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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   511,982:   120,868     80,829    171,606    183,641    210,065    476,115    462,500:    35,867     49,482
Old  :   213,203:    79,072     61,335     51,331     66,489     83,754    196,892    196,420:    16,311     16,783
Other:   298,780:    70,538     48,235     91,534    117,152    126,312    279,224    266,081:    19,556     32,699
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :     7,093:     2,472     -5,313      1,513      4,994     11,760      8,979      7,960:    -1,886       -867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       15.8       33.5       35.9       41.0       93.0       90.3:       7.0        9.7
Old  :     100.0:      37.1       28.8       24.1       31.2       39.3       92.3       92.1:       7.7        7.9
Other:     100.0:      23.6       16.1       30.6       39.2       42.3       93.5       89.1:       6.5       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       117        118        149         94        114        299        304:
Old  :       321:       108        100         88         72         83        228        223:
Other:       293:        83         94         96         76        100        215        237:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.8       13.2       22.2       21.4       11.3       11.6       18.2       16.9
Old  :                 15.5       22.1       25.5       33.2       14.6       22.0       23.0       31.2
Other:                 14.9       11.1       24.0       19.8       11.7        8.5       18.9       13.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   161,883:    55,940     18,836     23,377     64,090     91,090    143,408    133,302:    18,475     28,580
Old  :    64,371:    35,654     11,316      4,226     17,424     40,160     57,304     55,702:     7,067      8,669
Other:    97,511:    29,018     16,251     10,420     46,666     50,930     86,104     77,600:    11,408     19,911
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :      -192:     1,690     -2,110      1,119     -2,625        686        184       -305:      -376        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.6       11.6       14.4       39.6       56.3       88.6       82.3:      11.4       17.7
Old  :     100.0:      55.4       17.6        6.6       27.1       62.4       89.0       86.5:      11.0       13.5
Other:     100.0:      29.8       16.7       10.7       47.9       52.2       88.3       79.6:      11.7       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        53         38         38         52         60        127        117:
Old  :       148:        49         26         20         35         49         94         85:
Other:       148:        35         37         22         46         55         94        101:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       27.9       32.4       35.9       16.7       20.3       26.3       27.0
Old  :                 25.6       41.1       39.4       49.5       25.6       41.1       39.3       49.3
Other:                 24.6       23.5       36.5       32.3       16.4       13.5       26.6       20.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  : 1,805,037:   424,315     98,971    481,107    727,430    908,195  1,632,852  1,488,273:   172,185    316,765
Old  : 1,207,010:   351,908    179,406    243,696    497,840    619,468  1,093,444  1,042,571:   113,566    164,439
Other:   598,027:   191,365     38,524    118,452    229,591    288,726    539,408    445,702:    58,619    152,325
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    87,963:     9,766    -23,881     32,343     34,854     78,716     76,962     87,178:    11,000        785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        5.5       26.7       40.3       50.3       90.5       82.5:       9.5       17.5
Old  :     100.0:      29.2       14.9       20.2       41.2       51.3       90.6       86.4:       9.4       13.6
Other:     100.0:      32.0        6.4       19.8       38.4       48.3       90.2       74.5:       9.8       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       768:       192        144        209        300        380        602        634:
Old  :       726:       150        164        172        271        357        532        586:
Other:       594:       135         81        118        172        335        353        490:
     :----------------------------------------------------------------------------------------------------
     :             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       12.2       16.7       18.4        8.1        8.9       14.1       13.3
Old  :                 12.8       12.6       21.2       19.8       11.1       11.8       19.2       17.1
Other:                 14.4       15.7       25.5       22.5       13.7       12.0       22.9       16.4
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :     8,891:     2,575        571      2,243      3,757      5,452      8,575      8,267:       316        624
Old  :     8,823:     2,594        571      2,210      3,757      5,452      8,560      8,233:       263        590
Other:        68:         0         18         15          0          0         15         34:        53         34
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :     2,298:       385        -43      1,029      1,013      1,114      2,427      2,100:      -129        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0        6.4       25.2       42.3       61.3       96.5       93.0:       3.5        7.0
Old  :     100.0:      29.4        6.5       25.0       42.6       61.8       97.0       93.3:       3.0        6.7
Other:     100.0:       0.0       27.0       22.5        0.0        0.0       22.5       49.6:      77.5       50.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7          5          8          5          8         13         20:
Old  :        22:         7          5          8          5          8         13         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       47.8       84.8       69.4       37.7       40.7       50.6       50.1
Old  :                 57.2       47.7       85.3       69.5       38.0       41.0       51.2       50.5
Other:                 22.5       49.6       22.5       49.6        0.0       27.0        0.0       27.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    10,734:     1,986        917      1,538      4,663      6,519      8,186      8,974:     2,548      1,760
Old  :     4,926:     1,410        841        483      1,438      2,641      3,331      3,965:     1,595        961
Other:     5,808:       687        187        944      3,225      3,877      4,856      5,009:       952        799
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :        23:      -422       -158        328        217       -304        124       -134:      -101        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        8.5       14.3       43.4       60.7       76.3       83.6:      23.7       16.4
Old  :     100.0:      28.6       17.1        9.8       29.2       53.6       67.6       80.5:      32.4       19.5
Other:     100.0:      11.8        3.2       16.3       55.5       66.8       83.6       86.2:      16.4       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          9          9         14         13         32         25:
Old  :        31:         8          7          6         10         10         21         20:
Other:        33:        10          5          8         13         12         27         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       38.1       46.8       60.9       28.0       36.7       37.3       50.3
Old  :                 34.6       38.2       48.6       61.0       32.7       38.2       44.8       57.0
Other:                 39.8       48.1       61.5       69.9       38.1       44.6       49.3       55.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   833,669:   265,296     62,008    223,956    284,708    436,781    773,959    722,746:    59,710    110,924
Old  :   546,882:   223,027     47,575    130,985    151,237    318,172    505,248    496,732:    41,634     50,151
Other:   286,787:    69,022     41,186     66,218    133,471    118,610    268,711    226,014:    18,076     60,773
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    37,847:    10,522       -505     15,913     13,014     22,544     39,449     37,952:    -1,603       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        7.4       26.9       34.2       52.4       92.8       86.7:       7.2       13.3
Old  :     100.0:      40.8        8.7       24.0       27.7       58.2       92.4       90.8:       7.6        9.2
Other:     100.0:      24.1       14.4       23.1       46.5       41.4       93.7       78.8:       6.3       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       594:       200        166        225        149        200        472        481:
Old  :       554:       183        155        185        129        183        414        425:
Other:       426:       119        116        124        103        159        288        337:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.3       14.7       15.6       22.0        6.8       10.8       13.0       15.9
Old  :                 10.1       16.9       18.7       25.3        9.7       14.3       17.7       20.8
Other:                 15.2       15.2       24.6       22.8       15.2       10.7       22.3       16.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   361,712:    94,048     74,545     63,871    166,124    196,247    324,043    334,664:    37,669     27,048
Old  :   279,822:    82,156     77,647     44,206    125,631    134,814    251,993    256,668:    27,828     23,154
Other:    81,890:    23,519      8,525      8,038     40,493     61,433     72,050     77,996:     9,840      3,894
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    17,599:      -458      5,915      4,887      9,999      6,763     14,427     17,564:     3,172         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       20.6       17.7       45.9       54.3       89.6       92.5:      10.4        7.5
Old  :     100.0:      29.4       27.7       15.8       44.9       48.2       90.1       91.7:       9.9        8.3
Other:     100.0:      28.7       10.4        9.8       49.4       75.0       88.0       95.2:      12.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        84         74         80         86         82        212        204:
Old  :       269:        75         79         68         81         78        194        193:
Other:       142:        43         31         28         53         38        114         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.7       27.9       20.7       37.5        9.6       19.9       16.6       28.9
Old  :                 15.2       22.3       24.9       31.5       11.9       18.5       20.3       25.7
Other:                 20.4       52.6       32.1       64.3       20.4       49.3       32.0       59.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   830,966:   101,827     85,639     61,757    501,766    509,223    665,350    656,618:   165,616    174,348
Old  :   830,966:   101,827     85,639     61,757    501,766    509,223    665,350    656,618:   165,616    174,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    30,995:    11,087     16,295      8,585     13,856     11,077     33,528     35,957:    -2,533     -4,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.3        7.4       60.4       61.3       80.1       79.0:      19.9       21.0
Old  :     100.0:      12.3       10.3        7.4       60.4       61.3       80.1       79.0:      19.9       21.0
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  :       179:        31         36         43         86         94        141        149:
Old  :       179:        31         36         43         86         94        141        149:
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  :                 20.6       13.5       31.4       21.7       18.7        9.0       24.2       15.8
Old  :                 20.6       13.5       31.4       21.7       18.7        9.0       24.2       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   482,134:    50,757     55,614      3,064    339,015    343,017    392,836    401,695:    89,298     80,439
Old  :   482,134:    50,757     55,614      3,064    339,015    343,017    392,836    401,695:    89,298     80,439
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       480:       939     -6,106      1,548     -3,150      6,876       -663      2,318:     1,143     -1,838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       11.5        0.6       70.3       71.1       81.5       83.3:      18.5       16.7
Old  :     100.0:      10.5       11.5        0.6       70.3       71.1       81.5       83.3:      18.5       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         8         14          9         44         44         58         61:
Old  :        83:         8         14          9         44         44         58         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       36.4       42.9       49.3       23.4       34.8       36.1       44.7
Old  :                 26.6       36.4       42.9       49.3       23.4       34.8       36.1       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :     5,663:       900        925      1,037      3,261      3,437      5,198      5,399:       465        264
Old  :     5,663:       900        925      1,037      3,261      3,437      5,198      5,399:       465        264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       406:        83       -133        210        228        426        521        503:      -115        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       16.3       18.3       57.6       60.7       91.8       95.3:       8.2        4.7
Old  :     100.0:      15.9       16.3       18.3       57.6       60.7       91.8       95.3:       8.2        4.7
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  :        44:        14          6          6         15         20         31         31:
Old  :        44:        14          6          6         15         20         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       40.1       64.0       60.9       22.0       25.5       30.9       34.5
Old  :                 45.3       40.1       64.0       60.9       22.0       25.5       30.9       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   379,164:   111,536     54,807     66,018    147,186    231,398    324,740    352,223:    54,423     26,941
Old  :   286,643:    98,629     47,589     50,020     96,278    168,238    244,927    265,848:    41,716     20,796
Other:    92,521:    17,985     12,295     10,921     50,908     63,159     79,814     86,375:    12,707      6,145
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    16,345:     2,234       -378      5,356      8,473     10,578     16,063     15,557:       282        788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       14.5       17.4       38.8       61.0       85.6       92.9:      14.4        7.1
Old  :     100.0:      34.4       16.6       17.5       33.6       58.7       85.4       92.7:      14.6        7.3
Other:     100.0:      19.4       13.3       11.8       55.0       68.3       86.3       93.4:      13.7        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        83         61         66        100        102        223        194:
Old  :       266:        85         55         59         94         95        209        184:
Other:       153:        31         33         24         69         57        115         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       28.5       16.8       39.8        7.3       23.8       13.0       30.5
Old  :                 11.0       27.3       19.2       36.3        9.6       24.8       16.6       31.4
Other:                 18.6       38.0       31.1       54.8       17.0       32.8       26.4       44.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :     8,982:     1,024        863      1,118      4,637      5,932      6,779      7,913:     2,203      1,070
Old  :     7,306:       936        998        832      3,798      4,689      5,566      6,520:     1,741        787
Other:     1,676:       231          8        143        839      1,242      1,213      1,393:       463        283
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       497:       111       -520        584       -133        415        562        479:       -65         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4        9.6       12.4       51.6       66.0       75.5       88.1:      24.5       11.9
Old  :     100.0:      12.8       13.7       11.4       52.0       64.2       76.2       89.2:      23.8       10.8
Other:     100.0:      13.8        0.5        8.5       50.0       74.1       72.4       83.1:      27.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        14          9         10         21         16         41         31:
Old  :        46:        12         11         10         16         14         35         29:
Other:        25:         7          2          6         12         10         21         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.6       54.1       45.5       66.0       29.0       48.7       36.0       55.8
Old  :                 38.5       59.5       49.0       72.2       38.2       56.4       46.9       65.8
Other:                 41.4       61.4       54.9       75.8       37.2       55.1       46.3       61.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  : 1,083,188:   166,342    206,228     59,071    758,331    680,966    983,744    946,265:    99,444    136,923
Old  : 1,083,188:   166,342    206,228     59,071    758,331    680,966    983,744    946,265:    99,444    136,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    38,460:    -3,771     34,465     -2,460     39,955     -4,240     33,723     27,764:     4,737     10,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       19.0        5.5       70.0       62.9       90.8       87.4:       9.2       12.6
Old  :     100.0:      15.4       19.0        5.5       70.0       62.9       90.8       87.4:       9.2       12.6
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  :       229:        42         33         32         99        119        152        173:
Old  :       229:        42         33         32         99        119        152        173:
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  :                 29.6       19.0       38.9       28.7       27.0       17.9       33.5       27.1
Old  :                 29.6       19.0       38.9       28.7       27.0       17.9       33.5       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  : 3,070,409:   324,275    379,528    305,389  2,162,208  1,879,348  2,791,873  2,564,266:   278,536    506,143
Old  : 3,070,409:   324,275    379,528    305,389  2,162,208  1,879,348  2,791,873  2,564,266:   278,536    506,143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :    67,557:    15,690     12,759     18,659     51,647     13,113     85,996     44,531:   -18,439     23,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       12.4        9.9       70.4       61.2       90.9       83.5:       9.1       16.5
Old  :     100.0:      10.6       12.4        9.9       70.4       61.2       90.9       83.5:       9.1       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  :       359:        65         84         88        159        183        276        303:
Old  :       359:        65         84         88        159        183        276        303:
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  :                 28.7       19.6       39.4       24.6       28.1       17.0       37.0       20.2
Old  :                 28.7       19.6       39.4       24.6       28.1       17.0       37.0       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  : 2,266,232:   258,638    383,751    175,871  1,643,685  1,311,145  2,078,194  1,870,767:   188,039    395,466
Old  : 2,266,232:   258,638    383,751    175,871  1,643,685  1,311,145  2,078,194  1,870,767:   188,039    395,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :   -37,561:    13,974    -20,326     10,073    -53,006     -8,603    -28,959    -18,856:    -8,602    -18,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       16.9        7.8       72.5       57.9       91.7       82.5:       8.3       17.5
Old  :     100.0:      11.4       16.9        7.8       72.5       57.9       91.7       82.5:       8.3       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        34         71         51        108        149        176        237:
Old  :       277:        34         71         51        108        149        176        237:
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  :                 33.7       12.5       45.2       19.8       32.8       10.5       42.5       15.0
Old  :                 33.7       12.5       45.2       19.8       32.8       10.5       42.5       15.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   293,044:    10,169     56,202     48,454    202,963    131,556    261,585    236,212:    31,459     56,832
Old  :   293,044:    10,169     56,202     48,454    202,963    131,556    261,585    236,212:    31,459     56,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :   -42,974:   -16,367     -5,154     -4,480    -22,587    -37,599    -43,434    -47,232:       460      4,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       19.2       16.5       69.3       44.9       89.3       80.6:      10.7       19.4
Old  :     100.0:       3.5       19.2       16.5       69.3       44.9       89.3       80.6:      10.7       19.4
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  :        74:         9         27         21         32         34         56         68:
Old  :        74:         9         27         21         32         34         56         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       20.1       56.0       29.0       37.9       15.3       44.2       21.8
Old  :                 46.6       20.1       56.0       29.0       37.9       15.3       44.2       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    65,794:    17,979     12,863        723     38,772     44,470     57,474     58,055:     8,320      7,739
Old  :    65,794:    17,979     12,863        723     38,772     44,470     57,474     58,055:     8,320      7,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       289:     1,382        652         46       -567       -564        861        135:      -572        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       19.6        1.1       58.9       67.6       87.4       88.2:      12.6       11.8
Old  :     100.0:      27.3       19.6        1.1       58.9       67.6       87.4       88.2:      12.6       11.8
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  :       109:        31         25          9         39         23         75         52:
Old  :       109:        31         25          9         39         23         75         52:
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  :                 22.7       45.9       36.0       63.9       22.7       45.6       36.0       63.6
Old  :                 22.7       45.9       36.0       63.9       22.7       45.6       36.0       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :   131,588:    35,958     25,726      1,446     77,544     88,939    114,948    116,111:    16,640     15,477
Old  :   131,588:    35,958     25,726      1,446     77,544     88,939    114,948    116,111:    16,640     15,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       579:     2,764      1,304         93     -1,134     -1,127      1,722        269:    -1,143        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       19.6        1.1       58.9       67.6       87.4       88.2:      12.6       11.8
Old  :     100.0:      27.3       19.6        1.1       58.9       67.6       87.4       88.2:      12.6       11.8
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  :       109:        31         25          9         39         23         75         52:
Old  :       109:        31         25          9         39         23         75         52:
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  :                 22.7       45.9       36.0       63.9       22.7       45.6       36.0       63.6
Old  :                 22.7       45.9       36.0       63.9       22.7       45.6       36.0       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    14,143:    11,528     12,742      1,092      1,504        306     14,124     14,140:        19          3
Old  :    14,143:    11,528     12,742      1,092      1,504        306     14,124     14,140:        19          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :       549:       525        248         -5         37        306        557        549:        -8          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.5       90.1        7.7       10.6        2.2       99.9      100.0:       0.1        0.0
Old  :     100.0:      81.5       90.1        7.7       10.6        2.2       99.9      100.0:       0.1        0.0
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  :        24:        17          5          3          1          1         19          8:
Old  :        24:        17          5          3          1          1         19          8:
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  :                 68.9       95.4       85.2      100.0       66.5       90.8       81.6       92.3
Old  :                 68.9       95.4       85.2      100.0       66.5       90.8       81.6       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    40,441:     2,680     18,573        201     37,473     21,511     40,354     40,285:        87        156
Old  :    40,441:     2,680     18,573        201     37,473     21,511     40,354     40,285:        87        156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :     1,636:     1,195      1,273          4        428        350      1,627      1,627:         9          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       45.9        0.5       92.7       53.2       99.8       99.6:       0.2        0.4
Old  :     100.0:       6.6       45.9        0.5       92.7       53.2       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5         13          1         12         13         17         27:
Old  :        41:         5         13          1         12         13         17         27:
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  :                 81.3       53.9       97.6       75.9       78.6       42.0       85.9       63.9
Old  :                 81.3       53.9       97.6       75.9       78.6       42.0       85.9       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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  :    30,723:       221     24,738        122     30,348      5,709     30,691     30,569:        32        154
Old  :    30,723:       221     24,738        122     30,348      5,709     30,691     30,569:        32        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 25, 2014                       :
     :      -615:      -216        211        -33       -378       -853       -627       -675:        12         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       80.5        0.4       98.8       18.6       99.9       99.5:       0.1        0.5
Old  :     100.0:       0.7       80.5        0.4       98.8       18.6       99.9       99.5:       0.1        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  :        35:         1         17          1          8         11         10         28:
Old  :        35:         1         17          1          8         11         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  :                 95.6       60.7       99.7       80.8       90.1       60.7       93.2       77.1
Old  :                 95.6       60.7       99.7       80.8       90.1       60.7       93.2       77.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 4, 2014