```
WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   465,439:   120,148     83,180    131,026    180,190    204,053    431,365    418,260:    34,074     47,180
Old  :     6,501:     2,809        328         27      1,669      4,670      4,505      5,025:     1,996      1,476
Other:   458,938:   120,071     85,584    128,268    178,521    199,383    426,860    413,235:    32,078     45,704
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -52,533:     9,629     -2,631    -47,455    -15,611     -2,570    -53,437    -52,655:       904        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       17.9       28.2       38.7       43.8       92.7       89.9:       7.3       10.1
Old  :     100.0:      43.2        5.0        0.4       25.7       71.8       69.3       77.3:      30.7       22.7
Other:     100.0:      26.2       18.6       27.9       38.9       43.4       93.0       90.0:       7.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       101        125        139         85        110        274        295:
Old  :        47:        17          5          1          5         21         22         27:
Other:       357:        98        133        136         84        109        271        293:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7       15.4       23.3       23.6       13.4       12.9       21.2       18.5
Old  :                 38.3       51.0       53.5       63.3       37.8       51.0       53.1       63.3
Other:                 14.9       15.6       23.7       23.6       13.6       13.3       21.5       18.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   155,482:    51,824     23,408     20,289     66,110     86,124    138,223    129,821:    17,259     25,661
Old  :     1,951:       137         52          0      1,475      1,219      1,612      1,271:       339        680
Other:   153,531:    51,797     23,466     20,179     64,635     84,905    136,611    128,550:    16,920     24,981
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    -2,184:     1,696      2,238     -2,140     -1,197        570     -1,641        669:      -544     -2,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       15.1       13.0       42.5       55.4       88.9       83.5:      11.1       16.5
Old  :     100.0:       7.0        2.7        0.0       75.6       62.5       82.6       65.1:      17.4       34.9
Other:     100.0:      33.7       15.3       13.1       42.1       55.3       89.0       83.7:      11.0       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        50         44         36         56         60        128        121:
Old  :        28:         4          2          0         10         14         14         16:
Other:       178:        50         44         36         49         60        121        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.4       25.6       37.2       35.8       17.6       18.5       27.2       26.3
Old  :                 74.3       47.2       80.7       57.7       74.3       47.1       80.7       57.6
Other:                 24.5       25.7       37.5       35.9       17.8       18.4       27.6       26.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  : 1,769,753:   440,861    105,441    453,077    722,559    903,382  1,616,496  1,461,899:   153,257    307,854
Old  : 1,080,779:   356,948    198,152    177,757    455,646    566,157    990,351    942,066:    90,428    138,713
Other:   688,974:   234,642     58,019    124,590    266,913    337,224    626,146    519,833:    62,828    169,141
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -96,795:    26,806     -2,519    -85,875    -29,673      3,596    -88,743    -84,797:    -8,052    -11,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        6.0       25.6       40.8       51.0       91.3       82.6:       8.7       17.4
Old  :     100.0:      33.0       18.3       16.4       42.2       52.4       91.6       87.2:       8.4       12.8
Other:     100.0:      34.1        8.4       18.1       38.7       48.9       90.9       75.5:       9.1       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       791:       194        152        220        305        388        620        657:
Old  :       738:       151        172        159        261        359        518        591:
Other:       638:       153         89        122        204        342        402        510:
     :----------------------------------------------------------------------------------------------------
     :             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       12.1       17.6       18.2        8.2        7.9       14.5       12.1
Old  :                 14.3       13.6       23.9       21.4       12.1       12.1       21.2       19.4
Other:                 13.7       15.3       23.8       22.0       12.8       11.2       20.5       15.8
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :     9,325:     2,440        368      2,872      3,731      5,510      9,043      8,751:       282        575
Old  :     9,255:     2,455        368      2,840      3,731      5,510      9,027      8,719:       228        536
Other:        70:         0         15         17          0          0         17         32:        54         39
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :      -151:       251        -34        -69       -324         -5       -141       -107:       -10        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        3.9       30.8       40.0       59.1       97.0       93.8:       3.0        6.2
Old  :     100.0:      26.5        4.0       30.7       40.3       59.5       97.5       94.2:       2.5        5.8
Other:     100.0:       0.0       21.3       23.5        0.0        0.0       23.5       44.8:      76.5       55.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         6          5          8          6          9         14         20:
Old  :        22:         6          5          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  :                 56.8       45.9       82.1       67.8       36.9       39.9       47.7       47.1
Old  :                 57.1       46.0       82.5       67.9       37.1       40.2       48.2       47.4
Other:                 23.5       44.8       23.5       44.8        0.0       21.3        0.0       21.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,210:     1,451        438      1,164      3,353      5,601      5,969      7,203:     2,242      1,008
Old  :       328:        55          1          0        196        193        251        194:        77        134
Other:     7,882:     1,420        461      1,141      3,157      5,408      5,718      7,009:     2,165        874
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    -1,058:         0        -59       -477       -504       -204       -981       -741:       -77       -318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        5.3       14.2       40.8       68.2       72.7       87.7:      27.3       12.3
Old  :     100.0:      16.8        0.3        0.0       59.8       58.8       76.5       59.1:      23.5       40.9
Other:     100.0:      18.0        5.8       14.5       40.1       68.6       72.5       88.9:      27.5       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        13          3          7         12         10         27         18:
Old  :         7:         1          1          0          2          3          3          4:
Other:        31:        12          4          7         12         10         27         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.0       49.4       48.6       75.0       26.3       42.7       33.3       55.3
Old  :                 76.5       59.1       76.5       59.1       76.5       59.1       76.5       59.1
Other:                 30.1       49.4       47.8       76.0       27.4       42.7       34.6       56.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   788,198:   242,591     68,396    202,554    283,141    402,911    728,286    673,860:    59,912    114,338
Old  :   446,900:   192,930     46,611     87,145    130,558    268,884    410,633    402,641:    36,267     44,259
Other:   341,298:    79,705     51,828     85,365    152,583    134,026    317,653    271,220:    23,645     70,078
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :  -115,211:       679     -6,596    -75,584    -36,833    -32,661   -111,739   -114,841:    -3,473       -370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        8.7       25.7       35.9       51.1       92.4       85.5:       7.6       14.5
Old  :     100.0:      43.2       10.4       19.5       29.2       60.2       91.9       90.1:       8.1        9.9
Other:     100.0:      23.4       15.2       25.0       44.7       39.3       93.1       79.5:       6.9       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       593:       205        155        207        144        204        464        466:
Old  :       530:       175        139        137        118        179        376        381:
Other:       456:       139        115        135        108        168        315        355:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.5       14.9       15.8       21.8        7.1       12.7       13.4       16.9
Old  :                 11.2       19.8       20.3       28.1       11.2       18.1       19.3       25.3
Other:                 13.3       13.2       22.9       20.3       12.4        9.3       20.3       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   340,784:    95,770     58,116     58,132    151,266    196,713    305,168    312,960:    35,616     27,824
Old  :   229,997:    78,646     62,134     29,531     98,950    116,960    207,127    208,625:    22,871     21,372
Other:   110,787:    33,555     12,413     12,170     52,317     79,752     98,042    104,335:    12,746      6,452
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -33,184:    -1,273        148    -16,883    -13,281    -15,735    -31,437    -32,471:    -1,747       -713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       17.1       17.1       44.4       57.7       89.5       91.8:      10.5        8.2
Old  :     100.0:      34.2       27.0       12.8       43.0       50.9       90.1       90.7:       9.9        9.3
Other:     100.0:      30.3       11.2       11.0       47.2       72.0       88.5       94.2:      11.5        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        85         69         69         83         76        203        187:
Old  :       254:        70         77         55         77         74        180        178:
Other:       156:        53         28         30         52         47        120         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       30.4       19.8       39.4       11.2       25.7       18.8       33.6
Old  :                 13.4       24.9       23.9       32.9       12.9       22.3       23.0       29.5
Other:                 16.7       48.2       27.9       61.0       16.1       46.0       27.0       57.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   820,753:   101,243     65,973     56,003    485,802    506,532    643,048    628,508:   177,704    192,244
Old  :   820,753:   101,243     65,973     56,003    485,802    506,532    643,048    628,508:   177,704    192,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -17,249:     9,648      1,637     -8,743    -18,458    -12,309    -17,553    -19,416:       304      2,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        8.0        6.8       59.2       61.7       78.3       76.6:      21.7       23.4
Old  :     100.0:      12.3        8.0        6.8       59.2       61.7       78.3       76.6:      21.7       23.4
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  :       169:        36         30         39         80         86        136        135:
Old  :       169:        36         30         39         80         86        136        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       17.9       30.7       25.8       19.2       12.1       25.4       19.1
Old  :                 20.9       17.9       30.7       25.8       19.2       12.1       25.4       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   483,367:    51,794     48,384      2,534    335,738    347,887    390,066    398,805:    93,301     84,562
Old  :   483,367:    51,794     48,384      2,534    335,738    347,887    390,066    398,805:    93,301     84,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    -7,152:      -785     -7,229         -2     -5,285     -2,695     -6,071     -9,926:    -1,081      2,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       10.0        0.5       69.5       72.0       80.7       82.5:      19.3       17.5
Old  :     100.0:      10.7       10.0        0.5       69.5       72.0       80.7       82.5:      19.3       17.5
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  :        82:        11         12         10         42         41         59         57:
Old  :        82:        11         12         10         42         41         59         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       38.4       42.4       52.3       23.0       36.9       35.0       48.0
Old  :                 26.5       38.4       42.4       52.3       23.0       36.9       35.0       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :     7,350:     1,101        898      1,018      4,837      5,213      6,956      7,129:       394        221
Old  :     7,350:     1,101        898      1,018      4,837      5,213      6,956      7,129:       394        221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :       -63:        55        187       -103        -29       -188        -77       -104:        14         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       12.2       13.9       65.8       70.9       94.6       97.0:       5.4        3.0
Old  :     100.0:      15.0       12.2       13.9       65.8       70.9       94.6       97.0:       5.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        15          6          6         17         21         35         31:
Old  :        47:        15          6          6         17         21         35         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  :                 45.9       42.9       65.7       61.4       19.0       22.3       25.5       31.0
Old  :                 45.9       42.9       65.7       61.4       19.0       22.3       25.5       31.0
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 29, 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  :   375,804:   117,341     52,216     60,800    144,857    233,315    322,998    346,331:    52,806     29,473
Old  :   258,188:    99,083     41,610     38,436     82,850    158,472    220,369    238,518:    37,819     19,670
Other:   117,616:    24,400     16,748     16,221     62,008     74,843    102,629    107,812:    14,987      9,803
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -15,168:     2,459     -1,464     -9,278     -5,826       -798    -12,644    -11,539:    -2,524     -3,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       13.9       16.2       38.5       62.1       85.9       92.2:      14.1        7.8
Old  :     100.0:      38.4       16.1       14.9       32.1       61.4       85.4       92.4:      14.6        7.6
Other:     100.0:      20.7       14.2       13.8       52.7       63.6       87.3       91.7:      12.7        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        90         66         61         96        101        225        193:
Old  :       269:        89         56         53         91         90        209        175:
Other:       175:        40         41         28         70         66        128        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  :                  9.7       25.9       17.0       37.5        7.0       21.3       12.5       29.0
Old  :                 11.5       25.0       19.8       35.1       10.0       22.1       17.0       30.5
Other:                 16.8       33.2       29.8       48.0       16.4       29.2       25.8       39.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,549:     1,346        756        458      4,334      6,073      6,138      7,288:     2,411      1,262
Old  :     6,125:     1,184        859        110      3,296      4,306      4,590      5,275:     1,535        850
Other:     2,424:       275         10        236      1,037      1,767      1,548      2,013:       876        411
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :      -549:      -110        -26       -438       -221       -108       -768       -572:       219         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        8.8        5.4       50.7       71.0       71.8       85.2:      28.2       14.8
Old  :     100.0:      19.3       14.0        1.8       53.8       70.3       74.9       86.1:      25.1       13.9
Other:     100.0:      11.3        0.4        9.7       42.8       72.9       63.9       83.0:      36.1       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        13          5          4         21         18         35         26:
Old  :        40:        11          5          4         16         13         28         21:
Other:        26:         6          1          4         14         13         21         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  :                 29.6       53.1       46.4       65.7       29.4       50.6       39.1       58.9
Old  :                 37.8       63.1       55.3       74.8       37.8       61.3       55.1       72.5
Other:                 35.0       54.5       47.0       68.1       30.9       50.3       41.0       61.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  : 1,182,455:   186,619    204,603     66,685    817,879    785,196  1,071,182  1,056,484:   111,272    125,971
Old  : 1,182,455:   186,619    204,603     66,685    817,879    785,196  1,071,182  1,056,484:   111,272    125,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    31,635:     2,589     -4,094     -3,734     25,655     36,563     24,510     28,736:     7,125      2,899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       17.3        5.6       69.2       66.4       90.6       89.3:       9.4       10.7
Old  :     100.0:      15.8       17.3        5.6       69.2       66.4       90.6       89.3:       9.4       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  :       251:        45         37         33         95        140        152        198:
Old  :       251:        45         37         33         95        140        152        198:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       17.7       39.0       26.4       26.4       17.3       34.9       25.4
Old  :                 29.1       17.7       39.0       26.4       26.4       17.3       34.9       25.4
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 29, 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  : 3,027,673:   327,307    390,538    287,112  2,115,512  1,856,935  2,729,931  2,534,584:   297,743    493,089
Old  : 3,027,673:   327,307    390,538    287,112  2,115,512  1,856,935  2,729,931  2,534,584:   297,743    493,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :   -95,922:     6,830    -23,661    -87,243        995     14,205    -79,418    -96,699:   -16,504        777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       12.9        9.5       69.9       61.3       90.2       83.7:       9.8       16.3
Old  :     100.0:      10.8       12.9        9.5       69.9       61.3       90.2       83.7:       9.8       16.3
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  :       359:        60         88         89        164        182        282        301:
Old  :       359:        60         88         89        164        182        282        301:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       15.5       39.5       21.3       25.8       12.7       36.4       16.7
Old  :                 27.8       15.5       39.5       21.3       25.8       12.7       36.4       16.7
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 29, 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  : 2,362,096:   251,855    348,902    151,405  1,744,303  1,482,124  2,147,563  1,982,431:   214,533    379,665
Old  : 2,362,096:   251,855    348,902    151,405  1,744,303  1,482,124  2,147,563  1,982,431:   214,533    379,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    -7,117:      -508    -25,192    -42,572     21,510     54,552    -21,569    -13,211:    14,452      6,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       14.8        6.4       73.8       62.7       90.9       83.9:       9.1       16.1
Old  :     100.0:      10.7       14.8        6.4       73.8       62.7       90.9       83.9:       9.1       16.1
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  :       276:        38         59         39        119        153        177        231:
Old  :       276:        38         59         39        119        153        177        231:
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  :                 33.8       15.3       43.8       23.1       31.9       14.3       39.8       20.8
Old  :                 33.8       15.3       43.8       23.1       31.9       14.3       39.8       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :   359,714:    16,718     91,422     54,661    259,217    156,827    330,596    302,910:    29,118     56,804
Old  :   359,714:    16,718     91,422     54,661    259,217    156,827    330,596    302,910:    29,118     56,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :    17,927:       439      6,255       -431     16,833      9,245     16,841     15,069:     1,086      2,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       25.4       15.2       72.1       43.6       91.9       84.2:       8.1       15.8
Old  :     100.0:       4.6       25.4       15.2       72.1       43.6       91.9       84.2:       8.1       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  :        82:        12         29         22         38         38         64         75:
Old  :        82:        12         29         22         38         38         64         75:
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  :                 46.9       19.2       58.6       29.5       38.6       16.6       46.2       23.5
Old  :                 46.9       19.2       58.6       29.5       38.6       16.6       46.2       23.5
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 29, 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  :    62,686:    16,219     11,452        810     37,799     42,020     54,828     54,282:     7,858      8,404
Old  :    62,686:    16,219     11,452        810     37,799     42,020     54,828     54,282:     7,858      8,404
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :     1,053:     2,503     -1,099        110     -1,024      1,320      1,588        331:      -535        722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.3        1.3       60.3       67.0       87.5       86.6:      12.5       13.4
Old  :     100.0:      25.9       18.3        1.3       60.3       67.0       87.5       86.6:      12.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        32         28         13         37         25         77         58:
Old  :       113:        32         28         13         37         25         77         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  :                 23.7       41.9       37.9       61.6       23.7       41.6       37.9       61.3
Old  :                 23.7       41.9       37.9       61.6       23.7       41.6       37.9       61.3
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 29, 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  :   125,372:    32,438     22,903      1,620     75,597     84,041    109,655    108,564:    15,717     16,808
Old  :   125,372:    32,438     22,903      1,620     75,597     84,041    109,655    108,564:    15,717     16,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :     2,106:     5,006     -2,197        219     -2,049      2,640      3,176        662:    -1,070      1,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.3        1.3       60.3       67.0       87.5       86.6:      12.5       13.4
Old  :     100.0:      25.9       18.3        1.3       60.3       67.0       87.5       86.6:      12.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        32         28         13         37         25         77         58:
Old  :       113:        32         28         13         37         25         77         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  :                 23.7       41.9       37.9       61.6       23.7       41.6       37.9       61.3
Old  :                 23.7       41.9       37.9       61.6       23.7       41.6       37.9       61.3
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 29, 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  :    16,408:    13,425     14,175      1,100      1,828      1,116     16,353     16,391:        55         17
Old  :    16,408:    13,425     14,175      1,100      1,828      1,116     16,353     16,391:        55         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :       -71:      -306        558         -3        216       -626        -93        -71:        22          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       86.4        6.7       11.1        6.8       99.7       99.9:       0.3        0.1
Old  :     100.0:      81.8       86.4        6.7       11.1        6.8       99.7       99.9:       0.3        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  :        23:        15          5          3          1          2         17          9:
Old  :        23:        15          5          3          1          2         17          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  :                 67.2       95.5       85.7       99.7       65.1       91.8       82.8       93.2
Old  :                 67.2       95.5       85.7       99.7       65.1       91.8       82.8       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 29, 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  :    51,386:     1,239     18,375        379     49,720     32,468     51,338     51,222:        48        164
Old  :    51,386:     1,239     18,375        379     49,720     32,468     51,338     51,222:        48        164
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :       -10:    -1,094     -3,761        -50      1,107      3,779        -37        -32:        27         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4       35.8        0.7       96.8       63.2       99.9       99.7:       0.1        0.3
Old  :     100.0:       2.4       35.8        0.7       96.8       63.2       99.9       99.7:       0.1        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:         4         14          1         13         16         17         31:
Old  :        45:         4         14          1         13         16         17         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  :                 83.9       49.9       98.3       73.8       81.7       41.2       88.7       64.4
Old  :                 83.9       49.9       98.3       73.8       81.7       41.2       88.7       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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  :    46,689:       215     14,652        246     46,181     31,390     46,642     46,288:        47        401
Old  :    46,689:       215     14,652        246     46,181     31,390     46,642     46,288:        47        401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 22, 2014                       :
     :      -584:         0    -14,920        160       -719     14,052       -559       -708:       -25        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       31.4        0.5       98.9       67.2       99.9       99.1:       0.1        0.9
Old  :     100.0:       0.5       31.4        0.5       98.9       67.2       99.9       99.1:       0.1        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1         14          1          8         15         10         29:
Old  :        36:         1         14          1          8         15         10         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.2       55.8       99.8       76.5       91.2       55.8       94.9       75.0
Old  :                 91.2       55.8       99.8       76.5       91.2       55.8       94.9       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 2, 2014