```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      492,513
COMMITMENTS
 111,619   91,567  163,192  179,479  188,442  454,290  443,201   38,223   49,312

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     33,550)
     372   -8,841   31,983    3,036    9,864   35,391   33,006   -1,840      544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.7     18.6     33.1     36.4     38.3     92.2     90.0      7.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     110      127      153       91      106      290      311
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      147,581
COMMITMENTS
  50,620   21,460   18,497   60,940   79,180  130,057  119,137   17,525   28,444

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:      9,025)
   1,190   -2,301    3,207    2,576    5,981    6,974    6,887    2,052    2,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3     14.5     12.5     41.3     53.7     88.1     80.7     11.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      52       40       32       55       59      123      116
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,753,857
COMMITMENTS
 414,132  130,011  473,943  707,949  838,626  1596023  1442580  157,833  311,277

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     26,826)
  -3,205  -13,237   19,210    9,416   14,971   25,421   20,943    1,406    5,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      7.4     27.0     40.4     47.8     91.0     82.3      9.0     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      776)
     188      157      219      287      369      595      641
 
 
CORN CSO - CHICAGO BOARD OF TRADE                                    Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,301
COMMITMENTS
   1,883      680    1,120    2,918    4,123    5,921    5,923      380      378

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:         33)
    -102       55      -12      155      -32       42       11       -9       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     10.8     17.8     46.3     65.4     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        7        6        4        7       11       17
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,266
COMMITMENTS
   3,153      921    1,187    4,107    7,286    8,447    9,393    2,819    1,873

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:         90)
       9      110      133     -134       57        8      300       81     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.0      8.2     10.5     36.5     64.7     75.0     83.4     25.0     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       10       10       13       13       31       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      842,042
COMMITMENTS
 270,638   68,042  227,976  286,093  438,844  784,707  734,862   57,335  107,180

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     -7,696)
  -9,015      202    2,502     -636  -10,247   -7,149   -7,543     -548     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      8.1     27.1     34.0     52.1     93.2     87.3      6.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      603)
     205      169      223      145      202      466      488
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      346,861
COMMITMENTS
 103,353   59,593   62,174  145,234  198,992  310,760  320,759   36,101   26,102

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:        714)
   1,425      652    1,874   -1,678   -1,544    1,621      982     -908     -268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     17.2     17.9     41.9     57.4     89.6     92.5     10.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      94       63       75       81       78      209      190
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      824,326
COMMITMENTS
  95,306   60,001   58,359  506,813  526,761  660,478  645,121  163,848  179,205

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     50,275)
  13,314   -3,079    4,511   22,874   44,023   40,699   45,454    9,576    4,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      7.3      7.1     61.5     63.9     80.1     78.3     19.9     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      34       32       40       82       94      136      146
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      490,195
COMMITMENTS
  49,148   54,790    1,827  355,290  343,270  406,264  399,887   83,931   90,308

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     -3,672)
   1,709    4,284     -531   -9,340   -5,122   -8,161   -1,370    4,489   -2,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     11.2      0.4     72.5     70.0     82.9     81.6     17.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7       13        7       44       42       55       58
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        5,623
COMMITMENTS
     954    1,074      765    3,273    3,422    4,992    5,261      631      362

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:        -32)
    -123      -23       78     -150     -180     -195     -125      163       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     19.1     13.6     58.2     60.9     88.8     93.6     11.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        6       13       16       30       25
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      366,752
COMMITMENTS
 112,590   58,067   60,254  141,442  223,847  314,286  342,169   52,466   24,583

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:      3,409)
    -809     -460    2,850   -1,024    1,285    1,017    3,675    2,392     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.7     15.8     16.4     38.6     61.0     85.7     93.3     14.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      85       65       64       89       94      217      186
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,435
COMMITMENTS
     852    1,656      417    4,921    5,235    6,190    7,308    2,245    1,127

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:        226)
    -174      108      112      250      120      187      340       39     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     19.6      4.9     58.3     62.1     73.4     86.6     26.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        7        6       19       13       33       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      946,080
COMMITMENTS
 176,824  171,161   40,159  622,377  619,661  839,360  830,981  106,720  115,099

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:        435)
    -257    7,559     -261    2,447   -6,104    1,929    1,194   -1,494     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     18.1      4.2     65.8     65.5     88.7     87.8     11.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      46       27       29       97      112      152      159
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,050,086
COMMITMENTS
 349,564  363,041  357,559  2039202  1848067  2746325  2568667  303,762  481,419

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     25,114)
  72,695  -40,316    1,637  -52,864   68,108   21,468   29,429    3,646   -4,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     11.9     11.7     66.9     60.6     90.0     84.2     10.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      67       98       96      171      188      301      319
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,168,866
COMMITMENTS
 224,062  299,655  150,451  1558403  1376303  1932916  1826408  235,950  342,458

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     18,448)
   2,098  -19,807    2,779  -11,972   66,188   -7,096   49,160   25,544  -30,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     13.8      6.9     71.9     63.5     89.1     84.2     10.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      32       62       50      111      146      176      225
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      318,187
COMMITMENTS
  24,141   54,701   49,683  217,726  166,008  291,551  270,392   26,637   47,795

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     19,923)
   9,447    3,324   -2,028   12,691   16,972   20,110   18,268     -187    1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     17.2     15.6     68.4     52.2     91.6     85.0      8.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       21       23       36       35       63       68
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       93,931
COMMITMENTS
  20,342    8,963    4,926   59,171   71,377   84,438   85,265    9,492    8,665

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     27,608)
   2,743   -4,133    3,889   20,643   26,263   27,275   26,019      333    1,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      9.5      5.2     63.0     76.0     89.9     90.8     10.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      37       19       14       50       31       95       59
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       14,126
COMMITMENTS
   4,052      415        0    8,861   13,145   12,913   13,560    1,213      566

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      2.9      0.0     62.7     93.1     91.4     96.0      8.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0        7        9       12       10
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      159,610
COMMITMENTS
  37,753   22,267    4,679  100,619  116,464  143,051  143,411   16,559   16,199

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     26,964)
   2,554   -3,925    2,607   23,563   26,235   28,724   24,917   -1,760    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7     14.0      2.9     63.0     73.0     89.6     89.9     10.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      35       20       12       48       29       90       56
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       19,431
COMMITMENTS
  11,979    8,872    6,010    1,399    4,540   19,388   19,422       43        9

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:      4,181)
    -488     -332    4,812     -150     -230    4,174    4,250        7      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.6     45.7     30.9      7.2     23.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      16        6        5        1        1       20        9
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       38,618
COMMITMENTS
   1,511   16,974      199   36,793   21,304   38,503   38,477      115      141

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:     -6,935)
     360   -1,461      199   -7,565   -5,684   -7,006   -6,946       71       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     44.0      0.5     95.3     55.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       13        1       12       14       17       28
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       30,554
COMMITMENTS
     706   23,800        0   29,797    6,627   30,503   30,427       51      127

CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST:    -15,144)
  -4,728      650   -1,226   -9,178  -14,612  -15,132  -15,188      -12       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     77.9      0.0     97.5     21.7     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2       14        0        7       13        9       27
```

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Updated March 21, 2014