0       11.2        0.4       72.5       70.0       82.9       81.6:      17.1       18.4
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  :        78:         7         13          7         44         42         55         58:
Old  :        78:         7         13          7         44         42         55         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       36.3       41.5       50.4       22.2       32.3       34.0       44.2
Old  :                 25.6       36.3       41.5       50.4       22.2       32.3       34.0       44.2
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     5,623:       954      1,074        765      3,273      3,422      4,992      5,261:       631        362
Old  :     5,623:       954      1,074        765      3,273      3,422      4,992      5,261:       631        362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       -32:      -123        -23         78       -150       -180       -195       -125:       163         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       19.1       13.6       58.2       60.9       88.8       93.6:      11.2        6.4
Old  :     100.0:      17.0       19.1       13.6       58.2       60.9       88.8       93.6:      11.2        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13          6          6         13         16         30         25:
Old  :        37:        13          6          6         13         16         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       44.5       64.7       68.7       21.4       27.3       29.9       36.6
Old  :                 43.5       44.5       64.7       68.7       21.4       27.3       29.9       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   366,752:   112,590     58,067     60,254    141,442    223,847    314,286    342,169:    52,466     24,583
Old  :   278,974:   100,961     52,326     43,312     94,524    164,444    238,797    260,082:    40,176     18,892
Other:    87,778:    16,708     10,820     11,863     46,918     59,403     75,489     82,087:    12,289      5,692
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     3,409:      -809       -460      2,850     -1,024      1,285      1,017      3,675:     2,392       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       15.8       16.4       38.6       61.0       85.7       93.3:      14.3        6.7
Old  :     100.0:      36.2       18.8       15.5       33.9       58.9       85.6       93.2:      14.4        6.8
Other:     100.0:      19.0       12.3       13.5       53.5       67.7       86.0       93.5:      14.0        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        85         65         64         89         94        217        186:
Old  :       268:        86         59         59         85         90        206        180:
Other:       143:        27         32         25         63         53        107         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       30.8       15.7       40.3        7.4       25.5       13.2       32.2
Old  :                 10.6       29.2       18.3       38.3        9.8       27.1       17.0       33.9
Other:                 18.0       36.2       30.4       53.2       15.9       29.5       25.0       41.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,435:       852      1,656        417      4,921      5,235      6,190      7,308:     2,245      1,127
Old  :     7,104:       793      1,719        267      4,249      4,280      5,310      6,266:     1,794        838
Other:     1,331:       122          0         86        672        956        880      1,042:       451        288
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       226:      -174        108        112        250        120        187        340:        39       -114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       19.6        4.9       58.3       62.1       73.4       86.6:      26.6       13.4
Old  :     100.0:      11.2       24.2        3.8       59.8       60.2       74.7       88.2:      25.3       11.8
Other:     100.0:       9.2        0.0        6.5       50.5       71.8       66.1       78.3:      33.9       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13          7          6         19         13         33         25:
Old  :        41:        11          9          6         14          9         28         21:
Other:        20:         6          0          4         10          8         16         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       60.4       48.0       71.5       33.2       57.4       42.2       64.4
Old  :                 42.7       67.2       52.7       78.2       42.7       64.0       52.7       75.0
Other:                 46.2       62.7       57.6       75.9       39.2       61.1       48.6       64.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   946,080:   176,824    171,161     40,159    622,377    619,661    839,360    830,981:   106,720    115,099
Old  :   946,080:   176,824    171,161     40,159    622,377    619,661    839,360    830,981:   106,720    115,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :       435:      -257      7,559       -261      2,447     -6,104      1,929      1,194:    -1,494       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       18.1        4.2       65.8       65.5       88.7       87.8:      11.3       12.2
Old  :     100.0:      18.7       18.1        4.2       65.8       65.5       88.7       87.8:      11.3       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        46         27         29         97        112        152        159:
Old  :       221:        46         27         29         97        112        152        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       26.6       32.1       36.6       16.8       22.4       24.3       31.1
Old  :                 21.7       26.6       32.1       36.6       16.8       22.4       24.3       31.1
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,050,086:   349,564    363,041    357,559  2,039,202  1,848,067  2,746,325  2,568,667:   303,762    481,419
Old  : 3,050,086:   349,564    363,041    357,559  2,039,202  1,848,067  2,746,325  2,568,667:   303,762    481,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    25,114:    72,695    -40,316      1,637    -52,864     68,108     21,468     29,429:     3,646     -4,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       11.9       11.7       66.9       60.6       90.0       84.2:      10.0       15.8
Old  :     100.0:      11.5       11.9       11.7       66.9       60.6       90.0       84.2:      10.0       15.8
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  :       380:        67         98         96        171        188        301        319:
Old  :       380:        67         98         96        171        188        301        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  :                 23.6       17.6       33.8       23.2       22.6       14.9       31.0       18.3
Old  :                 23.6       17.6       33.8       23.2       22.6       14.9       31.0       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,168,866:   224,062    299,655    150,451  1,558,403  1,376,303  1,932,916  1,826,408:   235,950    342,458
Old  : 2,168,866:   224,062    299,655    150,451  1,558,403  1,376,303  1,932,916  1,826,408:   235,950    342,458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    18,448:     2,098    -19,807      2,779    -11,972     66,188     -7,096     49,160:    25,544    -30,711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.8        6.9       71.9       63.5       89.1       84.2:      10.9       15.8
Old  :     100.0:      10.3       13.8        6.9       71.9       63.5       89.1       84.2:      10.9       15.8
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  :       262:        32         62         50        111        146        176        225:
Old  :       262:        32         62         50        111        146        176        225:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       16.7       45.0       24.1       32.5       14.2       41.3       20.2
Old  :                 34.2       16.7       45.0       24.1       32.5       14.2       41.3       20.2
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  :   318,187:    24,141     54,701     49,683    217,726    166,008    291,551    270,392:    26,637     47,795
Old  :   318,187:    24,141     54,701     49,683    217,726    166,008    291,551    270,392:    26,637     47,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    19,923:     9,447      3,324     -2,028     12,691     16,972     20,110     18,268:      -187      1,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       17.2       15.6       68.4       52.2       91.6       85.0:       8.4       15.0
Old  :     100.0:       7.6       17.2       15.6       68.4       52.2       91.6       85.0:       8.4       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        16         21         23         36         35         63         68:
Old  :        77:        16         21         23         36         35         63         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       24.0       54.6       34.6       35.7       20.8       43.3       29.3
Old  :                 43.3       24.0       54.6       34.6       35.7       20.8       43.3       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    93,931:    20,342      8,963      4,926     59,171     71,377     84,438     85,265:     9,492      8,665
Old  :    93,931:    20,342      8,963      4,926     59,171     71,377     84,438     85,265:     9,492      8,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    27,608:     2,743     -4,133      3,889     20,643     26,263     27,275     26,019:       333      1,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        9.5        5.2       63.0       76.0       89.9       90.8:      10.1        9.2
Old  :     100.0:      21.7        9.5        5.2       63.0       76.0       89.9       90.8:      10.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        37         19         14         50         31         95         59:
Old  :       116:        37         19         14         50         31         95         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       41.8       33.2       64.1       19.4       36.1       30.2       54.6
Old  :                 21.2       41.8       33.2       64.1       19.4       36.1       30.2       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    14,126:     4,052        415          0      8,861     13,145     12,913     13,560:     1,213        566
Old  :    14,126:     4,052        415          0      8,861     13,145     12,913     13,560:     1,213        566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        2.9        0.0       62.7       93.1       91.4       96.0:       8.6        4.0
Old  :     100.0:      28.7        2.9        0.0       62.7       93.1       91.4       96.0:       8.6        4.0
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  :        22:         5          1          0          7          9         12         10:
Old  :        22:         5          1          0          7          9         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       69.3       78.5       93.2       55.3       69.3       78.5       93.2
Old  :                 55.3       69.3       78.5       93.2       55.3       69.3       78.5       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   159,610:    37,753     22,267      4,679    100,619    116,464    143,051    143,411:    16,559     16,199
Old  :   159,610:    37,753     22,267      4,679    100,619    116,464    143,051    143,411:    16,559     16,199
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    26,964:     2,554     -3,925      2,607     23,563     26,235     28,724     24,917:    -1,760      2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       14.0        2.9       63.0       73.0       89.6       89.9:      10.4       10.1
Old  :     100.0:      23.7       14.0        2.9       63.0       73.0       89.6       89.9:      10.4       10.1
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  :       114:        35         20         12         48         29         90         56:
Old  :       114:        35         20         12         48         29         90         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  :                 19.6       45.8       32.4       63.8       18.4       39.5       30.1       54.6
Old  :                 19.6       45.8       32.4       63.8       18.4       39.5       30.1       54.6
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, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    19,431:    11,979      8,872      6,010      1,399      4,540     19,388     19,422:        43          9
Old  :    19,431:    11,979      8,872      6,010      1,399      4,540     19,388     19,422:        43          9
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :     4,181:      -488       -332      4,812       -150       -230      4,174      4,250:         7        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.6       45.7       30.9        7.2       23.4       99.8      100.0:       0.2        0.0
Old  :     100.0:      61.6       45.7       30.9        7.2       23.4       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          5          1          1         20          9:
Old  :        24:        16          6          5          1          1         20          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       93.7       84.3       99.6       50.1       67.2       61.0       69.0
Old  :                 70.6       93.7       84.3       99.6       50.1       67.2       61.0       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    38,618:     1,511     16,974        199     36,793     21,304     38,503     38,477:       115        141
Old  :    38,618:     1,511     16,974        199     36,793     21,304     38,503     38,477:       115        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :    -6,935:       360     -1,461        199     -7,565     -5,684     -7,006     -6,946:        71         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       44.0        0.5       95.3       55.2       99.7       99.6:       0.3        0.4
Old  :     100.0:       3.9       44.0        0.5       95.3       55.2       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         5         13          1         12         14         17         28:
Old  :        42:         5         13          1         12         14         17         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.8       54.4       97.6       76.9       78.9       41.9       85.2       64.4
Old  :                 81.8       54.4       97.6       76.9       78.9       41.9       85.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    30,554:       706     23,800          0     29,797      6,627     30,503     30,427:        51        127
Old  :    30,554:       706     23,800          0     29,797      6,627     30,503     30,427:        51        127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 11, 2014                       :
     :   -15,144:    -4,728        650     -1,226     -9,178    -14,612    -15,132    -15,188:       -12         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       77.9        0.0       97.5       21.7       99.8       99.6:       0.2        0.4
Old  :     100.0:       2.3       77.9        0.0       97.5       21.7       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2         14          0          7         13          9         27:
Old  :        34:         2         14          0          7         13          9         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.2       60.3       99.8       79.0       91.3       60.3       93.9       76.1
Old  :                 97.2       60.3       99.8       79.0       91.3       60.3       93.9       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 21, 2014