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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   569,751:   124,053    169,224    172,719    233,916    177,020    530,688    518,963:    39,063     50,789
Old  :   362,288:   105,082    160,420     84,772    147,283     85,531    337,138    330,724:    25,150     31,564
Other:   207,464:    52,703     42,535     54,215     86,633     91,489    193,551    188,239:    13,913     19,225
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    -1,229:    -1,940     -9,528      5,016     -3,186      3,293       -111     -1,219:    -1,119        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       29.7       30.3       41.1       31.1       93.1       91.1:       6.9        8.9
Old  :     100.0:      29.0       44.3       23.4       40.7       23.6       93.1       91.3:       6.9        8.7
Other:     100.0:      25.4       20.5       26.1       41.8       44.1       93.3       90.7:       6.7        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       113        146        154        116        102        324        321:
Old  :       374:       126        127        121        101         83        286        273:
Other:       255:        54         92         71         76         83        184        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       10.6       23.1       18.3       11.7        8.9       18.1       15.5
Old  :                 15.1       14.3       25.3       24.3       14.2       13.2       23.5       23.1
Other:                 22.6       16.7       33.6       28.4       15.2       12.1       23.9       18.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   157,436:    47,027     38,768     21,767     70,853     68,879    139,648    129,414:    17,788     28,021
Old  :   102,305:    43,148     30,960      8,562     39,662     46,783     91,372     86,305:    10,933     16,000
Other:    55,130:    11,374     15,303      5,710     31,192     22,096     48,276     43,109:     6,855     12,021
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -13,074:    -2,332     -5,693     -5,258     -6,207     -2,791    -13,797    -13,743:       722        668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       24.6       13.8       45.0       43.8       88.7       82.2:      11.3       17.8
Old  :     100.0:      42.2       30.3        8.4       38.8       45.7       89.3       84.4:      10.7       15.6
Other:     100.0:      20.6       27.8       10.4       56.6       40.1       87.6       78.2:      12.4       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        48         49         42         55         57        124        130:
Old  :       163:        50         40         28         48         48        107        107:
Other:       119:        16         35         19         41         47         70         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.6       23.4       27.6       32.8       15.7       19.8       25.5       26.9
Old  :                 21.5       32.3       32.7       42.9       20.8       32.3       31.9       41.6
Other:                 27.2       24.2       42.1       33.5       27.2       22.9       41.7       31.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  : 1,729,744:   348,185    256,202    480,375    734,651    679,146  1,563,211  1,415,722:   166,532    314,022
Old  : 1,327,079:   302,693    286,541    313,044    580,987    526,976  1,196,724  1,126,561:   130,355    200,518
Other:   402,665:   126,921     51,089     85,903    153,664    152,170    366,488    289,161:    36,177    113,504
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    43,695:     6,636    -29,022     30,815      7,890     38,995     45,341     40,788:    -1,646      2,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       14.8       27.8       42.5       39.3       90.4       81.8:       9.6       18.2
Old  :     100.0:      22.8       21.6       23.6       43.8       39.7       90.2       84.9:       9.8       15.1
Other:     100.0:      31.5       12.7       21.3       38.2       37.8       91.0       71.8:       9.0       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       757:       171        183        216        290        333        590        621:
Old  :       736:       156        195        189        281        313        558        582:
Other:       515:       105         93         91        131        273        271        426:
     :----------------------------------------------------------------------------------------------------
     :             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        9.4       17.3       15.1        8.2        7.2       14.5       11.2
Old  :                 11.4        9.3       19.3       15.5        9.5        8.2       17.1       12.8
Other:                 15.8       14.3       25.6       21.4       14.1       11.2       22.8       16.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :    13,713:     2,852        442      2,014      5,974      8,863     10,840     11,318:     2,873      2,395
Old  :    10,610:     3,077        404      1,285      4,032      6,986      8,394      8,675:     2,216      1,936
Other:     3,103:       133        397        371      1,942      1,876      2,446      2,644:       657        459
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       372:      -387         59        100        395        195        108        355:       264         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        3.2       14.7       43.6       64.6       79.1       82.5:      20.9       17.5
Old  :     100.0:      29.0        3.8       12.1       38.0       65.8       79.1       81.8:      20.9       18.2
Other:     100.0:       4.3       12.8       11.9       62.6       60.5       78.8       85.2:      21.2       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        16          7         10         16         15         36         28:
Old  :        44:        14          9          7         16         14         35         25:
Other:        25:         6          6          7          8         11         17         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       36.8       49.7       56.0       27.8       31.5       36.2       43.6
Old  :                 34.7       42.2       49.1       59.3       31.8       40.3       44.7       53.1
Other:                 55.9       54.2       72.5       74.1       50.0       45.8       54.4       60.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   835,846:   264,506     61,870    231,165    276,813    428,319    772,485    721,354:    63,361    114,492
Old  :   639,795:   246,616     47,392    151,964    194,209    367,867    592,789    567,222:    47,006     72,573
Other:   196,051:    53,172     49,759     43,921     82,604     60,452    179,696    154,132:    16,354     41,919
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    57,327:    27,104     -5,357     18,342      6,299     38,500     51,745     51,486:     5,582      5,841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        7.4       27.7       33.1       51.2       92.4       86.3:       7.6       13.7
Old  :     100.0:      38.5        7.4       23.8       30.4       57.5       92.7       88.7:       7.3       11.3
Other:     100.0:      27.1       25.4       22.4       42.1       30.8       91.7       78.6:       8.3       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:       180        183        231        144        185        467        476:
Old  :       554:       185        162        211        129        174        429        445:
Other:       371:        93        108        101         96        125        245        284:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.2       16.4       13.9       23.7        6.8       13.4       12.4       18.5
Old  :                  8.8       19.6       16.8       28.7        8.8       16.2       16.1       23.9
Other:                 13.9       13.8       23.7       21.8       13.0       11.5       21.8       17.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   379,777:    80,222    115,841     69,769    191,919    154,748    341,910    340,359:    37,866     39,418
Old  :   337,086:    79,781    115,324     57,732    167,983    128,374    305,496    301,430:    31,590     35,656
Other:    42,691:     7,749      7,825      4,730     23,935     26,373     36,414     38,929:     6,277      3,762
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -20,660:    -2,700    -15,286       -467    -19,093     -5,488    -22,260    -21,241:     1,599        580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       30.5       18.4       50.5       40.7       90.0       89.6:      10.0       10.4
Old  :     100.0:      23.7       34.2       17.1       49.8       38.1       90.6       89.4:       9.4       10.6
Other:     100.0:      18.2       18.3       11.1       56.1       61.8       85.3       91.2:      14.7        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       299:        67        106         97         90         75        222        232:
Old  :       297:        72        108         90         87         74        217        225:
Other:       112:        26         27         24         47         23         84         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       18.1       19.5       25.8       11.8       13.0       19.0       19.9
Old  :                 12.8       15.4       21.0       23.1       12.4       12.1       20.5       19.1
Other:                 19.2       46.6       34.1       59.1       16.6       41.2       30.1       51.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   814,105:    89,985     61,010     81,104    471,245    476,653    642,334    618,766:   171,771    195,339
Old  :   814,105:    89,985     61,010     81,104    471,245    476,653    642,334    618,766:   171,771    195,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :      -828:     6,165      2,710    -15,735      4,037      3,287     -5,534     -9,739:     4,706      8,911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        7.5       10.0       57.9       58.5       78.9       76.0:      21.1       24.0
Old  :     100.0:      11.1        7.5       10.0       57.9       58.5       78.9       76.0:      21.1       24.0
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  :       167:        35         29         38         79         86        131        136:
Old  :       167:        35         29         38         79         86        131        136:
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  :                 19.7       14.1       29.8       22.0       16.8       10.8       22.4       16.6
Old  :                 19.7       14.1       29.8       22.0       16.8       10.8       22.4       16.6
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, February 11, 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  :   458,541:    45,785     60,176      2,566    329,618    305,100    377,969    367,842:    80,572     90,699
Old  :   458,541:    45,785     60,176      2,566    329,618    305,100    377,969    367,842:    80,572     90,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       280:    -2,759       -726       -409       -689        938     -3,856       -197:     4,136        477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       13.1        0.6       71.9       66.5       82.4       80.2:      17.6       19.8
Old  :     100.0:      10.0       13.1        0.6       71.9       66.5       82.4       80.2:      17.6       19.8
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  :        79:         8         14          8         43         40         56         57:
Old  :        79:         8         14          8         43         40         56         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  :                 26.7       32.3       43.4       47.3       23.3       31.6       36.2       43.0
Old  :                 26.7       32.3       43.4       47.3       23.3       31.6       36.2       43.0
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, February 11, 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  :     5,159:     1,033      1,374        261      3,188      3,134      4,482      4,769:       677        390
Old  :     5,159:     1,033      1,374        261      3,188      3,134      4,482      4,769:       677        390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :        -7:       -63        134        -34         79       -162        -18        -62:        11         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       26.6        5.1       61.8       60.7       86.9       92.4:      13.1        7.6
Old  :     100.0:      20.0       26.6        5.1       61.8       60.7       86.9       92.4:      13.1        7.6
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  :        36:        10          4          4         16         17         29         24:
Old  :        36:        10          4          4         16         17         29         24:
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  :                 37.5       51.3       56.6       73.5       23.6       45.1       36.6       53.8
Old  :                 37.5       51.3       56.6       73.5       23.6       45.1       36.6       53.8
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, February 11, 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  :   345,670:   112,843     55,704     50,457    127,257    207,921    290,558    314,082:    55,113     31,588
Old  :   292,589:   105,943     50,331     40,223     98,402    175,386    244,568    265,939:    48,021     26,649
Other:    53,082:    10,547      9,020      6,587     28,855     32,535     45,990     48,143:     7,092      4,939
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :     6,099:     3,179        874     -1,869      5,881      6,097      7,191      5,102:    -1,092        997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       16.1       14.6       36.8       60.1       84.1       90.9:      15.9        9.1
Old  :     100.0:      36.2       17.2       13.7       33.6       59.9       83.6       90.9:      16.4        9.1
Other:     100.0:      19.9       17.0       12.4       54.4       61.3       86.6       90.7:      13.4        9.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        92         55         64         87         91        213        182:
Old  :       261:        94         51         61         83         90        204        179:
Other:       113:        15         29         21         54         37         85         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.1       30.3       14.9       39.2        7.4       25.6       13.7       32.6
Old  :                  8.7       28.7       16.1       38.1        8.6       25.8       15.8       33.4
Other:                 17.5       38.6       31.6       56.3       16.8       29.7       27.6       44.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :     8,766:       919      1,382        779      5,156      4,986      6,853      7,147:     1,913      1,619
Old  :     7,984:       834      1,401        741      4,743      4,440      6,318      6,583:     1,666      1,401
Other:       782:       104          0         18        413        546        535        564:       247        218
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :       179:        99        221        -42        113         88        170        267:         9        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       15.8        8.9       58.8       56.9       78.2       81.5:      21.8       18.5
Old  :     100.0:      10.4       17.6        9.3       59.4       55.6       79.1       82.5:      20.9       17.5
Other:     100.0:      13.3        0.0        2.3       52.8       69.8       68.4       72.1:      31.6       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        11          7          8         20         14         34         28:
Old  :        42:        11          8          8         16         12         30         26:
Other:        12:         3          0          2          6          7          9          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.4       54.6       54.4       66.7       36.1       51.4       44.4       59.3
Old  :                 42.0       57.8       56.2       70.7       40.6       54.4       49.8       62.0
Other:                 60.8       59.7       68.2       71.1       56.2       59.4       59.2       62.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :   935,057:   179,969    155,790     36,477    606,070    640,933    822,516    833,200:   112,542    101,857
Old  :   935,057:   179,969    155,790     36,477    606,070    640,933    822,516    833,200:   112,542    101,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -16,729:    -4,191     -1,552      4,396     -8,041    -13,162     -7,837    -10,318:    -8,893     -6,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       16.7        3.9       64.8       68.5       88.0       89.1:      12.0       10.9
Old  :     100.0:      19.2       16.7        3.9       64.8       68.5       88.0       89.1:      12.0       10.9
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  :       228:        43         38         28         97        111        152        165:
Old  :       228:        43         38         28         97        111        152        165:
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  :                 18.8       25.9       28.6       36.7       13.3       19.4       20.1       28.5
Old  :                 18.8       25.9       28.6       36.7       13.3       19.4       20.1       28.5
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, February 11, 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  : 3,088,301:   308,108    385,584    373,033  2,134,204  1,852,690  2,815,345  2,611,307:   272,957    476,994
Old  : 3,088,301:   308,108    385,584    373,033  2,134,204  1,852,690  2,815,345  2,611,307:   272,957    476,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    79,675:    11,578     39,017      6,542     83,783     42,245    101,903     87,803:   -22,228     -8,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       12.5       12.1       69.1       60.0       91.2       84.6:       8.8       15.4
Old  :     100.0:      10.0       12.5       12.1       69.1       60.0       91.2       84.6:       8.8       15.4
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  :       370:        61         90         84        176        197        290        318:
Old  :       370:        61         90         84        176        197        290        318:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       13.2       35.0       18.9       22.1        8.9       31.0       12.7
Old  :                 24.4       13.2       35.0       18.9       22.1        8.9       31.0       12.7
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, February 11, 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  : 2,253,937:   207,828    310,965    194,503  1,613,782  1,384,507  2,016,113  1,889,976:   237,824    363,962
Old  : 2,253,937:   207,828    310,965    194,503  1,613,782  1,384,507  2,016,113  1,889,976:   237,824    363,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    45,400:   -19,197      1,731     17,805     39,394     55,497     38,002     75,033:     7,397    -29,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       13.8        8.6       71.6       61.4       89.4       83.9:      10.6       16.1
Old  :     100.0:       9.2       13.8        8.6       71.6       61.4       89.4       83.9:      10.6       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  :       264:        34         56         51        118        150        185        225:
Old  :       264:        34         56         51        118        150        185        225:
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  :                 31.0       14.8       41.9       22.7       29.6       14.0       37.0       20.0
Old  :                 31.0       14.8       41.9       22.7       29.6       14.0       37.0       20.0
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, February 11, 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  :   294,578:    11,301     50,248     40,693    211,836    158,131    263,830    249,073:    30,747     45,505
Old  :   294,578:    11,301     50,248     40,693    211,836    158,131    263,830    249,073:    30,747     45,505
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    20,889:    -1,231      5,798      2,763     19,576     13,280     21,108     21,841:      -219       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       17.1       13.8       71.9       53.7       89.6       84.6:      10.4       15.4
Old  :     100.0:       3.8       17.1       13.8       71.9       53.7       89.6       84.6:      10.4       15.4
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  :        67:         9         17         14         34         38         52         60:
Old  :        67:         9         17         14         34         38         52         60:
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  :                 44.7       24.5       58.4       37.0       33.5       21.6       43.2       29.9
Old  :                 44.7       24.5       58.4       37.0       33.5       21.6       43.2       29.9
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, February 11, 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  :    69,331:    10,242     11,827      4,259     44,266     44,804     58,767     60,890:    10,564      8,441
Old  :    69,331:    10,242     11,827      4,259     44,266     44,804     58,767     60,890:    10,564      8,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :     7,700:    -4,008      2,359      2,604      7,628       -882      6,224      4,081:     1,476      3,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.1        6.1       63.8       64.6       84.8       87.8:      15.2       12.2
Old  :     100.0:      14.8       17.1        6.1       63.8       64.6       84.8       87.8:      15.2       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        23         19         13         44         25         73         53:
Old  :        95:        23         19         13         44         25         73         53:
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  :                 23.4       40.0       33.8       60.5       23.4       39.3       33.0       57.9
Old  :                 23.4       40.0       33.8       60.5       23.4       39.3       33.0       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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  :    13,389:     3,895        500          0      8,459     11,343     12,354     11,843:     1,035      1,546
Old  :    13,389:     3,895        500          0      8,459     11,343     12,354     11,843:     1,035      1,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        3.7        0.0       63.2       84.7       92.3       88.5:       7.7       11.5
Old  :     100.0:      29.1        3.7        0.0       63.2       84.7       92.3       88.5:       7.7       11.5
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  :        20:         5          1          0          6          8         11          9:
Old  :        20:         5          1          0          6          8         11          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  :                 59.1       71.5       82.6       87.0       59.1       71.5       82.6       87.0
Old  :                 59.1       71.5       82.6       87.0       59.1       71.5       82.6       87.0
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, February 11, 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  :   111,884:    18,554     28,513      2,657     71,614     66,922     92,825     98,093:    19,059     13,791
Old  :   111,884:    18,554     28,513      2,657     71,614     66,922     92,825     98,093:    19,059     13,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :   -11,379:    -9,946      9,578       -652     -1,663    -24,450    -12,261    -15,524:       882      4,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       25.5        2.4       64.0       59.8       83.0       87.7:      17.0       12.3
Old  :     100.0:      16.6       25.5        2.4       64.0       59.8       83.0       87.7:      17.0       12.3
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  :        94:        22         21         11         41         21         67         49:
Old  :        94:        22         21         11         41         21         67         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       45.1       32.8       64.1       22.1       44.9       32.8       63.9
Old  :                 22.1       45.1       32.8       64.1       22.1       44.9       32.8       63.9
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, February 11, 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  :     8,960:     7,142      7,377      1,211        577        347      8,930      8,935:        30         25
Old  :     8,960:     7,142      7,377      1,211        577        347      8,930      8,935:        30         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7       82.3       13.5        6.4        3.9       99.7       99.7:       0.3        0.3
Old  :     100.0:      79.7       82.3       13.5        6.4        3.9       99.7       99.7:       0.3        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  :        20:        12          6          3          1          1         14          9:
Old  :        20:        12          6          3          1          1         14          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  :                 63.0       88.1       86.2       98.9       57.1       82.9       76.9       86.2
Old  :                 63.0       88.1       86.2       98.9       57.1       82.9       76.9       86.2
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, February 11, 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  :    45,612:       963     20,750          0     44,576     24,691     45,539     45,441:        73        171
Old  :    45,612:       963     20,750          0     44,576     24,691     45,539     45,441:        73        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :    -2,914:       380     -2,745          0     -3,320       -209     -2,940     -2,954:        26         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       45.5        0.0       97.7       54.1       99.8       99.6:       0.2        0.4
Old  :     100.0:       2.1       45.5        0.0       97.7       54.1       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3         17          0         12         17         15         34:
Old  :        47:         3         17          0         12         17         15         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  :                 82.9       47.0       97.8       69.6       78.9       35.3       86.9       58.0
Old  :                 82.9       47.0       97.8       69.6       78.9       35.3       86.9       58.0
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, February 11, 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  :    26,773:       913     17,684        420     25,407      8,553     26,740     26,657:        33        116
Old  :    26,773:       913     17,684        420     25,407      8,553     26,740     26,657:        33        116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 4, 2014                     :
     :      -203:        35       -947        410       -672        328       -227       -209:        24          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       66.1        1.6       94.9       31.9       99.9       99.6:       0.1        0.4
Old  :     100.0:       3.4       66.1        1.6       94.9       31.9       99.9       99.6:       0.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3         15          2          7         13         12         28:
Old  :        36:         3         15          2          7         13         12         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.5       54.1       99.4       73.2       87.3       53.1       90.9       69.4
Old  :                 94.5       54.1       99.4       73.2       87.3       53.1       90.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 14, 2014