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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   517,972:   110,520     85,811    178,481    195,802    206,623    484,802    470,915:    33,170     47,058
Old  :    95,810:    21,831     11,505     39,970     27,461     37,727     89,262     89,202:     6,548      6,608
Other:   422,162:   103,730     89,348    123,469    168,341    168,896    395,540    381,713:    26,622     40,449
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    -5,449:    -6,320      1,899        760      5,073     -6,964       -487     -4,305:    -4,962     -1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       16.6       34.5       37.8       39.9       93.6       90.9:       6.4        9.1
Old  :     100.0:      22.8       12.0       41.7       28.7       39.4       93.2       93.1:       6.8        6.9
Other:     100.0:      24.6       21.2       29.2       39.9       40.0       93.7       90.4:       6.3        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       117        122        160        101        116        303        325:
Old  :       231:        76         59         70         66         66        173        164:
Other:       359:        96        139        140         85        107        269        302:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.6       12.9       23.0       21.4       11.5       10.2       18.3       14.6
Old  :                 17.0       17.8       28.4       29.4       10.8       13.4       17.6       19.5
Other:                 16.0       12.6       24.9       20.7       13.9       10.3       22.1       15.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   157,666:    50,127     21,170     22,429     67,307     85,554    139,864    129,152:    17,802     28,513
Old  :    20,240:     6,366        675      4,118      6,803     11,910     17,287     16,702:     2,953      3,537
Other:   137,426:    45,721     22,454     16,352     60,504     73,644    122,577    112,450:    14,850     24,976
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    -4,327:     1,769       -195     -2,631     -2,803     -1,142     -3,665     -3,969:      -661       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       13.4       14.2       42.7       54.3       88.7       81.9:      11.3       18.1
Old  :     100.0:      31.5        3.3       20.3       33.6       58.8       85.4       82.5:      14.6       17.5
Other:     100.0:      33.3       16.3       11.9       44.0       53.6       89.2       81.8:      10.8       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        46         41         37         56         64        124        123:
Old  :        96:        19         15         14         32         42         57         65:
Other:       167:        41         44         31         45         60        107        116:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       25.6       34.6       35.2       17.0       18.0       26.1       25.0
Old  :                 28.2       24.9       42.1       37.7       26.8       24.9       39.9       35.3
Other:                 23.0       27.2       36.7       36.7       17.8       18.2       28.2       25.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  : 1,866,548:   414,055    107,960    538,952    752,232    899,785  1,705,239  1,546,696:   161,309    319,851
Old  : 1,196,680:   340,487    197,083    263,953    491,381    581,285  1,095,820  1,042,320:   100,859    154,360
Other:   669,868:   217,421     54,730    131,146    260,851    318,500    609,419    504,376:    60,449    165,492
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :   -24,504:    -9,657      6,714      6,521    -13,091    -37,954    -16,228    -24,718:    -8,277        214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        5.8       28.9       40.3       48.2       91.4       82.9:       8.6       17.1
Old  :     100.0:      28.5       16.5       22.1       41.1       48.6       91.6       87.1:       8.4       12.9
Other:     100.0:      32.5        8.2       19.6       38.9       47.5       91.0       75.3:       9.0       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       790:       203        149        236        312        383        638        662:
Old  :       738:       165        165        185        277        355        556        599:
Other:       624:       151         84        130        196        336        394        505:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3       11.5       17.0       17.7        7.7        7.6       13.6       11.5
Old  :                 13.3       11.9       21.8       19.5       11.0       10.9       19.1       16.8
Other:                 12.7       14.8       23.3       21.6       12.3       11.2       20.7       15.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,476:     2,189        402      2,941      4,055      5,515      9,184      8,858:       292        618
Old  :     9,406:     2,198        402      2,913      4,055      5,515      9,165      8,830:       240        576
Other:        70:         0          9         19          0          0         19         28:        52         43
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :       -35:        45        -58         39       -102         22        -19          3:       -17        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        4.2       31.0       42.8       58.2       96.9       93.5:       3.1        6.5
Old  :     100.0:      23.4        4.3       31.0       43.1       58.6       97.4       93.9:       2.6        6.1
Other:     100.0:       0.0       12.9       26.6        0.0        0.0       26.6       39.5:      73.4       60.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          6          8          6          9         14         20:
Old  :        22:         5          6          8          6          9         14         20:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       46.1       80.8       67.6       37.8       40.2       48.7       47.3
Old  :                 55.7       46.2       81.2       67.8       38.1       40.5       49.2       47.7
Other:                 26.6       39.5       26.6       39.5        0.0       12.9        0.0       12.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,269:     1,451        497      1,641      3,858      5,805      6,950      7,943:     2,319      1,325
Old  :     2,117:       296        140        454        808        942      1,558      1,535:       559        582
Other:     7,152:     1,244        446      1,099      3,049      4,863      5,392      6,408:     1,760        744
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :      -780:      -169        -42        -67       -492       -432       -728       -541:       -52       -239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        5.4       17.7       41.6       62.6       75.0       85.7:      25.0       14.3
Old  :     100.0:      14.0        6.6       21.4       38.2       44.5       73.6       72.5:      26.4       27.5
Other:     100.0:      17.4        6.2       15.4       42.6       68.0       75.4       89.6:      24.6       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15          2          8         14         12         30         21:
Old  :        20:         6          4          6          7          8         15         16:
Other:        33:        11          6          8         13         10         29         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       44.8       46.2       70.0       22.2       39.6       28.5       49.0
Old  :                 46.9       46.9       65.3       65.3       36.6       36.5       38.6       37.7
Other:                 33.0       50.1       49.4       77.2       28.1       45.2       35.9       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   903,409:   241,912     74,991    278,138    319,974    435,572    840,025    788,702:    63,385    114,707
Old  :   564,717:   193,639     54,190    160,630    169,758    301,895    524,026    516,715:    40,691     48,002
Other:   338,692:    77,208     49,735     88,574    150,217    133,677    315,998    271,987:    22,694     66,706
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :     2,279:   -20,653      6,989      9,014     16,072    -12,864      4,432      3,139:    -2,153       -860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.3       30.8       35.4       48.2       93.0       87.3:       7.0       12.7
Old  :     100.0:      34.3        9.6       28.4       30.1       53.5       92.8       91.5:       7.2        8.5
Other:     100.0:      22.8       14.7       26.2       44.4       39.5       93.3       80.3:       6.7       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       628:       203        187        246        161        213        506        521:
Old  :       579:       198        158        194        143        191        440        453:
Other:       462:       121        138        136        112        170        314        369:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.3       13.3       15.3       21.4        6.2       10.4       11.9       14.1
Old  :                  9.5       16.2       17.4       24.6        9.0       13.6       15.7       19.3
Other:                 13.7       13.5       22.8       20.6       12.8        9.8       20.4       15.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   373,968:    97,043     57,968     75,015    164,548    212,448    336,605    345,431:    37,363     28,538
Old  :   270,498:    83,613     63,880     47,843    113,050    135,681    244,506    247,404:    25,992     23,093
Other:   103,470:    30,054     10,712     10,547     51,497     76,767     92,099     98,026:    11,371      5,444
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :   -15,029:    -2,483     -3,164       -390    -10,940    -11,298    -13,814    -14,852:    -1,215       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       15.5       20.1       44.0       56.8       90.0       92.4:      10.0        7.6
Old  :     100.0:      30.9       23.6       17.7       41.8       50.2       90.4       91.5:       9.6        8.5
Other:     100.0:      29.0       10.4       10.2       49.8       74.2       89.0       94.7:      11.0        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        81         76         86         88         80        220        204:
Old  :       268:        70         82         72         83         78        201        195:
Other:       158:        53         30         33         56         43        124         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       29.1       19.5       37.9       10.6       23.9       17.6       31.6
Old  :                 13.2       21.8       22.8       30.0       11.3       20.0       20.3       26.7
Other:                 17.4       51.6       27.4       63.0       17.4       49.5       27.2       58.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   838,002:    91,595     64,336     64,747    504,260    518,841    660,602    647,924:   177,400    190,078
Old  :   838,002:    91,595     64,336     64,747    504,260    518,841    660,602    647,924:   177,400    190,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :   -16,823:        94      6,544     -3,771     -1,173    -12,762     -4,850     -9,990:   -11,973     -6,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        7.7        7.7       60.2       61.9       78.8       77.3:      21.2       22.7
Old  :     100.0:      10.9        7.7        7.7       60.2       61.9       78.8       77.3:      21.2       22.7
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  :       177:        36         33         45         83         92        142        147:
Old  :       177:        36         33         45         83         92        142        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       15.5       31.0       23.8       19.0        9.9       24.9       16.5
Old  :                 21.0       15.5       31.0       23.8       19.0        9.9       24.9       16.5
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 22, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   490,519:    52,579     55,613      2,536    341,023    350,582    396,137    408,731:    94,382     81,788
Old  :   490,519:    52,579     55,613      2,536    341,023    350,582    396,137    408,731:    94,382     81,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    -1,990:      -404      2,962         32      1,706      6,252      1,334      9,245:    -3,324    -11,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       11.3        0.5       69.5       71.5       80.8       83.3:      19.2       16.7
Old  :     100.0:      10.7       11.3        0.5       69.5       71.5       80.8       83.3:      19.2       16.7
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  :        86:        10         14         10         44         45         61         62:
Old  :        86:        10         14         10         44         45         61         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  :                 26.6       37.4       42.2       51.3       23.5       36.3       35.6       47.6
Old  :                 26.6       37.4       42.2       51.3       23.5       36.3       35.6       47.6
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 22, 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  :     7,413:     1,046        711      1,121      4,866      5,401      7,033      7,233:       380        180
Old  :     7,413:     1,046        711      1,121      4,866      5,401      7,033      7,233:       380        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :       583:        75        -45         11        461        700        547        666:        36        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        9.6       15.1       65.6       72.9       94.9       97.6:       5.1        2.4
Old  :     100.0:      14.1        9.6       15.1       65.6       72.9       94.9       97.6:       5.1        2.4
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  :        48:        13          5          6         19         24         35         34:
Old  :        48:        13          5          6         19         24         35         34:
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  :                 46.4       40.2       65.2       58.8       17.3       20.3       24.9       28.8
Old  :                 46.4       40.2       65.2       58.8       17.3       20.3       24.9       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   390,971:   114,882     53,680     70,077    150,683    234,113    335,642    357,870:    55,329     33,101
Old  :   279,497:   101,099     43,438     48,261     88,969    163,696    238,329    255,395:    41,168     24,103
Other:   111,474:    21,774     18,233     13,825     61,714     70,417     97,313    102,475:    14,161      8,999
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    -6,299:    -3,105     -1,184      1,657     -1,278     -8,741     -2,726     -8,269:    -3,573      1,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       13.7       17.9       38.5       59.9       85.8       91.5:      14.2        8.5
Old  :     100.0:      36.2       15.5       17.3       31.8       58.6       85.3       91.4:      14.7        8.6
Other:     100.0:      19.5       16.4       12.4       55.4       63.2       87.3       91.9:      12.7        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        90         66         72        101        105        236        203:
Old  :       272:        89         57         63         96         96        222        184:
Other:       173:        37         44         27         68         63        122        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.5       25.3       17.6       36.1        7.2       20.5       12.3       26.8
Old  :                 11.3       24.2       19.6       33.3        9.9       19.9       16.4       26.6
Other:                 17.7       34.2       30.5       47.6       17.4       29.2       27.2       39.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :     9,099:     1,456        782        897      4,554      6,181      6,906      7,860:     2,192      1,239
Old  :     7,020:     1,321        875        611      3,509      4,639      5,440      6,125:     1,579        895
Other:     2,079:       241         14        179      1,046      1,541      1,466      1,735:       613        344
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :      -273:      -346         52        -17        154       -279       -209       -244:       -64        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        8.6        9.9       50.1       67.9       75.9       86.4:      24.1       13.6
Old  :     100.0:      18.8       12.5        8.7       50.0       66.1       77.5       87.3:      22.5       12.7
Other:     100.0:      11.6        0.7        8.6       50.3       74.1       70.5       83.4:      29.5       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        14          7          7         21         21         39         32:
Old  :        45:        13          7          7         16         18         33         29:
Other:        26:         5          3          6         13         11         22         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       51.7       46.4       65.0       28.3       46.2       36.5       54.0
Old  :                 33.9       57.4       49.5       70.6       33.9       52.0       47.9       61.8
Other:                 40.2       57.1       52.7       72.6       35.4       51.7       46.7       62.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  : 1,150,820:   184,030    208,698     70,419    792,224    748,632  1,046,673  1,027,748:   104,147    123,072
Old  : 1,150,820:   184,030    208,698     70,419    792,224    748,632  1,046,673  1,027,748:   104,147    123,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :   -12,500:     6,890     -6,983     -2,502    -13,834     -4,314     -9,446    -13,800:    -3,054      1,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.1        6.1       68.8       65.1       91.0       89.3:       9.0       10.7
Old  :     100.0:      16.0       18.1        6.1       68.8       65.1       91.0       89.3:       9.0       10.7
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  :       252:        47         41         36         94        134        156        196:
Old  :       252:        47         41         36         94        134        156        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       18.3       39.9       26.9       27.7       16.7       34.7       24.7
Old  :                 30.1       18.3       39.9       26.9       27.7       16.7       34.7       24.7
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 22, 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  : 3,123,595:   320,477    414,199    374,355  2,114,517  1,842,730  2,809,349  2,631,283:   314,246    492,312
Old  : 3,123,595:   320,477    414,199    374,355  2,114,517  1,842,730  2,809,349  2,631,283:   314,246    492,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :   -11,097:    -9,597     -1,945     14,638     -5,997    -17,557       -956     -4,864:   -10,141     -6,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       13.3       12.0       67.7       59.0       89.9       84.2:      10.1       15.8
Old  :     100.0:      10.3       13.3       12.0       67.7       59.0       89.9       84.2:      10.1       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  :       375:        59         99         90        165        193        284        322:
Old  :       375:        59         99         90        165        193        284        322:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       15.4       37.3       21.0       24.8       13.3       34.5       16.4
Old  :                 25.6       15.4       37.3       21.0       24.8       13.3       34.5       16.4
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 22, 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  : 2,369,213:   252,363    374,094    193,976  1,722,793  1,427,572  2,169,131  1,995,642:   200,081    373,571
Old  : 2,369,213:   252,363    374,094    193,976  1,722,793  1,427,572  2,169,131  1,995,642:   200,081    373,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    40,868:    10,093     31,882      3,949     48,087      9,293     62,130     45,124:   -21,262     -4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.8        8.2       72.7       60.3       91.6       84.2:       8.4       15.8
Old  :     100.0:      10.7       15.8        8.2       72.7       60.3       91.6       84.2:       8.4       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  :       290:        37         67         47        121        157        188        241:
Old  :       290:        37         67         47        121        157        188        241:
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  :                 33.4       14.9       43.0       23.0       31.7       12.6       40.5       18.9
Old  :                 33.4       14.9       43.0       23.0       31.7       12.6       40.5       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :   341,787:    16,280     85,167     55,092    242,384    147,582    313,756    287,841:    28,032     53,946
Old  :   341,787:    16,280     85,167     55,092    242,384    147,582    313,756    287,841:    28,032     53,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    16,411:     1,402     14,571      2,569     14,496      2,718     18,466     19,858:    -2,055     -3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       24.9       16.1       70.9       43.2       91.8       84.2:       8.2       15.8
Old  :     100.0:       4.8       24.9       16.1       70.9       43.2       91.8       84.2:       8.2       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  :        80:        12         28         22         38         36         64         72:
Old  :        80:        12         28         22         38         36         64         72:
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  :                 44.1       19.1       56.4       29.4       36.7       16.0       44.8       22.5
Old  :                 44.1       19.1       56.4       29.4       36.7       16.0       44.8       22.5
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 22, 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  :    61,633:    13,716     12,550        700     38,823     40,701     53,240     53,951:     8,393      7,682
Old  :    61,633:    13,716     12,550        700     38,823     40,701     53,240     53,951:     8,393      7,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :     6,212:     1,490        -22       -117      3,641      5,902      5,014      5,763:     1,198        449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       20.4        1.1       63.0       66.0       86.4       87.5:      13.6       12.5
Old  :     100.0:      22.3       20.4        1.1       63.0       66.0       86.4       87.5:      13.6       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        27         29         12         41         25         76         58:
Old  :       112:        27         29         12         41         25         76         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       41.7       38.8       60.3       24.9       41.4       38.8       59.9
Old  :                 24.9       41.7       38.8       60.3       24.9       41.4       38.8       59.9
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 22, 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  :   123,266:    27,433     25,101      1,401     77,646     81,401    106,479    107,902:    16,787     15,363
Old  :   123,266:    27,433     25,101      1,401     77,646     81,401    106,479    107,902:    16,787     15,363
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :    12,425:     2,980        -44       -233      7,282     11,804     10,028     11,527:     2,396        898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       20.4        1.1       63.0       66.0       86.4       87.5:      13.6       12.5
Old  :     100.0:      22.3       20.4        1.1       63.0       66.0       86.4       87.5:      13.6       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        27         29         12         41         25         76         58:
Old  :       112:        27         29         12         41         25         76         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       41.7       38.8       60.3       24.9       41.4       38.8       59.9
Old  :                 24.9       41.7       38.8       60.3       24.9       41.4       38.8       59.9
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 22, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,479:    13,731     13,617      1,103      1,612      1,742     16,446     16,462:        33         17
Old  :    16,479:    13,731     13,617      1,103      1,612      1,742     16,446     16,462:        33         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :       -48:       -81          4        -47         85        -21        -43        -64:        -5         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       82.6        6.7        9.8       10.6       99.8       99.9:       0.2        0.1
Old  :     100.0:      83.3       82.6        6.7        9.8       10.6       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          5          3          1          2         18          9:
Old  :        24:        16          5          3          1          2         18          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       93.1       84.7       99.4       64.5       91.0       81.9       93.2
Old  :                 66.6       93.1       84.7       99.4       64.5       91.0       81.9       93.2
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 22, 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  :    51,396:     2,333     22,136        429     48,613     28,689     51,375     51,254:        21        142
Old  :    51,396:     2,333     22,136        429     48,613     28,689     51,375     51,254:        21        142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :     1,139:      -761        933        243      1,735        -23      1,217      1,153:       -78        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       43.1        0.8       94.6       55.8      100.0       99.7:       0.0        0.3
Old  :     100.0:       4.5       43.1        0.8       94.6       55.8      100.0       99.7:       0.0        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  :        45:         5         15          1         13         14         18         30:
Old  :        45:         5         15          1         13         14         18         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  :                 82.2       49.4       98.3       72.8       80.0       40.6       88.7       63.4
Old  :                 82.2       49.4       98.3       72.8       80.0       40.6       88.7       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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  :    47,273:       215     29,572         86     46,900     17,338     47,201     46,996:        72        277
Old  :    47,273:       215     29,572         86     46,900     17,338     47,201     46,996:        72        277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 15, 2014                       :
     :     1,551:    -1,053      1,543         86      2,520        -88      1,553      1,541:        -2         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       62.6        0.2       99.2       36.7       99.8       99.4:       0.2        0.6
Old  :     100.0:       0.5       62.6        0.2       99.2       36.7       99.8       99.4:       0.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1         18          1          8         13         10         31:
Old  :        38:         1         18          1          8         13         10         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.8       58.7       99.7       79.2       91.8       58.7       95.3       78.0
Old  :                 91.8       58.7       99.7       79.2       91.8       58.7       95.3       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 25, 2014