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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   491,303:   126,198    105,233    131,304    198,211    209,089    455,713    445,627:    35,590     45,676
Old  :   378,387:   108,547    101,611     97,137    147,732    147,640    353,416    346,389:    24,971     31,998
Other:   112,916:    31,915     17,886     19,903     50,478     61,449    102,297     99,238:    10,619     13,677
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    26,422:     5,034     -8,253     19,072      2,922     15,548     27,028     26,368:      -605         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       21.4       26.7       40.3       42.6       92.8       90.7:       7.2        9.3
Old  :     100.0:      28.7       26.9       25.7       39.0       39.0       93.4       91.5:       6.6        8.5
Other:     100.0:      28.3       15.8       17.6       44.7       54.4       90.6       87.9:       9.4       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       123        123        136         93        108        296        298:
Old  :       366:       121        120        112         83        103        263        279:
Other:       210:        60         49         55         57         80        146        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       13.2       22.6       23.1       12.0       10.7       19.4       17.1
Old  :                 15.0       15.8       24.4       26.2       13.5       13.1       21.6       21.1
Other:                 24.4       19.0       38.1       31.7       24.0       16.8       34.1       27.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   146,802:    42,353     28,231     21,384     65,835     74,310    129,572    123,926:    17,230     22,877
Old  :   112,834:    40,285     26,548     13,609     46,247     57,104    100,142     97,261:    12,692     15,573
Other:    33,968:     6,678      6,293      3,165     19,588     17,207     29,431     26,665:     4,538      7,304
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :       554:      -820     -1,334         95     -1,826      1,927     -2,551        687:     3,105       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       19.2       14.6       44.8       50.6       88.3       84.4:      11.7       15.6
Old  :     100.0:      35.7       23.5       12.1       41.0       50.6       88.8       86.2:      11.2       13.8
Other:     100.0:      19.7       18.5        9.3       57.7       50.7       86.6       78.5:      13.4       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        54         45         50         64         72        143        146:
Old  :       187:        51         44         38         57         67        125        132:
Other:       129:        24         26         17         43         59         76         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       17.7       27.1       27.8       16.6       15.7       25.3       24.2
Old  :                 20.6       20.7       31.9       30.8       20.2       18.9       30.5       28.1
Other:                 24.1       26.3       38.8       36.3       24.1       25.2       36.8       33.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  : 1,619,574:   443,124    119,144    409,208    627,071    808,859  1,479,402  1,337,211:   140,171    282,363
Old  : 1,333,782:   393,666    133,200    312,921    509,849    674,001  1,216,436  1,120,122:   117,346    213,660
Other:   285,792:    88,910     25,395     56,835    117,221    134,859    262,966    217,089:    22,826     68,703
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    50,340:    -8,691    -13,111     40,614     20,361     31,771     52,284     59,274:    -1,944     -8,934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        7.4       25.3       38.7       49.9       91.3       82.6:       8.7       17.4
Old  :     100.0:      29.5       10.0       23.5       38.2       50.5       91.2       84.0:       8.8       16.0
Other:     100.0:      31.1        8.9       19.9       41.0       47.2       92.0       76.0:       8.0       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       192        159        211        294        367        588        646:
Old  :       768:       176        170        195        287        355        564        627:
Other:       476:        85         69         62        118        274        232        377:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       11.9       17.7       18.1        8.8        8.7       14.8       13.8
Old  :                 11.5       11.8       18.7       18.6       10.3        9.8       17.2       15.1
Other:                 20.6       17.5       32.0       25.8       17.1       10.8       23.8       15.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :     9,270:     2,631      1,396        685      3,898      5,769      7,214      7,849:     2,056      1,420
Old  :     8,584:     2,588      1,411        583      3,580      5,319      6,751      7,313:     1,833      1,272
Other:       685:        74         16         71        318        449        463        537:       222        148
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :        17:      -152         21         23        248         11        119         55:      -103        -39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       15.1        7.4       42.1       62.2       77.8       84.7:      22.2       15.3
Old  :     100.0:      30.1       16.4        6.8       41.7       62.0       78.6       85.2:      21.4       14.8
Other:     100.0:      10.8        2.4       10.4       46.4       65.6       67.6       78.3:      32.4       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        16          3          6         14         10         32         17:
Old  :        35:        16          3          5         13          8         30         15:
Other:        17:         3          3          5          5          9         11         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 43.0       59.6       54.6       74.0       41.2       57.9       48.6       69.3
Old  :                 44.0       63.8       55.7       77.7       43.3       62.2       53.0       73.5
Other:                 51.3       57.3       64.0       68.9       48.1       53.1       51.1       59.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   948,096:   179,468    126,283    330,665    382,355    348,418    892,488    805,366:    55,608    142,730
Old  :   812,495:   160,204    131,487    276,575    328,471    297,662    765,249    705,724:    47,246    106,771
Other:   135,600:    42,804     18,336     30,551     53,884     50,756    127,239     99,642:     8,361     35,958
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    18,145:     4,581      7,925     14,968     -1,722     -4,542     17,827     18,351:       318       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       13.3       34.9       40.3       36.7       94.1       84.9:       5.9       15.1
Old  :     100.0:      19.7       16.2       34.0       40.4       36.6       94.2       86.9:       5.8       13.1
Other:     100.0:      31.6       13.5       22.5       39.7       37.4       93.8       73.5:       6.2       26.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       663:       159        243        284        173        215        512        592:
Old  :       652:       149        252        264        167        210        486        576:
Other:       350:       100         85         80         80        125        227        246:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       10.1       18.2       17.1        6.9        7.0       11.9       10.1
Old  :                 11.1       10.5       18.1       17.2        7.5        8.0       13.2       11.4
Other:                 21.4       19.1       33.1       27.6       20.4       16.9       31.1       22.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   400,467:   109,088     70,391     88,524    169,208    208,737    366,820    367,652:    33,647     32,815
Old  :   360,408:   111,790     73,227     70,553    148,598    186,752    330,940    330,532:    29,468     29,876
Other:    40,059:     8,847      8,712      6,423     20,611     21,984     35,880     37,120:     4,179      2,939
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    -6,214:    -7,270     -6,749         87       -755        748     -7,939     -5,915:     1,725       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       17.6       22.1       42.3       52.1       91.6       91.8:       8.4        8.2
Old  :     100.0:      31.0       20.3       19.6       41.2       51.8       91.8       91.7:       8.2        8.3
Other:     100.0:      22.1       21.7       16.0       51.5       54.9       89.6       92.7:      10.4        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        91         82        103         82         76        234        225:
Old  :       300:        88         89         95         81         76        228        220:
Other:        99:        25         25         18         37         19         71         54:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.4       30.5       15.4       36.3        8.1       26.5       14.9       32.0
Old  :                  9.0       29.9       16.7       35.9        8.7       26.0       16.2       32.0
Other:                 27.6       44.3       43.2       61.2       26.2       40.5       39.4       51.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  : 1,034,086:   106,142    118,118     81,670    661,440    657,028    849,251    856,816:   184,834    177,269
Old  : 1,034,086:   106,142    118,118     81,670    661,440    657,028    849,251    856,816:   184,834    177,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    65,029:    -7,515     27,402     34,170     37,747     12,194     64,402     73,766:       627     -8,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       11.4        7.9       64.0       63.5       82.1       82.9:      17.9       17.1
Old  :     100.0:      10.3       11.4        7.9       64.0       63.5       82.1       82.9:      17.9       17.1
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  :       175:        39         34         44         74         84        135        140:
Old  :       175:        39         34         44         74         84        135        140:
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  :                 30.2       24.9       38.8       32.2       28.3       21.1       33.6       27.7
Old  :                 30.2       24.9       38.8       32.2       28.3       21.1       33.6       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   538,699:    66,406     63,182     10,441    344,519    369,047    421,366    442,670:   117,333     96,029
Old  :   538,699:    66,406     63,182     10,441    344,519    369,047    421,366    442,670:   117,333     96,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -34,635:       501      6,143     -7,051    -24,636    -39,522    -31,186    -40,430:    -3,448      5,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       11.7        1.9       64.0       68.5       78.2       82.2:      21.8       17.8
Old  :     100.0:      12.3       11.7        1.9       64.0       68.5       78.2       82.2:      21.8       17.8
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  :        95:        15         16         10         52         49         73         69:
Old  :        95:        15         16         10         52         49         73         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       40.3       37.4       51.8       20.1       39.0       30.0       46.5
Old  :                 24.7       40.3       37.4       51.8       20.1       39.0       30.0       46.5
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, December 16, 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  :     5,545:     1,929        213        434      2,568      4,663      4,931      5,310:       614        235
Old  :     5,545:     1,929        213        434      2,568      4,663      4,931      5,310:       614        235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :        84:       201         11         16       -132         64         85         91:        -1         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        3.8        7.8       46.3       84.1       88.9       95.8:      11.1        4.2
Old  :     100.0:      34.8        3.8        7.8       46.3       84.1       88.9       95.8:      11.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        17          4          8         13         14         33         24:
Old  :        38:        17          4          8         13         14         33         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       58.0       53.7       78.7       22.7       48.9       33.6       54.0
Old  :                 36.7       58.0       53.7       78.7       22.7       48.9       33.6       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   426,697:   115,396     52,854     84,004    172,533    252,649    371,934    389,508:    54,763     37,189
Old  :   393,716:   115,040     48,755     74,372    153,455    236,816    342,867    359,942:    50,849     33,774
Other:    32,981:     4,344      8,088      5,644     19,078     15,833     29,067     29,566:     3,914      3,415
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     6,515:    -6,646      2,049      3,269      8,462       -261      5,085      5,057:     1,430      1,459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       12.4       19.7       40.4       59.2       87.2       91.3:      12.8        8.7
Old  :     100.0:      29.2       12.4       18.9       39.0       60.1       87.1       91.4:      12.9        8.6
Other:     100.0:      13.2       24.5       17.1       57.8       48.0       88.1       89.6:      11.9       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        82         75         89         88         90        230        208:
Old  :       281:        87         75         87         88         90        230        206:
Other:        92:        12         23         20         45         28         71         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.0       30.8       14.4       39.7        6.1       25.8       10.7       31.7
Old  :                  7.9       32.1       14.5       40.8        6.3       28.5       11.4       34.7
Other:                 26.1       31.7       42.7       48.4       24.6       29.8       41.1       44.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :    11,110:       826      3,999      2,667      5,887      2,596      9,380      9,263:     1,730      1,847
Old  :    11,085:       826      3,991      2,667      5,877      2,593      9,370      9,252:     1,715      1,833
Other:        25:         0          8          0         10          3         10         11:        15         14
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :       178:       -41       -159        245         -2        -13        202         73:       -24        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       36.0       24.0       53.0       23.4       84.4       83.4:      15.6       16.6
Old  :     100.0:       7.5       36.0       24.1       53.0       23.4       84.5       83.5:      15.5       16.5
Other:     100.0:       0.0       32.0        0.0       40.0       12.0       40.0       44.0:      60.0       56.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        13         22         16         18         17         43         48:
Old  :        67:        13         22         16         17         17         42         48:
Other:         4:         0          1          0          3          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       31.6       56.8       45.2       38.1       26.1       43.6       35.3
Old  :                 44.3       31.7       56.8       45.3       38.1       26.2       43.7       35.4
Other:                 40.0       44.0       40.0       44.0       28.0       32.0       28.0       32.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  : 1,336,159:   247,453    310,219     60,159    929,187    811,651  1,236,799  1,182,030:    99,360    154,129
Old  : 1,336,159:   247,453    310,219     60,159    929,187    811,651  1,236,799  1,182,030:    99,360    154,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -41,771:   -15,748    -22,300     -1,040    -23,253    -20,410    -40,041    -43,750:    -1,729      1,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       23.2        4.5       69.5       60.7       92.6       88.5:       7.4       11.5
Old  :     100.0:      18.5       23.2        4.5       69.5       60.7       92.6       88.5:       7.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        44         51         36         98        131        158        202:
Old  :       260:        44         51         36         98        131        158        202:
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  :                 29.4       28.8       40.9       37.6       28.8       28.8       39.8       37.3
Old  :                 29.4       28.8       40.9       37.6       28.8       28.8       39.8       37.3
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, December 16, 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  : 3,400,100:   246,857    517,240    396,772  2,442,813  2,032,986  3,086,442  2,946,998:   313,658    453,102
Old  : 3,400,100:   246,857    517,240    396,772  2,442,813  2,032,986  3,086,442  2,946,998:   313,658    453,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   263,325:   -41,520     14,085    104,873    197,633    151,558    260,986    270,516:     2,339     -7,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       15.2       11.7       71.8       59.8       90.8       86.7:       9.2       13.3
Old  :     100.0:       7.3       15.2       11.7       71.8       59.8       90.8       86.7:       9.2       13.3
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  :       378:        64         91         87        170        197        287        322:
Old  :       378:        64         91         87        170        197        287        322:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       16.9       41.0       22.6       30.6       13.2       36.2       17.0
Old  :                 31.6       16.9       41.0       22.6       30.6       13.2       36.2       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  : 2,064,630:   266,788    295,563    189,705  1,352,945  1,217,415  1,809,437  1,702,683:   255,193    361,947
Old  : 2,064,630:   266,788    295,563    189,705  1,352,945  1,217,415  1,809,437  1,702,683:   255,193    361,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    49,460:    15,163      8,834     23,697      5,617     51,814     44,477     84,345:     4,983    -34,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       14.3        9.2       65.5       59.0       87.6       82.5:      12.4       17.5
Old  :     100.0:      12.9       14.3        9.2       65.5       59.0       87.6       82.5:      12.4       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  :       288:        46         66         54        120        149        195        240:
Old  :       288:        46         66         54        120        149        195        240:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       14.6       31.4       22.4       17.2       10.6       25.4       18.0
Old  :                 18.6       14.6       31.4       22.4       17.2       10.6       25.4       18.0
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, December 16, 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  :   748,299:    35,899    180,877    142,624    540,091    368,978    718,614    692,479:    29,685     55,820
Old  :   748,299:    35,899    180,877    142,624    540,091    368,978    718,614    692,479:    29,685     55,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    34,584:     3,612     -1,035      3,747     28,220     33,247     35,580     35,959:      -996     -1,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       24.2       19.1       72.2       49.3       96.0       92.5:       4.0        7.5
Old  :     100.0:       4.8       24.2       19.1       72.2       49.3       96.0       92.5:       4.0        7.5
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  :       101:        16         28         37         42         49         81         97:
Old  :       101:        16         28         37         42         49         81         97:
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  :                 45.2       23.5       56.7       36.2       35.6       16.9       39.6       26.1
Old  :                 45.2       23.5       56.7       36.2       35.6       16.9       39.6       26.1
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, December 16, 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  :   103,668:    23,373      7,791      5,591     58,924     78,632     87,888     92,014:    15,780     11,654
Old  :   103,668:    23,373      7,791      5,591     58,924     78,632     87,888     92,014:    15,780     11,654
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    16,567:     1,515       -780      2,250      9,037     14,140     12,801     15,610:     3,766        958
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        7.5        5.4       56.8       75.8       84.8       88.8:      15.2       11.2
Old  :     100.0:      22.5        7.5        5.4       56.8       75.8       84.8       88.8:      15.2       11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        33         17         13         51         28         91         53:
Old  :       107:        33         17         13         51         28         91         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       42.6       29.6       56.6       17.0       36.7       27.4       48.0
Old  :                 18.6       42.6       29.6       56.6       17.0       36.7       27.4       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :    15,735:     2,361        500         45      6,748     14,508      9,154     15,053:     6,581        683
Old  :    15,735:     2,361        500         45      6,748     14,508      9,154     15,053:     6,581        683
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :     2,916:       -50       -115         41       -172      2,928       -181      2,854:     3,097         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        3.2        0.3       42.9       92.2       58.2       95.7:      41.8        4.3
Old  :     100.0:      15.0        3.2        0.3       42.9       92.2       58.2       95.7:      41.8        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          1          2          7         10         11         13:
Old  :        20:         4          1          2          7         10         11         13:
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  :                 32.1       66.3       51.9       86.9       29.3       66.3       46.4       86.3
Old  :                 32.1       66.3       51.9       86.9       29.3       66.3       46.4       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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  :   175,866:    45,610     18,169      7,506    104,352    128,247    157,469    153,923:    18,397     21,943
Old  :   175,866:    45,610     18,169      7,506    104,352    128,247    157,469    153,923:    18,397     21,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :    27,303:     3,115     -1,344      4,433     18,418     22,424     25,966     25,512:     1,337      1,791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       10.3        4.3       59.3       72.9       89.5       87.5:      10.5       12.5
Old  :     100.0:      25.9       10.3        4.3       59.3       72.9       89.5       87.5:      10.5       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  :       106:        33         17         13         49         27         88         52:
Old  :       106:        33         17         13         49         27         88         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  :                 19.3       41.3       32.3       57.2       17.4       38.0       29.6       50.1
Old  :                 19.3       41.3       32.3       57.2       17.4       38.0       29.6       50.1
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, December 16, 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  :    13,660:    11,005      8,745      1,989        623      2,903     13,617     13,637:        43         23
Old  :    13,660:    11,005      8,745      1,989        623      2,903     13,617     13,637:        43         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.6       64.0       14.6        4.6       21.3       99.7       99.8:       0.3        0.2
Old  :     100.0:      80.6       64.0       14.6        4.6       21.3       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          6          4          2          2         17          9:
Old  :        20:        12          6          4          2          2         17          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.8       76.7       96.7       98.8       77.8       70.3       79.8       80.7
Old  :                 82.8       76.7       96.7       98.8       77.8       70.3       79.8       80.7
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, December 16, 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  :    49,888:    22,284     22,115          4     27,513     27,655     49,801     49,774:        87        114
Old  :    49,888:    22,284     22,115          4     27,513     27,655     49,801     49,774:        87        114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -21,294:    12,172      1,124    -11,540    -21,930    -10,826    -21,298    -21,242:         4        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       44.3        0.0       55.1       55.4       99.8       99.8:       0.2        0.2
Old  :     100.0:      44.7       44.3        0.0       55.1       55.4       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         8         16          1         10         14         19         30:
Old  :        45:         8         16          1         10         14         19         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.3       59.8       96.6       78.4       81.8       52.0       90.4       70.7
Old  :                 85.3       59.8       96.6       78.4       81.8       52.0       90.4       70.7
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, December 16, 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  :    32,850:    21,144     12,500          0     11,631     20,281     32,775     32,781:        75         69
Old  :    32,850:    21,144     12,500          0     11,631     20,281     32,775     32,781:        75         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 9, 2014                     :
     :   -30,414:    11,288     -6,873    -10,211    -31,482    -13,347    -30,405    -30,431:        -9         17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.4       38.1        0.0       35.4       61.7       99.8       99.8:       0.2        0.2
Old  :     100.0:      64.4       38.1        0.0       35.4       61.7       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         9         15          0          6         18         15         33:
Old  :        47:         9         15          0          6         18         15         33:
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  :                 89.6       57.5       97.8       76.3       89.6       57.2       97.6       75.6
Old  :                 89.6       57.5       97.8       76.3       89.6       57.2       97.6       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 19, 2014