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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   490,108:   129,255     86,012    150,290    173,476    204,081    453,020    440,382:    37,087     49,726
Old  :   476,408:   129,353     87,809    146,163    166,250    196,976    441,766    430,949:    34,642     45,459
Other:    13,699:     2,867      1,167      1,161      7,226      7,105     11,254      9,433:     2,445      4,266
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :     9,174:     7,549      3,227      9,432     -5,395     -4,009     11,586      8,651:    -2,412        523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       17.5       30.7       35.4       41.6       92.4       89.9:       7.6       10.1
Old  :     100.0:      27.2       18.4       30.7       34.9       41.3       92.7       90.5:       7.3        9.5
Other:     100.0:      20.9        8.5        8.5       52.7       51.9       82.1       68.9:      17.9       31.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       127        135        151         84        113        299        315:
Old  :       390:       129        133        150         83        112        297        313:
Other:       108:        23         18          8         21         58         50         81:
     :----------------------------------------------------------------------------------------------------
     :             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       13.5       22.7       22.5       12.0       11.0       19.6       16.9
Old  :                 14.0       13.6       23.1       22.8       12.4       11.7       20.1       17.8
Other:                 38.6       25.5       53.8       35.9       35.4       20.6       48.1       30.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   162,703:    52,957     25,927     24,650     64,972     85,470    142,579    136,047:    20,124     26,656
Old  :   159,708:    53,013     25,962     24,312     62,983     84,584    140,308    134,859:    19,400     24,849
Other:     2,995:       141        161        141      1,989        886      2,271      1,189:       724      1,807
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    -4,166:      -577      3,453     -1,011     -2,780     -6,869     -4,369     -4,427:       203        262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       15.9       15.2       39.9       52.5       87.6       83.6:      12.4       16.4
Old  :     100.0:      33.2       16.3       15.2       39.4       53.0       87.9       84.4:      12.1       15.6
Other:     100.0:       4.7        5.4        4.7       66.4       29.6       75.8       39.7:      24.2       60.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        53         44         39         47         60        125        120:
Old  :       175:        52         45         38         45         60        123        119:
Other:        51:         7          9          7         11         29         20         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       25.0       33.2       35.0       16.2       17.3       24.9       25.2
Old  :                 21.5       25.5       32.8       35.5       16.3       17.6       24.8       25.5
Other:                 62.1       14.1       71.9       23.0       62.1       14.1       68.4       23.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 1,758,862:   450,258    113,674    450,872    712,736    888,752  1,613,866  1,453,298:   144,996    305,565
Old  : 1,006,332:   350,557    194,830    166,562    409,591    517,973    926,710    879,364:    79,623    126,968
Other:   752,530:   243,358     62,500    140,654    303,145    370,779    687,156    573,933:    65,373    178,597
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    -7,028:     4,316     10,428     -9,000     -1,270     -8,471     -5,955     -7,043:    -1,074         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        6.5       25.6       40.5       50.5       91.8       82.6:       8.2       17.4
Old  :     100.0:      34.8       19.4       16.6       40.7       51.5       92.1       87.4:       7.9       12.6
Other:     100.0:      32.3        8.3       18.7       40.3       49.3       91.3       76.3:       8.7       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       786:       195        159        221        281        385        596        656:
Old  :       726:       159        165        146        242        354        488        578:
Other:       649:       153        109        133        199        340        406        529:
     :----------------------------------------------------------------------------------------------------
     :             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       12.8       17.0       18.8        8.4        9.1       14.6       13.5
Old  :                 13.9       13.5       23.2       21.6       12.3       13.2       20.9       20.6
Other:                 13.1       16.3       23.8       22.2       12.2       12.3       20.6       16.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :     9,371:     2,418        435      3,076      3,623      5,266      9,117      8,777:       255        595
Old  :     9,291:     2,427        435      3,046      3,623      5,266      9,097      8,747:       195        544
Other:        80:         0         10         20          0          0         20         30:        60         51
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :        74:       186         55        -72        -56         87         58         70:        16          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.6       32.8       38.7       56.2       97.3       93.7:       2.7        6.3
Old  :     100.0:      26.1        4.7       32.8       39.0       56.7       97.9       94.1:       2.1        5.9
Other:     100.0:       0.0       12.0       25.1        0.0        0.0       25.1       37.1:      74.9       62.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          7          8          7         10         15         22:
Old  :        24:         5          7          8          7         10         15         22:
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  :                 57.4       45.1       84.8       67.2       35.3       37.4       48.2       45.0
Old  :                 57.7       45.1       85.3       67.5       35.7       37.8       48.7       45.4
Other:                 25.1       37.1       25.1       37.1        0.0       12.0        0.0       12.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :     8,116:     1,680        634      1,085      3,170      5,310      5,935      7,029:     2,181      1,087
Old  :     8,116:     1,680        634      1,085      3,170      5,310      5,935      7,029:     2,181      1,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :       -71:       143        118        -32       -186       -222        -74       -136:         3         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        7.8       13.4       39.1       65.4       73.1       86.6:      26.9       13.4
Old  :     100.0:      20.7        7.8       13.4       39.1       65.4       73.1       86.6:      26.9       13.4
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:        13          6          8         13         10         31         19:
Old  :        34:        13          6          8         13         10         31         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       51.4       46.1       75.5       25.8       40.6       33.0       55.1
Old  :                 27.9       51.4       46.1       75.5       25.8       40.6       33.0       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   781,803:   226,262     86,984    206,319    293,392    372,715    725,973    666,019:    55,829    115,784
Old  :   399,036:   165,753     48,011     82,241    120,944    229,252    368,939    359,504:    30,097     39,532
Other:   382,767:    84,928     63,393     99,659    172,448    143,463    357,035    306,515:    25,732     76,252
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    21,471:     5,798      6,460      9,021      8,230      4,471     23,048     19,952:    -1,577      1,519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       11.1       26.4       37.5       47.7       92.9       85.2:       7.1       14.8
Old  :     100.0:      41.5       12.0       20.6       30.3       57.5       92.5       90.1:       7.5        9.9
Other:     100.0:      22.2       16.6       26.0       45.1       37.5       93.3       80.1:       6.7       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       608:       195        175        221        147        207        470        489:
Old  :       539:       158        162        149        118        177        370        398:
Other:       494:       142        135        140        121        174        338        383:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.9       12.8       16.3       20.4        7.1        9.0       13.1       13.2
Old  :                 11.7       18.6       21.1       28.1       11.7       15.5       20.1       23.8
Other:                 12.1       13.3       20.9       20.4       10.5        7.8       17.7       11.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   350,380:    95,328     75,536     62,709    158,667    182,053    316,704    320,298:    33,677     30,082
Old  :   229,835:    77,055     77,442     33,718     99,365     95,880    210,138    207,041:    19,697     22,794
Other:   120,545:    34,655     14,476     12,609     59,301     86,173    106,566    113,258:    13,980      7,288
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    -3,949:     1,309      6,279       -287     -4,241     -8,371     -3,218     -2,379:      -731     -1,570
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       21.6       17.9       45.3       52.0       90.4       91.4:       9.6        8.6
Old  :     100.0:      33.5       33.7       14.7       43.2       41.7       91.4       90.1:       8.6        9.9
Other:     100.0:      28.7       12.0       10.5       49.2       71.5       88.4       94.0:      11.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        84         83         79         80         73        210        195:
Old  :       259:        72         86         56         76         70        181        182:
Other:       173:        59         34         34         58         47        133        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       26.4       20.1       35.5       10.6       21.5       18.2       29.1
Old  :                 13.2       19.7       24.0       27.7       12.7       19.3       22.5       26.8
Other:                 17.0       44.9       27.4       58.3       15.4       42.3       25.6       54.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   857,857:   119,330     54,459     62,911    484,020    538,836    666,261    656,206:   191,596    201,651
Old  :   857,857:   119,330     54,459     62,911    484,020    538,836    666,261    656,206:   191,596    201,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    10,732:    16,286     -9,617     -1,326     -9,732     27,045      5,228     16,101:     5,504     -5,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9        6.3        7.3       56.4       62.8       77.7       76.5:      22.3       23.5
Old  :     100.0:      13.9        6.3        7.3       56.4       62.8       77.7       76.5:      22.3       23.5
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  :       175:        34         33         41         83         94        139        146:
Old  :       175:        34         33         41         83         94        139        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  :                 17.8       16.5       27.8       24.7       15.5       10.7       22.4       18.1
Old  :                 17.8       16.5       27.8       24.7       15.5       10.7       22.4       18.1
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, May 13, 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  :   490,764:    55,066     50,006      2,564    334,346    351,524    391,976    404,094:    98,788     86,670
Old  :   490,764:    55,066     50,006      2,564    334,346    351,524    391,976    404,094:    98,788     86,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :     6,263:    -1,128      2,129        194      5,742      9,053      4,808     11,376:     1,455     -5,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       10.2        0.5       68.1       71.6       79.9       82.3:      20.1       17.7
Old  :     100.0:      11.2       10.2        0.5       68.1       71.6       79.9       82.3:      20.1       17.7
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  :        82:         9         13         10         45         44         62         59:
Old  :        82:         9         13         10         45         44         62         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  :                 26.3       39.0       41.7       53.1       22.5       39.0       34.7       48.3
Old  :                 26.3       39.0       41.7       53.1       22.5       39.0       34.7       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :     6,876:     1,288        922        920      4,178      4,741      6,386      6,583:       490        293
Old  :     6,876:     1,288        922        920      4,178      4,741      6,386      6,583:       490        293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :      -308:        50        208       -108       -262       -486       -320       -386:        12         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       13.4       13.4       60.8       68.9       92.9       95.7:       7.1        4.3
Old  :     100.0:      18.7       13.4       13.4       60.8       68.9       92.9       95.7:       7.1        4.3
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  :        41:        14          5          4         14         18         29         27:
Old  :        41:        14          5          4         14         18         29         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  :                 43.2       46.6       66.3       67.0       19.7       25.2       27.9       34.8
Old  :                 43.2       46.6       66.3       67.0       19.7       25.2       27.9       34.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   380,186:   115,467     53,275     67,208    144,991    230,278    327,666    350,761:    52,519     29,425
Old  :   248,604:    97,782     40,334     39,109     75,431    151,038    212,323    230,481:    36,282     18,124
Other:   131,581:    26,746     22,002     19,038     69,559     79,240    115,343    120,280:    16,238     11,301
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    13,643:     6,243     -1,900      4,393        786      9,180     11,422     11,673:     2,221      1,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       14.0       17.7       38.1       60.6       86.2       92.3:      13.8        7.7
Old  :     100.0:      39.3       16.2       15.7       30.3       60.8       85.4       92.7:      14.6        7.3
Other:     100.0:      20.3       16.7       14.5       52.9       60.2       87.7       91.4:      12.3        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       271:        90         69         75         88         93        224        192:
Old  :       255:        84         60         57         83         83        201        168:
Other:       179:        46         45         34         68         62        133        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.9       24.8       16.9       37.1        7.0       21.0       12.3       28.2
Old  :                 12.1       26.6       21.0       37.5       10.6       24.7       17.9       32.4
Other:                 16.6       30.2       29.3       44.5       15.9       27.2       25.3       36.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :     8,919:     1,744        729        665      4,390      6,064      6,800      7,458:     2,119      1,460
Old  :     6,301:     1,528        973        151      3,288      4,191      4,967      5,315:     1,334        986
Other:     2,617:       465          5        266      1,102      1,873      1,833      2,143:       785        474
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :       289:        85         15        128        249         24        463        168:      -174        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        8.2        7.5       49.2       68.0       76.2       83.6:      23.8       16.4
Old  :     100.0:      24.2       15.4        2.4       52.2       66.5       78.8       84.3:      21.2       15.7
Other:     100.0:      17.8        0.2       10.2       42.1       71.6       70.0       81.9:      30.0       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14          4          5         22         16         38         24:
Old  :        39:         8          8          4         15         11         27         19:
Other:        28:         8          1          4         15         13         24         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.4       51.0       50.2       64.9       33.4       47.3       43.4       55.7
Old  :                 41.6       61.0       58.5       72.6       41.6       56.9       58.5       68.5
Other:                 37.6       53.6       48.3       68.1       32.4       49.6       41.9       60.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  : 1,208,014:   221,625    187,046     69,431    805,407    816,939  1,096,463  1,073,415:   111,551    134,599
Old  : 1,208,014:   221,625    187,046     69,431    805,407    816,939  1,096,463  1,073,415:   111,551    134,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    13,947:    26,150    -12,360      1,306    -12,316     29,063     15,140     18,009:    -1,192     -4,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       15.5        5.7       66.7       67.6       90.8       88.9:       9.2       11.1
Old  :     100.0:      18.3       15.5        5.7       66.7       67.6       90.8       88.9:       9.2       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        51         32         33         90        135        149        192:
Old  :       247:        51         32         33         90        135        149        192:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       17.4       38.4       26.5       24.9       16.5       33.2       25.1
Old  :                 28.7       17.4       38.4       26.5       24.9       16.5       33.2       25.1
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, May 13, 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  : 3,319,788:   402,752    378,804    337,394  2,264,298  2,082,727  3,004,444  2,798,926:   315,344    520,863
Old  : 3,319,788:   402,752    378,804    337,394  2,264,298  2,082,727  3,004,444  2,798,926:   315,344    520,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :   157,520:    78,643    -10,963     24,188     55,666    144,142    158,497    157,367:      -977        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       11.4       10.2       68.2       62.7       90.5       84.3:       9.5       15.7
Old  :     100.0:      12.1       11.4       10.2       68.2       62.7       90.5       84.3:       9.5       15.7
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  :       388:        68         87         93        181        201        304        326:
Old  :       388:        68         87         93        181        201        304        326:
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  :                 29.2       16.4       38.9       22.1       26.7       14.1       35.5       18.3
Old  :                 29.2       16.4       38.9       22.1       26.7       14.1       35.5       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, May 13, 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  : 2,396,453:   277,829    318,460    163,213  1,726,803  1,522,709  2,167,845  2,004,382:   228,608    392,070
Old  : 2,396,453:   277,829    318,460    163,213  1,726,803  1,522,709  2,167,845  2,004,382:   228,608    392,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    83,731:    51,778     -9,679     18,045      2,346     62,546     72,169     70,911:    11,562     12,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3        6.8       72.1       63.5       90.5       83.6:       9.5       16.4
Old  :     100.0:      11.6       13.3        6.8       72.1       63.5       90.5       83.6:       9.5       16.4
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  :       290:        36         67         43        131        162        196        243:
Old  :       290:        36         67         43        131        162        196        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  :                 32.4       18.2       42.0       25.9       28.9       17.4       36.1       23.9
Old  :                 32.4       18.2       42.0       25.9       28.9       17.4       36.1       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :   340,927:    20,394     71,259     52,628    238,070    163,056    311,092    286,943:    29,835     53,984
Old  :   340,927:    20,394     71,259     52,628    238,070    163,056    311,092    286,943:    29,835     53,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    15,402:     6,465      4,062     -2,834     10,934     15,520     14,566     16,749:       836     -1,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       20.9       15.4       69.8       47.8       91.2       84.2:       8.8       15.8
Old  :     100.0:       6.0       20.9       15.4       69.8       47.8       91.2       84.2:       8.8       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  :        77:        12         25         18         35         37         56         71:
Old  :        77:        12         25         18         35         37         56         71:
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  :                 44.6       19.9       55.4       32.2       37.7       16.9       42.2       24.6
Old  :                 44.6       19.9       55.4       32.2       37.7       16.9       42.2       24.6
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, May 13, 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  :    70,457:    21,769     13,581        869     39,100     45,051     61,738     59,501:     8,719     10,956
Old  :    70,457:    21,769     13,581        869     39,100     45,051     61,738     59,501:     8,719     10,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :     9,139:     6,480        209        -25      1,447      6,361      7,901      6,545:     1,238      2,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       19.3        1.2       55.5       63.9       87.6       84.5:      12.4       15.5
Old  :     100.0:      30.9       19.3        1.2       55.5       63.9       87.6       84.5:      12.4       15.5
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  :       123:        38         32         13         35         27         80         65:
Old  :       123:        38         32         13         35         27         80         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       36.9       34.3       55.1       22.6       36.6       34.3       54.8
Old  :                 22.6       36.9       34.3       55.1       22.6       36.6       34.3       54.8
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, May 13, 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  :   140,914:    43,538     27,163      1,738     78,201     90,102    123,476    119,003:    17,437     21,911
Old  :   140,914:    43,538     27,163      1,738     78,201     90,102    123,476    119,003:    17,437     21,911
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    18,279:    12,960        418        -51      2,894     12,723     15,803     13,090:     2,476      5,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       19.3        1.2       55.5       63.9       87.6       84.5:      12.4       15.5
Old  :     100.0:      30.9       19.3        1.2       55.5       63.9       87.6       84.5:      12.4       15.5
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  :       123:        38         32         13         35         27         80         65:
Old  :       123:        38         32         13         35         27         80         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       36.9       34.3       55.1       22.6       36.6       34.3       54.8
Old  :                 22.6       36.9       34.3       55.1       22.6       36.6       34.3       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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  :    16,363:    13,254     15,280      1,066      1,977          0     16,297     16,346:        66         17
Old  :    16,363:    13,254     15,280      1,066      1,977          0     16,297     16,346:        66         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :      -540:      -449       -501        -39        -50          0       -538       -540:        -2          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.0       93.4        6.5       12.1        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      81.0       93.4        6.5       12.1        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        16          4          3          2          0         19          6:
Old  :        22:        16          4          3          2          0         19          6:
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  :                 67.3       98.8       82.6       99.9       65.4       93.4       79.7       93.4
Old  :                 67.3       98.8       82.6       99.9       65.4       93.4       79.7       93.4
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, May 13, 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  :    56,344:     4,564     19,954        375     51,319     35,898     56,258     56,227:        86        117
Old  :    56,344:     4,564     19,954        375     51,319     35,898     56,258     56,227:        86        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :     3,418:     2,323         85          0      1,063      3,363      3,386      3,448:        32        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       35.4        0.7       91.1       63.7       99.8       99.8:       0.2        0.2
Old  :     100.0:       8.1       35.4        0.7       91.1       63.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4         12          1         13         12         17         25:
Old  :        40:         4         12          1         13         12         17         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  :                 79.8       52.9       98.1       77.1       78.4       44.3       89.2       68.5
Old  :                 79.8       52.9       98.1       77.1       78.4       44.3       89.2       68.5
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, May 13, 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  :    44,771:       482     15,788          0     44,171     28,624     44,653     44,412:       118        359
Old  :    44,771:       482     15,788          0     44,171     28,624     44,653     44,412:       118        359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 6, 2014                          :
     :    -1,080:       199        399          0     -1,356     -1,384     -1,157       -985:        77        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       35.3        0.0       98.7       63.9       99.7       99.2:       0.3        0.8
Old  :     100.0:       1.1       35.3        0.0       98.7       63.9       99.7       99.2:       0.3        0.8
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  :        39:         2         16          0          7         15          9         31:
Old  :        39:         2         16          0          7         15          9         31:
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  :                 90.1       53.6       99.6       73.6       89.7       53.6       95.0       72.3
Old  :                 90.1       53.6       99.6       73.6       89.7       53.6       95.0       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 16, 2014