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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   480,934:   121,706     82,784    140,857    178,871    208,089    441,434    431,731:    39,499     49,203
Old  :   469,714:   121,680     83,976    138,313    172,430    202,035    432,423    424,324:    37,291     45,390
Other:    11,220:     1,743        525        828      6,441      6,054      9,011      7,407:     2,209      3,813
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    15,494:     1,557       -396      9,831     -1,319      4,036     10,069     13,471:     5,425      2,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       17.2       29.3       37.2       43.3       91.8       89.8:       8.2       10.2
Old  :     100.0:      25.9       17.9       29.4       36.7       43.0       92.1       90.3:       7.9        9.7
Other:     100.0:      15.5        4.7        7.4       57.4       54.0       80.3       66.0:      19.7       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       116        128        140         84        114        288        299:
Old  :       374:       118        127        140         83        114        287        298:
Other:        89:        14         12          5         20         57         36         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  :                 14.2       14.5       22.8       22.9       12.7       12.3       20.4       17.3
Old  :                 14.4       14.6       23.1       23.2       13.2       12.9       20.8       18.3
Other:                 44.5       27.0       61.5       38.2       42.7       20.5       57.0       30.8
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   166,869:    53,534     22,473     25,662     67,752     92,339    146,948    140,475:    19,921     26,394
Old  :   164,403:    53,665     22,525     25,367     66,030     91,582    145,062    139,474:    19,341     24,929
Other:     2,466:       129        208         35      1,722        758      1,886      1,001:       580      1,465
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    11,387:     1,710       -934      5,373      1,642      6,216      8,725     10,654:     2,662        733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       13.5       15.4       40.6       55.3       88.1       84.2:      11.9       15.8
Old  :     100.0:      32.6       13.7       15.4       40.2       55.7       88.2       84.8:      11.8       15.2
Other:     100.0:       5.2        8.4        1.4       69.8       30.7       76.5       40.6:      23.5       59.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        58         40         38         51         60        131        121:
Old  :       183:        58         41         37         49         60        129        120:
Other:        48:         6          9          7          9         27         17         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       26.2       35.6       37.1       16.1       17.4       25.2       25.1
Old  :                 22.8       26.6       35.3       37.5       16.2       17.5       25.1       25.8
Other:                 66.0       16.1       74.3       26.6       66.0       16.1       73.6       26.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  : 1,765,891:   445,943    103,246    459,872    714,006    897,223  1,619,821  1,460,340:   146,070    305,551
Old  : 1,048,236:   354,698    197,390    176,539    435,185    543,117    966,421    917,046:    81,815    131,190
Other:   717,654:   245,487     60,098    129,090    278,822    354,106    653,399    543,294:    64,255    174,360
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    -3,862:     5,082     -2,195      6,795     -8,553     -6,159      3,324     -1,559:    -7,187     -2,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        5.8       26.0       40.4       50.8       91.7       82.7:       8.3       17.3
Old  :     100.0:      33.8       18.8       16.8       41.5       51.8       92.2       87.5:       7.8       12.5
Other:     100.0:      34.2        8.4       18.0       38.9       49.3       91.0       75.7:       9.0       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       787:       200        151        217        282        385        596        652:
Old  :       730:       155        168        149        241        358        490        582:
Other:       645:       160         98        129        195        341        402        522:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       12.5       17.0       18.6        8.3        8.8       14.5       13.2
Old  :                 14.3       13.5       23.8       21.6       12.4       12.9       21.2       20.5
Other:                 13.4       15.8       23.9       22.2       12.5       11.8       20.7       16.4
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,298:     2,232        380      3,148      3,679      5,179      9,059      8,707:       238        590
Old  :     9,227:     2,245        380      3,118      3,679      5,179      9,042      8,677:       185        550
Other:        71:         0         13         17          0          0         17         30:        53         40
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :       -28:      -209         11        276        -52       -331         16        -43:       -44         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        4.1       33.9       39.6       55.7       97.4       93.6:       2.6        6.4
Old  :     100.0:      24.3        4.1       33.8       39.9       56.1       98.0       94.0:       2.0        6.0
Other:     100.0:       0.0       18.8       24.3        0.0        0.0       24.3       43.1:      75.7       56.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          6          8          6          9         14         20:
Old  :        22:         5          6          8          6          9         14         20:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       45.9       84.0       68.8       33.8       38.4       46.2       44.8
Old  :                 56.9       45.9       84.5       69.0       34.2       38.7       46.7       45.1
Other:                 24.3       43.1       24.3       43.1        0.0       18.8        0.0       18.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,187:     1,538        515      1,116      3,355      5,533      6,009      7,165:     2,178      1,022
Old  :     8,187:     1,538        515      1,116      3,355      5,533      6,009      7,165:     2,178      1,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :       -23:        86         77        -48          2        -68         41        -38:       -64         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.3       13.6       41.0       67.6       73.4       87.5:      26.6       12.5
Old  :     100.0:      18.8        6.3       13.6       41.0       67.6       73.4       87.5:      26.6       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        12          5          7         13         10         29         18:
Old  :        32:        12          5          7         13         10         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       48.1       48.8       74.8       27.1       38.8       34.2       54.0
Old  :                 29.5       48.1       48.8       74.8       27.1       38.8       34.2       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   760,332:   220,464     80,524    197,298    285,163    368,244    702,925    646,067:    57,406    114,265
Old  :   405,983:   165,065     49,951     81,080    127,329    234,495    373,474    365,526:    32,509     40,458
Other:   354,348:    79,714     54,888     91,903    157,834    133,750    329,452    280,541:    24,897     73,807
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :   -27,866:   -22,127     12,129     -5,255      2,022    -34,666    -25,360    -27,793:    -2,506        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       10.6       25.9       37.5       48.4       92.4       85.0:       7.6       15.0
Old  :     100.0:      40.7       12.3       20.0       31.4       57.8       92.0       90.0:       8.0       10.0
Other:     100.0:      22.5       15.5       25.9       44.5       37.7       93.0       79.2:       7.0       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       195        161        214        144        204        453        480:
Old  :       522:       169        142        142        118        172        363        383:
Other:       473:       141        125        139        114        171        325        371:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6       13.8       16.2       20.9        7.2       10.4       13.7       14.8
Old  :                 12.3       18.8       21.1       27.9       12.2       16.6       20.2       24.7
Other:                 12.2       13.6       21.2       20.2       11.2        8.5       18.6       12.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   354,329:    94,018     69,257     62,996    162,907    190,424    319,921    322,677:    34,408     31,652
Old  :   234,201:    74,675     72,619     32,068    106,390    105,265    213,133    209,951:    21,069     24,250
Other:   120,128:    36,910     14,205     13,361     56,518     85,159    106,789    112,725:    13,339      7,402
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    13,545:    -1,751     11,142      4,863     11,641     -6,289     14,753      9,717:    -1,208      3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       19.5       17.8       46.0       53.7       90.3       91.1:       9.7        8.9
Old  :     100.0:      31.9       31.0       13.7       45.4       44.9       91.0       89.6:       9.0       10.4
Other:     100.0:      30.7       11.8       11.1       47.0       70.9       88.9       93.8:      11.1        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        74         77         71         82         74        197        185:
Old  :       250:        71         75         53         78         73        174        177:
Other:       163:        52         36         30         56         46        125         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  :                 13.2       28.0       21.3       37.0       10.9       22.0       18.4       29.4
Old  :                 15.2       21.6       26.1       29.6       14.3       20.8       24.7       28.4
Other:                 17.3       47.3       27.9       60.9       14.9       44.7       25.3       55.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   847,125:   103,044     64,077     64,237    493,753    511,791    661,033    640,105:   186,092    207,020
Old  :   847,125:   103,044     64,077     64,237    493,753    511,791    661,033    640,105:   186,092    207,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    26,372:     1,801     -1,897      8,234      7,950      5,259     17,985     11,596:     8,387     14,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        7.6        7.6       58.3       60.4       78.0       75.6:      22.0       24.4
Old  :     100.0:      12.2        7.6        7.6       58.3       60.4       78.0       75.6:      22.0       24.4
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  :       173:        36         32         45         82         88        141        142:
Old  :       173:        36         32         45         82         88        141        142:
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       17.7       29.1       25.5       17.5       11.8       23.9       18.6
Old  :                 19.7       17.7       29.1       25.5       17.5       11.8       23.9       18.6
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, May 6, 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  :   484,501:    56,194     47,878      2,370    328,604    342,471    387,168    392,718:    97,333     91,783
Old  :   484,501:    56,194     47,878      2,370    328,604    342,471    387,168    392,718:    97,333     91,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :     1,134:     4,400       -506       -164     -7,134     -5,417     -2,898     -6,087:     4,032      7,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        9.9        0.5       67.8       70.7       79.9       81.1:      20.1       18.9
Old  :     100.0:      11.6        9.9        0.5       67.8       70.7       79.9       81.1:      20.1       18.9
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  :        82:        10         13          8         44         43         60         58:
Old  :        82:        10         13          8         44         43         60         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       37.4       41.9       51.4       23.0       35.9       35.5       45.9
Old  :                 26.4       37.4       41.9       51.4       23.0       35.9       35.5       45.9
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, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,184:     1,238        714      1,028      4,440      5,227      6,706      6,969:       478        215
Old  :     7,184:     1,238        714      1,028      4,440      5,227      6,706      6,969:       478        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :      -166:       137       -184         10       -397         14       -250       -160:        84         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        9.9       14.3       61.8       72.8       93.3       97.0:       6.7        3.0
Old  :     100.0:      17.2        9.9       14.3       61.8       72.8       93.3       97.0:       6.7        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15          5          5         14         20         31         30:
Old  :        45:        15          5          5         14         20         31         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  :                 43.7       46.5       65.3       64.1       16.5       22.9       23.9       30.6
Old  :                 43.7       46.5       65.3       64.1       16.5       22.9       23.9       30.6
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, May 6, 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  :   366,543:   109,224     55,175     62,815    144,205    221,099    316,245    339,088:    50,298     27,454
Old  :   244,843:    90,161     42,747     40,086     80,251    144,478    210,499    227,311:    34,345     17,532
Other:   121,699:    25,066     18,431     16,726     63,954     76,621    105,746    111,777:    15,953      9,922
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    -9,261:    -8,117      2,959      2,015       -652    -12,216     -6,754     -7,242:    -2,507     -2,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       15.1       17.1       39.3       60.3       86.3       92.5:      13.7        7.5
Old  :     100.0:      36.8       17.5       16.4       32.8       59.0       86.0       92.8:      14.0        7.2
Other:     100.0:      20.6       15.1       13.7       52.6       63.0       86.9       91.8:      13.1        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        84         67         64         95        102        218        196:
Old  :       258:        79         58         54         89         91        199        176:
Other:       177:        44         38         30         72         68        131        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       25.0       17.1       36.8        7.1       20.9       12.6       28.1
Old  :                 11.8       25.4       20.5       36.0       10.4       23.5       17.7       30.9
Other:                 16.5       32.5       28.7       47.1       15.7       29.1       24.5       39.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :     8,630:     1,659        714        537      4,141      6,039      6,337      7,291:     2,293      1,339
Old  :     6,097:     1,421        885        104      3,148      4,233      4,672      5,222:     1,425        875
Other:     2,532:       412          3        259        994      1,807      1,665      2,069:       868        464
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :        80:       313        -42         79       -192        -34        199          3:      -119         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        8.3        6.2       48.0       70.0       73.4       84.5:      26.6       15.5
Old  :     100.0:      23.3       14.5        1.7       51.6       69.4       76.6       85.6:      23.4       14.4
Other:     100.0:      16.3        0.1       10.2       39.2       71.3       65.7       81.7:      34.3       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15          3          4         21         17         36         24:
Old  :        38:        10          5          4         16         12         28         19:
Other:        26:         7          1          4         14         13         22         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       53.1       49.1       67.1       32.1       50.6       42.3       59.6
Old  :                 40.9       64.3       58.8       76.1       40.9       62.6       58.7       74.2
Other:                 34.5       54.3       46.5       68.5       30.0       50.3       39.4       61.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,194,067:   195,476    199,406     68,124    817,723    787,876  1,081,323  1,055,406:   112,743    138,661
Old  : 1,194,067:   195,476    199,406     68,124    817,723    787,876  1,081,323  1,055,406:   112,743    138,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    11,612:     8,857     -5,197      1,439       -155      2,680     10,141     -1,078:     1,471     12,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       16.7        5.7       68.5       66.0       90.6       88.4:       9.4       11.6
Old  :     100.0:      16.4       16.7        5.7       68.5       66.0       90.6       88.4:       9.4       11.6
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  :       240:        42         40         33         89        131        145        190:
Old  :       240:        42         40         33         89        131        145        190:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       17.2       39.0       26.2       24.2       16.3       34.6       25.0
Old  :                 27.4       17.2       39.0       26.2       24.2       16.3       34.6       25.0
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, May 6, 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  : 3,162,269:   324,109    389,767    313,206  2,208,633  1,938,585  2,845,948  2,641,558:   316,321    520,711
Old  : 3,162,269:   324,109    389,767    313,206  2,208,633  1,938,585  2,845,948  2,641,558:   316,321    520,711
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :   134,595:    -3,198       -771     26,094     93,121     81,650    116,017    106,974:    18,579     27,622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       12.3        9.9       69.8       61.3       90.0       83.5:      10.0       16.5
Old  :     100.0:      10.2       12.3        9.9       69.8       61.3       90.0       83.5:      10.0       16.5
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  :       367:        56         96         90        169        189        288        312:
Old  :       367:        56         96         90        169        189        288        312:
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  :                 28.1       15.4       39.1       21.1       25.8       13.2       36.1       17.3
Old  :                 28.1       15.4       39.1       21.1       25.8       13.2       36.1       17.3
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, May 6, 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  : 2,312,721:   226,051    328,140    145,168  1,724,457  1,460,163  2,095,675  1,933,471:   217,046    379,251
Old  : 2,312,721:   226,051    328,140    145,168  1,724,457  1,460,163  2,095,675  1,933,471:   217,046    379,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :   -49,375:   -25,804    -20,763     -6,237    -19,846    -21,961    -51,887    -48,960:     2,513       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       14.2        6.3       74.6       63.1       90.6       83.6:       9.4       16.4
Old  :     100.0:       9.8       14.2        6.3       74.6       63.1       90.6       83.6:       9.4       16.4
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  :       286:        35         66         39        126        159        187        238:
Old  :       286:        35         66         39        126        159        187        238:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       15.8       43.6       23.8       31.3       14.9       38.6       21.7
Old  :                 33.6       15.8       43.6       23.8       31.3       14.9       38.6       21.7
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, May 6, 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  :   325,525:    13,929     67,197     55,462    227,136    147,536    296,526    270,194:    28,999     55,331
Old  :   325,525:    13,929     67,197     55,462    227,136    147,536    296,526    270,194:    28,999     55,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :   -34,189:    -2,789    -24,226        800    -32,081     -9,291    -34,070    -32,716:      -119     -1,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       20.6       17.0       69.8       45.3       91.1       83.0:       8.9       17.0
Old  :     100.0:       4.3       20.6       17.0       69.8       45.3       91.1       83.0:       8.9       17.0
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  :        77:        11         26         19         36         37         58         71:
Old  :        77:        11         26         19         36         37         58         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       19.5       56.3       30.2       38.1       15.7       42.8       22.4
Old  :                 45.4       19.5       56.3       30.2       38.1       15.7       42.8       22.4
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, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    61,317:    15,289     13,372        895     37,653     38,689     53,837     52,956:     7,481      8,361
Old  :    61,317:    15,289     13,372        895     37,653     38,689     53,837     52,956:     7,481      8,361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    -1,369:      -930      1,920         85       -145     -3,331       -991     -1,326:      -378        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.8        1.5       61.4       63.1       87.8       86.4:      12.2       13.6
Old  :     100.0:      24.9       21.8        1.5       61.4       63.1       87.8       86.4:      12.2       13.6
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  :       108:        28         29         13         36         24         71         59:
Old  :       108:        28         29         13         36         24         71         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       42.0       40.2       59.2       25.2       41.7       40.2       58.9
Old  :                 25.2       42.0       40.2       59.2       25.2       41.7       40.2       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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  :   122,635:    30,578     26,744      1,789     75,307     77,379    107,674    105,912:    14,961     16,723
Old  :   122,635:    30,578     26,744      1,789     75,307     77,379    107,674    105,912:    14,961     16,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :    -2,737:    -1,860      3,841        169       -290     -6,662     -1,982     -2,652:      -755        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.8        1.5       61.4       63.1       87.8       86.4:      12.2       13.6
Old  :     100.0:      24.9       21.8        1.5       61.4       63.1       87.8       86.4:      12.2       13.6
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  :       108:        28         29         13         36         24         71         59:
Old  :       108:        28         29         13         36         24         71         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       42.0       40.2       59.2       25.2       41.7       40.2       58.9
Old  :                 25.2       42.0       40.2       59.2       25.2       41.7       40.2       58.9
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, May 6, 2014                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,903:    13,703     15,781      1,105      2,027          0     16,835     16,886:        68         17
Old  :    16,903:    13,703     15,781      1,105      2,027          0     16,835     16,886:        68         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :       495:       278      1,606          5        199     -1,116        482        495:        13          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       93.4        6.5       12.0        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      81.1       93.4        6.5       12.0        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        16          4          3          2          0         19          6:
Old  :        22:        16          4          3          2          0         19          6:
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  :                 63.1       98.8       80.3       99.9       61.0       93.4       78.2       93.4
Old  :                 63.1       98.8       80.3       99.9       61.0       93.4       78.2       93.4
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, May 6, 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  :    52,926:     2,241     19,869        375     50,256     32,535     52,872     52,779:        54        147
Old  :    52,926:     2,241     19,869        375     50,256     32,535     52,872     52,779:        54        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :     1,540:     1,002      1,494         -4        536         67      1,534      1,557:         6        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       37.5        0.7       95.0       61.5       99.9       99.7:       0.1        0.3
Old  :     100.0:       4.2       37.5        0.7       95.0       61.5       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  :        43:         4         13          1         13         14         17         28:
Old  :        43:         4         13          1         13         14         17         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  :                 82.7       49.3       98.1       74.9       80.5       43.0       88.8       65.7
Old  :                 82.7       49.3       98.1       74.9       80.5       43.0       88.8       65.7
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, May 6, 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  :    45,851:       283     15,389          0     45,527     30,008     45,810     45,397:        41        454
Old  :    45,851:       283     15,389          0     45,527     30,008     45,810     45,397:        41        454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 29, 2014                       :
     :      -838:        68        737       -246       -654     -1,382       -832       -891:        -6         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       33.6        0.0       99.3       65.4       99.9       99.0:       0.1        1.0
Old  :     100.0:       0.6       33.6        0.0       99.3       65.4       99.9       99.0:       0.1        1.0
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  :        40:         2         17          0          7         15          9         32:
Old  :        40:         2         17          0          7         15          9         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.1       51.7       99.8       73.3       91.1       51.7       95.3       72.3
Old  :                 91.1       51.7       99.8       73.3       91.1       51.7       95.3       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 9, 2014