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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   458,963:   111,247    100,407    131,209    176,443    178,578    418,899    410,195:    40,064     48,768
Old  :   229,006:    76,154     80,500     49,156     82,576     77,640    207,886    207,297:    21,120     21,709
Other:   229,957:    57,170     41,983     59,977     93,867    100,938    211,013    202,897:    18,943     27,060
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :     6,769:       457    -13,825      5,414     -4,322     14,205      1,549      5,794:     5,220        975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       21.9       28.6       38.4       38.9       91.3       89.4:       8.7       10.6
Old  :     100.0:      33.3       35.2       21.5       36.1       33.9       90.8       90.5:       9.2        9.5
Other:     100.0:      24.9       18.3       26.1       40.8       43.9       91.8       88.2:       8.2       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       101        121        132         89         99        267        289:
Old  :       312:       104        100         81         68         78        207        224:
Other:       263:        66         93         86         68         84        188        213:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       12.9       24.9       21.1       13.9       12.3       21.5       17.5
Old  :                 18.4       21.1       29.2       31.1       18.1       20.6       28.4       30.6
Other:                 20.0       11.6       29.9       19.5       14.5        7.2       22.9       13.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   138,556:    49,430     23,762     15,290     58,364     73,200    123,083    112,251:    15,473     26,305
Old  :    72,905:    38,095     15,934      3,282     24,700     43,482     66,076     62,697:     6,829     10,209
Other:    65,651:    17,521     14,015      5,821     33,664     29,718     57,007     49,554:     8,644     16,097
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :     1,027:       226     -3,758      1,453     -2,122      2,125       -443       -180:     1,469      1,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       17.1       11.0       42.1       52.8       88.8       81.0:      11.2       19.0
Old  :     100.0:      52.3       21.9        4.5       33.9       59.6       90.6       86.0:       9.4       14.0
Other:     100.0:      26.7       21.3        8.9       51.3       45.3       86.8       75.5:      13.2       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        49         41         34         53         57        118        119:
Old  :       152:        39         40         20         37         46         90         92:
Other:       135:        27         34         16         45         52         79         95:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       25.2       32.0       32.9       19.9       21.3       30.5       27.8
Old  :                 25.7       35.3       38.7       43.3       25.7       35.0       38.7       43.0
Other:                 20.0       20.6       34.7       30.7       19.7       17.4       34.2       25.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,727,031:   417,337    143,248    454,733    698,533    823,655  1,570,603  1,421,637:   156,428    305,394
Old  : 1,205,809:   357,089    211,326    247,894    491,291    582,011  1,096,274  1,041,231:   109,534    164,578
Other:   521,222:   166,710     38,385    100,377    207,242    241,645    474,328    380,406:    46,893    140,816
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    37,485:    21,485    -28,677      3,996     11,321     54,767     36,802     30,086:       683      7,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.3       26.3       40.4       47.7       90.9       82.3:       9.1       17.7
Old  :     100.0:      29.6       17.5       20.6       40.7       48.3       90.9       86.4:       9.1       13.6
Other:     100.0:      32.0        7.4       19.3       39.8       46.4       91.0       73.0:       9.0       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       782:       184        165        210        297        374        601        642:
Old  :       746:       159        176        162        272        355        534        592:
Other:       581:       122         87        115        161        326        327        487:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.9       11.3       16.5       17.3        8.3        8.6       14.2       12.5
Old  :                 12.4       11.1       20.2       17.5       11.0       10.1       18.6       14.6
Other:                 13.8       16.2       24.6       23.1       13.0       12.9       22.5       17.3
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :     6,268:     1,985        625      1,132      2,762      4,155      5,879      5,912:       389        356
Old  :     6,239:     2,007        625      1,106      2,762      4,155      5,876      5,886:       363        353
Other:        29:         0         23          3          0          0          3         26:        26          3
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       10.0       18.1       44.1       66.3       93.8       94.3:       6.2        5.7
Old  :     100.0:      32.2       10.0       17.7       44.3       66.6       94.2       94.3:       5.8        5.7
Other:     100.0:       0.0       78.8       10.6        0.0        0.0       10.6       89.4:      89.4       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          6          6          4          7         11         17:
Old  :        20:         5          6          6          4          7         11         17:
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  :                 61.2       54.0       85.1       74.1       52.3       47.0       63.4       60.6
Old  :                 61.5       54.3       85.4       74.1       52.6       47.2       64.0       60.9
Other:                 10.6       89.4       10.6       89.4        0.0       78.8        0.0       78.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    11,177:     3,144        812      1,054      4,241      7,228      8,439      9,094:     2,738      2,083
Old  :     7,420:     2,900        789        496      2,131      4,709      5,527      5,994:     1,892      1,426
Other:     3,757:       344        123        458      2,110      2,519      2,912      3,100:       845        656
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :        61:      -169       -143         46        -18        148       -141         51:       201          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        7.3        9.4       37.9       64.7       75.5       81.4:      24.5       18.6
Old  :     100.0:      39.1       10.6        6.7       28.7       63.5       74.5       80.8:      25.5       19.2
Other:     100.0:       9.2        3.3       12.2       56.2       67.1       77.5       82.5:      22.5       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          9          8         12         11         29         22:
Old  :        34:        10          8          6         10         11         23         22:
Other:        24:         5          6          6          8         11         17         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       41.6       52.8       62.8       32.5       38.7       42.9       49.5
Old  :                 40.0       49.7       57.0       66.1       40.0       45.7       54.9       60.9
Other:                 52.0       56.9       67.0       69.7       44.7       45.4       50.5       54.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   849,739:   279,653     67,840    225,474    286,729    449,091    791,856    742,405:    57,883    107,333
Old  :   597,106:   248,834     54,265    139,507    167,448    349,977    555,789    543,749:    41,317     53,357
Other:   252,632:    62,524     45,281     54,261    119,281     99,114    236,067    198,656:    16,566     53,976
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    18,518:   -10,813      4,285     15,454     12,403      1,885     17,043     21,623:     1,475     -3,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        8.0       26.5       33.7       52.9       93.2       87.4:       6.8       12.6
Old  :     100.0:      41.7        9.1       23.4       28.0       58.6       93.1       91.1:       6.9        8.9
Other:     100.0:      24.7       17.9       21.5       47.2       39.2       93.4       78.6:       6.6       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       600:       217        151        218        147        204        476        474:
Old  :       574:       217        139        183        120        193        415        440:
Other:       419:       111        112        114        108        158        284        323:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.1       15.2       13.8       23.3        6.6       11.9       12.2       18.1
Old  :                  9.3       18.1       17.2       28.1        9.0       15.9       16.5       24.6
Other:                 14.5       17.6       23.1       25.1       14.0       13.5       21.2       19.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   346,147:   101,927     58,942     60,300    146,912    200,536    309,139    319,778:    37,009     26,370
Old  :   278,560:    90,412     62,323     41,596    117,781    152,628    249,788    256,547:    28,772     22,013
Other:    67,588:    22,192      7,294      8,028     29,131     47,908     59,351     63,230:     8,237      4,357
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :     7,959:     8,745    -17,755      6,402    -11,869     23,365      3,279     12,013:     4,680     -4,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       17.0       17.4       42.4       57.9       89.3       92.4:      10.7        7.6
Old  :     100.0:      32.5       22.4       14.9       42.3       54.8       89.7       92.1:      10.3        7.9
Other:     100.0:      32.8       10.8       11.9       43.1       70.9       87.8       93.6:      12.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        87         72         77         80         81        206        195:
Old  :       267:        80         76         68         78         80        195        190:
Other:       135:        44         26         32         45         30        106         73:
     :----------------------------------------------------------------------------------------------------
     :             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       29.9       18.2       38.8       10.1       25.9       17.8       34.4
Old  :                 11.9       26.7       20.9       36.0       11.9       23.1       20.9       32.0
Other:                 15.6       45.9       27.0       58.4       15.6       41.7       27.0       52.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   774,051:    81,992     63,080     53,848    483,939    482,739    619,779    599,666:   154,273    174,385
Old  :   774,051:    81,992     63,080     53,848    483,939    482,739    619,779    599,666:   154,273    174,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :   -27,162:     3,698      3,290     -6,589    -10,616     -2,814    -13,507     -6,113:   -13,655    -21,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        8.1        7.0       62.5       62.4       80.1       77.5:      19.9       22.5
Old  :     100.0:      10.6        8.1        7.0       62.5       62.4       80.1       77.5:      19.9       22.5
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  :       172:        26         37         40         85         93        137        144:
Old  :       172:        26         37         40         85         93        137        144:
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  :                 20.3       16.3       30.7       23.7       17.7       12.6       23.5       18.7
Old  :                 20.3       16.3       30.7       23.7       17.7       12.6       23.5       18.7
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, March 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  :   493,867:    47,438     50,507      2,358    364,630    348,393    414,426    401,257:    79,441     92,610
Old  :   493,867:    47,438     50,507      2,358    364,630    348,393    414,426    401,257:    79,441     92,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :   -14,964:    -4,188     -4,520     -2,232        465     -4,760     -5,955    -11,512:    -9,009     -3,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       10.2        0.5       73.8       70.5       83.9       81.2:      16.1       18.8
Old  :     100.0:       9.6       10.2        0.5       73.8       70.5       83.9       81.2:      16.1       18.8
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  :        78:         7         13          8         44         40         56         56:
Old  :        78:         7         13          8         44         40         56         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       37.8       42.3       51.0       21.7       30.5       34.3       41.1
Old  :                 24.9       37.8       42.3       51.0       21.7       30.5       34.3       41.1
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, March 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  :     5,655:     1,077      1,097        687      3,423      3,602      5,187      5,386:       468        269
Old  :     5,655:     1,077      1,097        687      3,423      3,602      5,187      5,386:       468        269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :       -78:         9       -137        111       -125        -57         -5        -83:       -73          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.4       12.1       60.5       63.7       91.7       95.2:       8.3        4.8
Old  :     100.0:      19.0       19.4       12.1       60.5       63.7       91.7       95.2:       8.3        4.8
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  :        39:        14          6          6         14         16         32         25:
Old  :        39:        14          6          6         14         16         32         25:
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  :                 41.4       44.8       63.9       70.9       20.0       28.3       28.9       37.8
Old  :                 41.4       44.8       63.9       70.9       20.0       28.3       28.9       37.8
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, March 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  :   363,343:   113,399     58,527     57,404    142,466    222,562    313,269    338,494:    50,074     24,849
Old  :   279,177:   102,236     52,380     41,659     96,263    165,850    240,158    259,889:    39,019     19,288
Other:    84,166:    15,836     10,820     11,073     46,203     56,712     73,111     78,605:    11,055      5,561
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :     4,688:    -3,360      1,475      6,087      1,629     -1,551      4,355      6,011:       333     -1,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       16.1       15.8       39.2       61.3       86.2       93.2:      13.8        6.8
Old  :     100.0:      36.6       18.8       14.9       34.5       59.4       86.0       93.1:      14.0        6.9
Other:     100.0:      18.8       12.9       13.2       54.9       67.4       86.9       93.4:      13.1        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        89         68         70         90         95        225        191:
Old  :       273:        89         64         60         86         91        210        184:
Other:       141:        28         30         25         65         52        110         90:
     :----------------------------------------------------------------------------------------------------
     :             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       30.5       15.0       40.2        7.4       25.1       13.4       31.9
Old  :                 10.0       29.2       17.6       38.5        9.5       26.3       16.8       32.9
Other:                 17.5       34.8       29.8       52.4       15.1       26.6       24.5       40.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :     8,209:     1,027      1,548        304      4,672      5,116      6,003      6,968:     2,206      1,241
Old  :     6,944:       957      1,580        181      4,056      4,248      5,193      6,008:     1,751        936
Other:     1,264:       101          0         92        616        868        809        960:       455        305
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :       423:       -16        433          9        244       -112        237        330:       185         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.9        3.7       56.9       62.3       73.1       84.9:      26.9       15.1
Old  :     100.0:      13.8       22.7        2.6       58.4       61.2       74.8       86.5:      25.2       13.5
Other:     100.0:       8.0        0.0        7.3       48.7       68.6       64.0       75.9:      36.0       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          6          4         18         12         30         22:
Old  :        38:         9          9          4         15          9         27         19:
Other:        17:         5          0          3          8          7         13         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       59.5       47.8       71.6       33.0       57.2       42.2       64.9
Old  :                 42.0       66.7       52.5       78.2       42.0       63.7       52.0       74.9
Other:                 47.9       58.6       60.4       74.5       40.8       58.4       50.4       63.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   945,645:   177,081    163,602     40,420    619,930    625,765    837,431    829,787:   108,213    115,857
Old  :   945,645:   177,081    163,602     40,420    619,930    625,765    837,431    829,787:   108,213    115,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    22,970:   -18,111     -5,151        -85     48,201     20,492     30,004     15,255:    -7,035      7,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       17.3        4.3       65.6       66.2       88.6       87.7:      11.4       12.3
Old  :     100.0:      18.7       17.3        4.3       65.6       66.2       88.6       87.7:      11.4       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  :       221:        46         27         29         96        110        153        156:
Old  :       221:        46         27         29         96        110        153        156:
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  :                 18.3       27.7       29.3       39.1       13.8       24.6       21.8       33.2
Old  :                 18.3       27.7       29.3       39.1       13.8       24.6       21.8       33.2
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, March 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  : 3,024,972:   276,869    403,357    355,922  2,092,065  1,779,959  2,724,856  2,539,238:   300,116    485,734
Old  : 3,024,972:   276,869    403,357    355,922  2,092,065  1,779,959  2,724,856  2,539,238:   300,116    485,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    47,477:   -20,598     15,705     32,595     59,984    -17,589     71,981     30,711:   -24,504     16,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       13.3       11.8       69.2       58.8       90.1       83.9:       9.9       16.1
Old  :     100.0:       9.2       13.3       11.8       69.2       58.8       90.1       83.9:       9.9       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  :       367:        70         84         91        167        184        285        311:
Old  :       367:        70         84         91        167        184        285        311:
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  :                 22.8       17.1       34.7       23.2       21.9       14.5       32.3       18.0
Old  :                 22.8       17.1       34.7       23.2       21.9       14.5       32.3       18.0
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, March 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  : 2,150,418:   221,965    319,462    147,672  1,570,375  1,310,115  1,940,012  1,777,249:   210,407    373,169
Old  : 2,150,418:   221,965    319,462    147,672  1,570,375  1,310,115  1,940,012  1,777,249:   210,407    373,169
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :   -12,079:   -13,557     -3,064      6,315     28,042    -35,446     20,800    -32,195:   -32,878     20,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       14.9        6.9       73.0       60.9       90.2       82.6:       9.8       17.4
Old  :     100.0:      10.3       14.9        6.9       73.0       60.9       90.2       82.6:       9.8       17.4
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  :       256:        32         62         45        109        135        170        213:
Old  :       256:        32         62         45        109        135        170        213:
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  :                 34.3       15.4       43.9       22.7       32.9       12.3       41.0       18.2
Old  :                 34.3       15.4       43.9       22.7       32.9       12.3       41.0       18.2
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, March 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  :   298,264:    14,694     51,377     51,711    205,035    149,036    271,440    252,125:    26,824     46,140
Old  :   298,264:    14,694     51,377     51,711    205,035    149,036    271,440    252,125:    26,824     46,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :     2,879:     3,569      1,060     -2,032      1,844      1,917      3,381        945:      -502      1,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       17.2       17.3       68.7       50.0       91.0       84.5:       9.0       15.5
Old  :     100.0:       4.9       17.2       17.3       68.7       50.0       91.0       84.5:       9.0       15.5
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  :        71:        13         18         19         33         35         56         63:
Old  :        71:        13         18         19         33         35         56         63:
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  :                 43.7       21.5       55.9       32.8       34.9       17.9       43.4       26.3
Old  :                 43.7       21.5       55.9       32.8       34.9       17.9       43.4       26.3
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, March 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  :    66,323:    17,600     13,096      1,036     38,528     45,114     57,164     59,247:     9,159      7,076
Old  :    66,323:    17,600     13,096      1,036     38,528     45,114     57,164     59,247:     9,159      7,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    -1,820:    -1,696        992        211        -63     -2,365     -1,548     -1,162:      -273       -658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       19.7        1.6       58.1       68.0       86.2       89.3:      13.8       10.7
Old  :     100.0:      26.5       19.7        1.6       58.1       68.0       86.2       89.3:      13.8       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  :       106:        30         24          9         39         25         73         54:
Old  :       106:        30         24          9         39         25         73         54:
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  :                 24.1       44.5       38.9       63.8       24.1       44.1       38.9       63.5
Old  :                 24.1       44.5       38.9       63.8       24.1       44.1       38.9       63.5
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, March 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  :   132,646:    35,199     26,192      2,073     77,056     90,229    114,327    118,494:    18,318     14,152
Old  :   132,646:    35,199     26,192      2,073     77,056     90,229    114,327    118,494:    18,318     14,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    -3,641:    -3,391      1,983        422       -126     -4,730     -3,095     -2,325:      -545     -1,316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       19.7        1.6       58.1       68.0       86.2       89.3:      13.8       10.7
Old  :     100.0:      26.5       19.7        1.6       58.1       68.0       86.2       89.3:      13.8       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  :       106:        30         24          9         39         25         73         54:
Old  :       106:        30         24          9         39         25         73         54:
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  :                 24.1       44.5       38.9       63.8       24.1       44.1       38.9       63.5
Old  :                 24.1       44.5       38.9       63.8       24.1       44.1       38.9       63.5
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, March 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  :    15,250:    12,467      9,204      1,198      1,549      4,770     15,214     15,172:        36         78
Old  :    15,250:    12,467      9,204      1,198      1,549      4,770     15,214     15,172:        36         78
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :       829:       736       -137          1         89        953        826        817:         3         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.8       60.4        7.9       10.2       31.3       99.8       99.5:       0.2        0.5
Old  :     100.0:      81.8       60.4        7.9       10.2       31.3       99.8       99.5:       0.2        0.5
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  :        23:        17          4          3          1          1         19          7:
Old  :        23:        17          4          3          1          1         19          7:
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  :                 68.1       93.9       83.4       99.5       65.1       90.8       78.9       91.6
Old  :                 68.1       93.9       83.4       99.5       65.1       90.8       78.9       91.6
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, March 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  :    45,553:     1,151     18,435          0     44,358     26,988     45,509     45,423:        44        130
Old  :    45,553:     1,151     18,435          0     44,358     26,988     45,509     45,423:        44        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :       589:       427     -1,100       -494      1,230      2,207      1,163        613:      -574        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       40.5        0.0       97.4       59.2       99.9       99.7:       0.1        0.3
Old  :     100.0:       2.5       40.5        0.0       97.4       59.2       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  :        44:         5         13          0         14         17         19         30:
Old  :        44:         5         13          0         14         17         19         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       50.4       98.1       71.8       77.2       39.8       82.9       61.0
Old  :                 84.7       50.4       98.1       71.8       77.2       39.8       82.9       61.0
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, March 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  :    45,698:     5,434     23,150      1,226     38,975     21,239     45,635     45,615:        63         83
Old  :    45,698:     5,434     23,150      1,226     38,975     21,239     45,635     45,615:        63         83
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 4, 2014                        :
     :    18,408:     4,613      5,058        841     12,964     12,834     18,418     18,733:       -10       -325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       50.7        2.7       85.3       46.5       99.9       99.8:       0.1        0.2
Old  :     100.0:      11.9       50.7        2.7       85.3       46.5       99.9       99.8:       0.1        0.2
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  :        33:         3         14          2          6         13         10         28:
Old  :        33:         3         14          2          6         13         10         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  :                 90.0       66.9       99.8       81.8       61.7       40.3       63.1       50.7
Old  :                 90.0       66.9       99.8       81.8       61.7       40.3       63.1       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 18, 2014