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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   524,939:   121,152     84,645    178,403    186,174    213,788    485,729    476,836:    39,209     48,103
Old  :   185,201:    65,567     51,367     47,911     53,118     72,131    166,595    171,409:    18,606     13,792
Other:   339,738:    83,843     61,535    102,235    133,056    141,657    319,134    305,427:    20,604     34,311
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    12,957:       284      3,816      6,797      2,534      3,723      9,614     14,335:     3,343     -1,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.1       34.0       35.5       40.7       92.5       90.8:       7.5        9.2
Old  :     100.0:      35.4       27.7       25.9       28.7       38.9       90.0       92.6:      10.0        7.4
Other:     100.0:      24.7       18.1       30.1       39.2       41.7       93.9       89.9:       6.1       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       106        130        157         92        113        301        314:
Old  :       307:       112         87         83         70         78        220        210:
Other:       312:        80        118        118         77        101        237        259:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       13.5       22.3       21.3       11.3       11.1       18.1       15.9
Old  :                 14.0       20.9       24.5       31.4       12.4       20.7       22.3       28.3
Other:                 15.4       11.1       24.5       20.0       12.7        8.5       20.3       14.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   161,047:    52,809     22,014     22,020     66,976     87,811    141,805    131,846:    19,242     29,201
Old  :    50,978:    25,431      9,910      4,086     14,954     29,917     44,472     43,913:     6,506      7,065
Other:   110,069:    32,330     17,057     12,982     52,021     57,894     97,333     87,933:    12,735     22,136
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :      -836:    -3,132      3,178     -1,356      2,885     -3,279     -1,603     -1,457:       767        621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       13.7       13.7       41.6       54.5       88.1       81.9:      11.9       18.1
Old  :     100.0:      49.9       19.4        8.0       29.3       58.7       87.2       86.1:      12.8       13.9
Other:     100.0:      29.4       15.5       11.8       47.3       52.6       88.4       79.9:      11.6       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        48         44         42         54         61        127        126:
Old  :       144:        39         30         18         39         49         88         87:
Other:       163:        41         41         29         48         56        106        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       27.5       31.9       36.0       16.1       19.2       25.9       26.4
Old  :                 25.0       41.3       37.2       48.9       25.0       41.3       37.1       48.9
Other:                 22.7       24.3       35.3       33.0       15.2       13.3       25.0       21.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  : 1,867,590:   432,082    101,080    513,460    746,030    931,436  1,691,572  1,545,975:   176,018    321,615
Old  : 1,223,195:   354,568    188,051    253,952    498,161    612,983  1,106,681  1,054,986:   116,514    168,208
Other:   644,395:   209,173     44,688    127,849    247,869    318,452    584,891    490,989:    59,504    153,406
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    62,553:     7,767      2,109     32,353     18,600     23,241     58,720     57,702:     3,833      4,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        5.4       27.5       39.9       49.9       90.6       82.8:       9.4       17.2
Old  :     100.0:      29.0       15.4       20.8       40.7       50.1       90.5       86.2:       9.5       13.8
Other:     100.0:      32.5        6.9       19.8       38.5       49.4       90.8       76.2:       9.2       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       768:       186        152        219        299        374        611        634:
Old  :       721:       156        161        175        269        350        538        578:
Other:       598:       138         82        124        181        330        369        488:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       12.3       16.7       18.6        7.6        8.9       13.5       13.1
Old  :                 12.9       12.5       21.3       20.2       10.9       11.8       18.9       17.4
Other:                 14.0       16.5       25.0       23.5       13.2       12.7       22.3       17.2
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,293:     1,916        811      3,201      4,861      5,490      9,978      9,502:       314        791
Old  :    10,225:     1,933        811      3,168      4,861      5,490      9,962      9,469:       262        755
Other:        68:         0         17         16          0          0         16         33:        52         35
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :     1,402:      -659        240        957      1,105         38      1,403      1,235:        -1        166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        7.9       31.1       47.2       53.3       96.9       92.3:       3.1        7.7
Old  :     100.0:      18.9        7.9       31.0       47.5       53.7       97.4       92.6:       2.6        7.4
Other:     100.0:       0.0       25.1       23.2        0.0        0.0       23.2       48.3:      76.8       51.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8          5          9          5          8         14         21:
Old  :        23:         8          5          9          5          8         14         21:
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  :                 50.2       45.6       79.9       64.7       38.2       36.2       50.0       46.4
Old  :                 50.5       45.6       80.3       64.9       38.5       36.5       50.5       46.7
Other:                 23.2       48.3       23.2       48.3        0.0       25.1        0.0       25.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,312:     1,786        598      1,633      4,437      6,701      7,857      8,932:     2,456      1,380
Old  :     4,136:     1,135        384        482      1,234      2,586      2,851      3,451:     1,286        685
Other:     6,176:       744        307      1,058      3,203      4,115      5,006      5,480:     1,170        695
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :      -422:      -199       -319         95       -226        182       -330        -42:       -92       -380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        5.8       15.8       43.0       65.0       76.2       86.6:      23.8       13.4
Old  :     100.0:      27.4        9.3       11.7       29.8       62.5       68.9       83.4:      31.1       16.6
Other:     100.0:      12.1        5.0       17.1       51.9       66.6       81.1       88.7:      18.9       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13          6          9         13         12         31         23:
Old  :        27:         7          6          6          8         10         18         19:
Other:        34:        12          5          8         12         11         27         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  :                 30.7       40.8       47.5       66.4       27.8       38.8       36.4       52.0
Old  :                 36.2       44.0       52.4       63.5       34.4       43.6       47.6       56.4
Other:                 37.3       49.6       59.1       75.2       35.0       45.5       43.7       56.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   848,303:   257,020     68,520    235,243    291,390    431,454    783,653    735,218:    64,650    113,086
Old  :   545,696:   206,933     51,178    139,912    153,818    305,187    500,662    496,277:    45,034     49,419
Other:   302,607:    73,842     41,097     71,576    137,572    126,267    282,991    238,941:    19,616     63,666
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    14,634:    -8,275      6,512     11,287      6,682     -5,327      9,694     12,472:     4,940      2,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        8.1       27.7       34.3       50.9       92.4       86.7:       7.6       13.3
Old  :     100.0:      37.9        9.4       25.6       28.2       55.9       91.7       90.9:       8.3        9.1
Other:     100.0:      24.4       13.6       23.7       45.5       41.7       93.5       79.0:       6.5       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       593:       197        171        222        143        204        463        483:
Old  :       549:       188        145        178        123        191        400        428:
Other:       433:       119        119        125        105        161        293        342:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.5       13.9       16.1       21.5        6.9       10.1       13.0       15.0
Old  :                 10.5       15.6       18.9       23.9        9.5       13.3       16.5       20.4
Other:                 14.3       15.6       23.9       23.1       14.2       11.3       21.8       16.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   376,121:    94,856     69,114     68,733    175,199    209,464    338,789    347,311:    37,331     28,809
Old  :   284,396:    82,850     75,431     45,294    128,847    139,562    256,991    260,287:    27,405     24,110
Other:    91,724:    26,831      8,508      8,615     46,353     69,902     81,798     87,025:     9,926      4,700
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    14,409:       808     -5,431      4,862      9,076     13,216     14,746     12,648:      -337      1,761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       18.4       18.3       46.6       55.7       90.1       92.3:       9.9        7.7
Old  :     100.0:      29.1       26.5       15.9       45.3       49.1       90.4       91.5:       9.6        8.5
Other:     100.0:      29.3        9.3        9.4       50.5       76.2       89.2       94.9:      10.8        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        86         78         82         86         79        220        200:
Old  :       269:        84         74         69         82         77        199        193:
Other:       151:        47         36         28         53         38        121         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  :                 14.1       29.9       22.1       38.9        9.2       20.4       16.1       28.9
Old  :                 17.0       23.1       26.6       31.8       11.3       18.1       19.5       25.0
Other:                 20.3       55.3       31.2       66.0       20.3       52.4       31.2       61.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   816,830:    85,658     60,429     56,268    495,443    526,092    637,369    642,789:   179,460    174,040
Old  :   816,830:    85,658     60,429     56,268    495,443    526,092    637,369    642,789:   179,460    174,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :   -14,137:   -16,169    -25,209     -5,489     -6,323     16,869    -27,980    -13,829:    13,844       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.4        6.9       60.7       64.4       78.0       78.7:      22.0       21.3
Old  :     100.0:      10.5        7.4        6.9       60.7       64.4       78.0       78.7:      22.0       21.3
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  :       178:        35         31         42         86         92        140        146:
Old  :       178:        35         31         42         86         92        140        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  :                 20.5       14.4       30.2       22.4       19.2        8.5       24.5       15.1
Old  :                 20.5       14.4       30.2       22.4       19.2        8.5       24.5       15.1
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, April 8, 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  :   483,447:    49,023     57,765      2,653    340,679    332,488    392,355    392,906:    91,092     90,541
Old  :   483,447:    49,023     57,765      2,653    340,679    332,488    392,355    392,906:    91,092     90,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :     1,313:    -1,734      2,151       -411      1,665    -10,529       -481     -8,789:     1,794     10,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       11.9        0.5       70.5       68.8       81.2       81.3:      18.8       18.7
Old  :     100.0:      10.1       11.9        0.5       70.5       68.8       81.2       81.3:      18.8       18.7
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  :        83:         8         15          9         44         44         58         62:
Old  :        83:         8         15          9         44         44         58         62:
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  :                 26.9       36.2       43.2       49.1       23.6       34.2       36.2       44.0
Old  :                 26.9       36.2       43.2       49.1       23.6       34.2       36.2       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :     6,476:       991        852      1,016      4,037      4,293      6,044      6,161:       432        315
Old  :     6,476:       991        852      1,016      4,037      4,293      6,044      6,161:       432        315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :       813:        91        -73        -21        776        856        846        762:       -33         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.2       15.7       62.3       66.3       93.3       95.1:       6.7        4.9
Old  :     100.0:      15.3       13.2       15.7       62.3       66.3       93.3       95.1:       6.7        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14          7          6         17         19         34         30:
Old  :        45:        14          7          6         17         19         34         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       38.2       65.0       58.0       22.4       22.3       31.0       32.5
Old  :                 44.8       38.2       65.0       58.0       22.4       22.3       31.0       32.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   388,805:   111,080     55,058     69,851    150,462    234,008    331,393    358,917:    57,412     29,888
Old  :   287,329:    97,396     47,531     51,210     94,402    166,749    243,008    265,490:    44,320     21,839
Other:   101,476:    19,999     13,843     12,326     56,060     67,259     88,384     93,428:    13,092      8,048
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :     9,641:      -456        251      3,833      3,276      2,611      6,652      6,694:     2,989      2,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       14.2       18.0       38.7       60.2       85.2       92.3:      14.8        7.7
Old  :     100.0:      33.9       16.5       17.8       32.9       58.0       84.6       92.4:      15.4        7.6
Other:     100.0:      19.7       13.6       12.1       55.2       66.3       87.1       92.1:      12.9        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        87         63         74         99        103        233        201:
Old  :       270:        90         53         67         93         95        218        188:
Other:       156:        36         33         25         68         58        118        102:
     :----------------------------------------------------------------------------------------------------
     :             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       27.4       16.7       38.4        7.1       22.9       12.6       29.4
Old  :                 11.0       26.5       19.2       35.8        9.7       24.0       16.4       30.9
Other:                 17.6       38.0       30.4       52.4       16.4       32.2       26.9       43.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,411:     1,480        741      1,075      4,493      6,361      7,048      8,176:     2,364      1,235
Old  :     7,554:     1,397        910        767      3,618      4,995      5,781      6,672:     1,773        882
Other:     1,857:       253          1        138        875      1,365      1,267      1,504:       591        353
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :       429:       456       -122        -43       -144        429        269        264:       161        165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        7.9       11.4       47.7       67.6       74.9       86.9:      25.1       13.1
Old  :     100.0:      18.5       12.0       10.2       47.9       66.1       76.5       88.3:      23.5       11.7
Other:     100.0:      13.6        0.1        7.4       47.1       73.5       68.2       81.0:      31.8       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12          9         10         20         17         41         30:
Old  :        45:        12         10         10         15         15         35         28:
Other:        25:         8          1          5         13         10         22         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       53.6       46.9       68.4       28.6       47.3       35.2       54.4
Old  :                 36.0       59.4       51.4       73.3       35.4       55.8       46.7       64.1
Other:                 37.1       59.3       49.4       73.7       32.6       53.0       41.7       60.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  : 1,127,482:   149,284    226,009     63,253    816,127    713,910  1,028,664  1,003,171:    98,817    124,310
Old  : 1,127,482:   149,284    226,009     63,253    816,127    713,910  1,028,664  1,003,171:    98,817    124,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    44,293:   -17,058     19,780      4,182     57,796     32,944     44,921     56,906:      -627    -12,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       20.0        5.6       72.4       63.3       91.2       89.0:       8.8       11.0
Old  :     100.0:      13.2       20.0        5.6       72.4       63.3       91.2       89.0:       8.8       11.0
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  :       245:        42         44         33         95        128        151        191:
Old  :       245:        42         44         33         95        128        151        191:
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  :                 32.8       19.0       42.8       28.1       30.8       18.1       37.3       26.7
Old  :                 32.8       19.0       42.8       28.1       30.8       18.1       37.3       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  : 3,120,478:   289,209    392,727    326,123  2,219,572  1,908,384  2,834,904  2,627,234:   285,574    493,244
Old  : 3,120,478:   289,209    392,727    326,123  2,219,572  1,908,384  2,834,904  2,627,234:   285,574    493,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    50,069:   -35,066     13,199     20,733     57,364     29,036     43,031     62,968:     7,038    -12,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.6       10.5       71.1       61.2       90.8       84.2:       9.2       15.8
Old  :     100.0:       9.3       12.6       10.5       71.1       61.2       90.8       84.2:       9.2       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  :       371:        65         91         90        159        192        279        318:
Old  :       371:        65         91         90        159        192        279        318:
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  :                 27.5       17.2       38.6       22.7       27.0       15.1       36.1       18.5
Old  :                 27.5       17.2       38.6       22.7       27.0       15.1       36.1       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  : 2,322,029:   251,869    359,753    155,895  1,706,169  1,412,155  2,113,933  1,927,803:   208,096    394,226
Old  : 2,322,029:   251,869    359,753    155,895  1,706,169  1,412,155  2,113,933  1,927,803:   208,096    394,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    55,797:    -6,769    -23,998    -19,976     62,485    101,010     35,739     57,036:    20,058     -1,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       15.5        6.7       73.5       60.8       91.0       83.0:       9.0       17.0
Old  :     100.0:      10.8       15.5        6.7       73.5       60.8       91.0       83.0:       9.0       17.0
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  :       285:        40         67         46        114        152        180        239:
Old  :       285:        40         67         46        114        152        180        239:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       15.6       44.8       24.0       31.7       14.2       41.0       19.8
Old  :                 33.0       15.6       44.8       24.0       31.7       14.2       41.0       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   312,252:    10,956     68,369     51,896    217,902    134,798    280,755    255,063:    31,498     57,189
Old  :   312,252:    10,956     68,369     51,896    217,902    134,798    280,755    255,063:    31,498     57,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    19,208:       788     12,167      3,443     14,939      3,242     19,169     18,851:        39        357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       21.9       16.6       69.8       43.2       89.9       81.7:      10.1       18.3
Old  :     100.0:       3.5       21.9       16.6       69.8       43.2       89.9       81.7:      10.1       18.3
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  :        76:        11         25         21         36         35         60         68:
Old  :        76:        11         25         21         36         35         60         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  :                 46.1       20.5       55.8       29.5       38.1       15.9       44.1       22.1
Old  :                 46.1       20.5       55.8       29.5       38.1       15.9       44.1       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :    60,058:    13,709     14,521        699     37,449     37,726     51,857     52,945:     8,201      7,113
Old  :    60,058:    13,709     14,521        699     37,449     37,726     51,857     52,945:     8,201      7,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    -5,736:    -4,270      1,658        -24     -1,323     -6,744     -5,617     -5,110:      -119       -625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       24.2        1.2       62.4       62.8       86.3       88.2:      13.7       11.8
Old  :     100.0:      22.8       24.2        1.2       62.4       62.8       86.3       88.2:      13.7       11.8
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  :       107:        28         29         11         37         21         69         57:
Old  :       107:        28         29         11         37         21         69         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.7       37.5       61.7       23.6       43.5       37.5       61.6
Old  :                 23.6       43.7       37.5       61.7       23.6       43.5       37.5       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :   120,116:    27,419     29,041      1,398     74,898     75,451    103,714    105,890:    16,402     14,226
Old  :   120,116:    27,419     29,041      1,398     74,898     75,451    103,714    105,890:    16,402     14,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :   -11,471:    -8,539      3,315        -48     -2,647    -13,488    -11,234    -10,221:      -238     -1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       24.2        1.2       62.4       62.8       86.3       88.2:      13.7       11.8
Old  :     100.0:      22.8       24.2        1.2       62.4       62.8       86.3       88.2:      13.7       11.8
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  :       107:        28         29         11         37         21         69         57:
Old  :       107:        28         29         11         37         21         69         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       43.7       37.5       61.7       23.6       43.5       37.5       61.6
Old  :                 23.6       43.7       37.5       61.7       23.6       43.5       37.5       61.6
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, April 8, 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  :    15,669:    13,008     13,743      1,096      1,527        827     15,631     15,666:        38          3
Old  :    15,669:    13,008     13,743      1,096      1,527        827     15,631     15,666:        38          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :     1,526:     1,480      1,001          4         23        521      1,507      1,526:        19          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.0       87.7        7.0        9.7        5.3       99.8      100.0:       0.2        0.0
Old  :     100.0:      83.0       87.7        7.0        9.7        5.3       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          5          3          1          1         18          8:
Old  :        23:        16          5          3          1          1         18          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       95.6       83.8      100.0       62.7       91.7       80.8       93.0
Old  :                 64.8       95.6       83.8      100.0       62.7       91.7       80.8       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :    47,153:     2,612     15,445        201     44,241     31,371     47,054     47,017:        99        136
Old  :    47,153:     2,612     15,445        201     44,241     31,371     47,054     47,017:        99        136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :     6,712:       -68     -3,128          0      6,768      9,860      6,700      6,732:        12        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       32.8        0.4       93.8       66.5       99.8       99.7:       0.2        0.3
Old  :     100.0:       5.5       32.8        0.4       93.8       66.5       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5         11          1         13         16         18         28:
Old  :        43:         5         11          1         13         16         18         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  :                 83.0       48.1       98.0       71.3       80.7       38.7       87.9       61.1
Old  :                 83.0       48.1       98.0       71.3       80.7       38.7       87.9       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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  :    42,450:       775     14,500        634     41,007     27,126     42,416     42,260:        34        190
Old  :    42,450:       775     14,500        634     41,007     27,126     42,416     42,260:        34        190
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 1, 2014                        :
     :    11,727:       554    -10,238        512     10,659     21,417     11,725     11,691:         2         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8       34.2        1.5       96.6       63.9       99.9       99.6:       0.1        0.4
Old  :     100.0:       1.8       34.2        1.5       96.6       63.9       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2         14          1          8         14         10         29:
Old  :        36:         2         14          1          8         14         10         29:
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  :                 91.1       65.4       99.7       82.3       90.2       65.4       93.7       80.9
Old  :                 91.1       65.4       99.7       82.3       90.2       65.4       93.7       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 11, 2014