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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   504,890:   118,396     86,141    170,094    178,647    198,305    467,137    454,541:    37,753     50,349
Old  :   225,213:    77,919     71,086     55,956     73,660     79,225    207,535    206,267:    17,679     18,947
Other:   279,676:    65,545     40,123     89,070    104,987    119,081    259,602    248,274:    20,075     31,403
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    12,376:     6,777     -5,425      6,902       -832      9,863     12,847     11,340:      -470      1,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       17.1       33.7       35.4       39.3       92.5       90.0:       7.5       10.0
Old  :     100.0:      34.6       31.6       24.8       32.7       35.2       92.2       91.6:       7.8        8.4
Other:     100.0:      23.4       14.3       31.8       37.5       42.6       92.8       88.8:       7.2       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       107        118        147         89        111        279        304:
Old  :       309:       101        100         90         70         72        214        220:
Other:       285:        77         93         98         73         97        207        235:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       12.1       22.7       20.7       12.2       10.9       19.1       16.2
Old  :                 16.9       20.3       27.1       31.0       16.6       19.7       25.8       28.8
Other:                 15.1       11.1       24.0       19.5       12.0        7.6       19.0       12.4
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   162,074:    54,250     20,946     22,258     66,715     90,404    143,223    133,608:    18,851     28,466
Old  :    70,523:    36,078     14,566      4,061     22,164     42,021     62,303     60,648:     8,220      9,875
Other:    91,551:    26,525     14,733      9,844     44,551     48,383     80,920     72,960:    10,631     18,591
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    14,493:     3,630       -514      3,761      5,775     11,224     13,166     14,470:     1,326         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       12.9       13.7       41.2       55.8       88.4       82.4:      11.6       17.6
Old  :     100.0:      51.2       20.7        5.8       31.4       59.6       88.3       86.0:      11.7       14.0
Other:     100.0:      29.0       16.1       10.8       48.7       52.8       88.4       79.7:      11.6       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        56         39         36         50         62        123        122:
Old  :       152:        44         34         18         33         51         88         92:
Other:       149:        36         34         23         45         59         91        106:
     :----------------------------------------------------------------------------------------------------
     :             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       28.2       32.2       36.3       17.1       19.5       26.3       26.6
Old  :                 25.1       37.8       38.0       45.6       25.1       37.8       38.0       45.2
Other:                 27.3       24.2       39.0       34.3       18.4       14.9       28.2       22.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  : 1,717,075:   414,549    122,852    448,764    692,577    829,478  1,555,890  1,401,095:   161,185    315,980
Old  : 1,154,402:   351,374    192,714    218,015    475,290    578,441  1,044,679    989,170:   109,724    165,233
Other:   562,672:   175,803     42,767    118,121    217,287    251,037    511,211    411,925:    51,461    150,747
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -36,782:       417     -7,159    -25,178    -15,372     -9,148    -40,133    -41,485:     3,351      4,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        7.2       26.1       40.3       48.3       90.6       81.6:       9.4       18.4
Old  :     100.0:      30.4       16.7       18.9       41.2       50.1       90.5       85.7:       9.5       14.3
Other:     100.0:      31.2        7.6       21.0       38.6       44.6       90.9       73.2:       9.1       26.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       750:       179        150        210        287        366        582        628:
Old  :       709:       150        163        160        261        347        509        575:
Other:       576:       130         82        113        159        318        330        476:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       11.8       16.6       17.8        8.3        9.1       14.6       12.9
Old  :                 12.8       12.3       21.2       19.2       11.4       11.6       19.8       16.7
Other:                 14.1       15.3       24.6       22.3       13.3       11.9       21.9       16.3
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 2014                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,593:     2,190        614      1,215      2,743      4,338      6,148      6,167:       444        426
Old  :     6,561:     2,215        614      1,187      2,743      4,338      6,146      6,139:       416        422
Other:        31:         0         25          3          0          0          3         28:        29          3
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :       291:       307        -65         94       -174        215        228        244:        64         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        9.3       18.4       41.6       65.8       93.3       93.5:       6.7        6.5
Old  :     100.0:      33.8        9.4       18.1       41.8       66.1       93.7       93.6:       6.3        6.4
Other:     100.0:       0.0       80.2        9.0        0.0        0.0        9.0       89.2:      91.0       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          5          6          4          7         11         17:
Old  :        20:         6          5          6          4          7         11         17:
Other:         1:         0          1          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       53.1       85.0       73.6       49.3       47.9       62.8       60.7
Old  :                 60.0       53.4       85.4       73.5       49.6       48.1       63.4       61.0
Other:                  9.0       89.2        9.0       89.2        0.0       80.2        0.0       80.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :    10,711:     2,407      1,076      1,210      4,445      6,822      8,063      9,108:     2,649      1,603
Old  :     6,420:     2,276      1,211        483      2,058      3,818      4,817      5,512:     1,603        908
Other:     4,291:       344         77        514      2,387      3,004      3,245      3,596:     1,046        695
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :      -555:      -746        154         23        338       -463       -385       -285:      -170       -270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       10.0       11.3       41.5       63.7       75.3       85.0:      24.7       15.0
Old  :     100.0:      35.4       18.9        7.5       32.1       59.5       75.0       85.9:      25.0       14.1
Other:     100.0:       8.0        1.8       12.0       55.6       70.0       75.6       83.8:      24.4       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         9         11          9         13         12         29         25:
Old  :        34:         9          9          6         11          9         24         20:
Other:        26:         5          6          8         10         12         20         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  :                 33.8       40.5       50.1       62.5       29.0       40.3       41.0       53.0
Old  :                 34.5       44.9       52.8       67.2       34.2       44.7       50.5       62.7
Other:                 51.9       50.7       65.0       67.6       43.6       45.3       51.2       56.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   795,823:   254,773     62,514    208,043    271,694    414,237    734,510    684,794:    61,312    111,029
Old  :   525,967:   222,628     47,576    116,327    144,637    309,904    483,592    473,807:    42,375     52,160
Other:   269,855:    61,513     44,305     62,348    127,057    104,333    250,918    210,986:    18,937     58,869
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -46,220:   -15,865     -5,528    -19,933    -14,399    -24,607    -50,197    -50,068:     3,977      3,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        7.9       26.1       34.1       52.1       92.3       86.0:       7.7       14.0
Old  :     100.0:      42.3        9.0       22.1       27.5       58.9       91.9       90.1:       8.1        9.9
Other:     100.0:      22.8       16.4       23.1       47.1       38.7       93.0       78.2:       7.0       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       189        158        210        141        197        440        467:
Old  :       538:       178        142        174        118        183        384        419:
Other:       415:       110        110        111        102        155        271        324:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.8       14.8       14.9       21.7        7.0       11.0       13.1       16.1
Old  :                 10.1       17.6       18.6       25.6        9.9       14.9       18.1       21.9
Other:                 13.5       15.8       22.6       22.9       13.5       11.5       20.8       17.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   344,112:    94,507     68,630     58,985    156,125    189,485    309,616    317,100:    34,496     27,013
Old  :   270,548:    82,350     72,300     39,244    124,308    136,320    245,902    247,864:    24,646     22,684
Other:    73,564:    24,115      8,290      7,782     31,817     53,165     63,714     69,236:     9,850      4,328
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    -2,749:    -8,846      9,037     -3,189     10,891     -9,507     -1,144     -3,659:    -1,605        910
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       19.9       17.1       45.4       55.1       90.0       92.2:      10.0        7.8
Old  :     100.0:      30.4       26.7       14.5       45.9       50.4       90.9       91.6:       9.1        8.4
Other:     100.0:      32.8       11.3       10.6       43.3       72.3       86.6       94.1:      13.4        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       269:        85         72         79         81         76        202        199:
Old  :       262:        74         81         64         77         72        183        189:
Other:       137:        48         27         30         47         34        110         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       28.6       20.7       37.5       10.0       21.9       17.3       30.1
Old  :                 14.7       23.8       24.1       33.0       12.2       18.7       20.7       26.0
Other:                 16.3       49.0       28.0       61.6       16.3       45.7       28.0       56.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   799,971:    90,740     69,344     53,172    487,910    498,146    631,822    620,661:   168,149    179,310
Old  :   799,971:    90,740     69,344     53,172    487,910    498,146    631,822    620,661:   168,149    179,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -24,356:    -4,566      9,343     -5,187    -18,903    -28,616    -28,656    -24,460:     4,301        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        8.7        6.6       61.0       62.3       79.0       77.6:      21.0       22.4
Old  :     100.0:      11.3        8.7        6.6       61.0       62.3       79.0       77.6:      21.0       22.4
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  :       172:        29         35         40         80         90        132        142:
Old  :       172:        29         35         40         80         90        132        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       12.8       32.8       20.6       19.1        8.9       25.4       15.9
Old  :                 21.9       12.8       32.8       20.6       19.1        8.9       25.4       15.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   481,655:    49,818     61,720      1,516    342,165    336,141    393,499    399,377:    88,156     82,277
Old  :   481,655:    49,818     61,720      1,516    342,165    336,141    393,499    399,377:    88,156     82,277
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    -8,540:       671      6,930       -311    -13,125     -7,129    -12,765       -510:     4,225     -8,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       12.8        0.3       71.0       69.8       81.7       82.9:      18.3       17.1
Old  :     100.0:      10.3       12.8        0.3       71.0       69.8       81.7       82.9:      18.3       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  :        82:         8         16          9         44         40         58         59:
Old  :        82:         8         16          9         44         40         58         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       36.8       42.1       51.2       22.8       35.5       34.0       47.3
Old  :                 25.9       36.8       42.1       51.2       22.8       35.5       34.0       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :     5,257:       817      1,058        827      3,033      3,011      4,677      4,896:       580        361
Old  :     5,257:       817      1,058        827      3,033      3,011      4,677      4,896:       580        361
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :      -366:      -137        -16         62       -240       -411       -315       -365:       -51         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       20.1       15.7       57.7       57.3       89.0       93.1:      11.0        6.9
Old  :     100.0:      15.5       20.1       15.7       57.7       57.3       89.0       93.1:      11.0        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        10          8          6         13         16         28         27:
Old  :        38:        10          8          6         13         16         28         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  :                 43.3       44.3       64.9       64.9       23.4       28.2       34.0       37.1
Old  :                 43.3       44.3       64.9       64.9       23.4       28.2       34.0       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   362,819:   109,302     55,185     60,662    138,713    220,819    308,677    336,666:    54,142     26,153
Old  :   272,254:    97,928     48,516     43,694     89,316    160,282    230,938    252,492:    41,315     19,762
Other:    90,565:    16,971     12,266     11,371     49,397     60,537     77,739     84,174:    12,826      6,391
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    -3,933:    -3,287     -2,882        408     -2,730     -3,028     -5,609     -5,503:     1,676      1,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       15.2       16.7       38.2       60.9       85.1       92.8:      14.9        7.2
Old  :     100.0:      36.0       17.8       16.0       32.8       58.9       84.8       92.7:      15.2        7.3
Other:     100.0:      18.7       13.5       12.6       54.5       66.8       85.8       92.9:      14.2        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        82         60         64         89         98        207        189:
Old  :       257:        86         52         60         82         92        193        181:
Other:       145:        27         35         25         64         53        108         96:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.8       30.3       16.5       39.8        7.7       24.8       13.7       31.3
Old  :                 11.1       28.5       19.6       37.7       10.1       26.4       17.8       33.1
Other:                 18.2       35.7       30.4       52.8       16.2       29.7       25.2       41.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :     8,485:       913      1,383        534      4,770      5,517      6,217      7,433:     2,268      1,052
Old  :     7,038:       862      1,449        355      4,033      4,438      5,250      6,241:     1,788        796
Other:     1,447:       136         19         95        737      1,079        968      1,192:       480        255
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :        50:        61       -273        117       -151        281         27        125:        23        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       16.3        6.3       56.2       65.0       73.3       87.6:      26.7       12.4
Old  :     100.0:      12.2       20.6        5.0       57.3       63.1       74.6       88.7:      25.4       11.3
Other:     100.0:       9.4        1.3        6.5       50.9       74.5       66.9       82.4:      33.1       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        12         10          7         19         13         35         27:
Old  :        43:        11         10          7         14         10         30         23:
Other:        21:         5          2          4         10          8         16         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       57.6       45.8       69.9       31.5       54.5       39.4       62.7
Old  :                 40.7       64.2       50.3       76.9       40.7       60.5       49.8       73.0
Other:                 44.9       62.6       57.0       78.4       38.4       58.7       48.5       65.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  : 1,044,728:   170,113    171,763     61,531    718,377    685,207    950,021    918,501:    94,707    126,227
Old  : 1,044,728:   170,113    171,763     61,531    718,377    685,207    950,021    918,501:    94,707    126,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    98,648:    -6,711        603     21,372     96,000     65,545    110,661     87,520:   -12,013     11,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       16.4        5.9       68.8       65.6       90.9       87.9:       9.1       12.1
Old  :     100.0:      16.3       16.4        5.9       68.8       65.6       90.9       87.9:       9.1       12.1
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  :       232:        42         31         31         99        121        152        172:
Old  :       232:        42         31         31         99        121        152        172:
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  :                 26.5       21.1       36.9       31.5       23.5       19.8       31.3       28.7
Old  :                 26.5       21.1       36.9       31.5       23.5       19.8       31.3       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  : 3,002,852:   308,585    366,769    286,731  2,110,561  1,866,235  2,705,877  2,519,734:   296,976    483,118
Old  : 3,002,852:   308,585    366,769    286,731  2,110,561  1,866,235  2,705,877  2,519,734:   296,976    483,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -47,234:   -40,979      3,728    -70,829     71,360     18,168    -40,448    -48,933:    -6,786      1,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       12.2        9.5       70.3       62.1       90.1       83.9:       9.9       16.1
Old  :     100.0:      10.3       12.2        9.5       70.3       62.1       90.1       83.9:       9.9       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        67         78         82        155        174        269        287:
Old  :       348:        67         78         82        155        174        269        287:
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  :                 26.0       19.1       37.1       24.2       25.3       16.9       34.6       20.7
Old  :                 26.0       19.1       37.1       24.2       25.3       16.9       34.6       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  : 2,303,793:   244,664    404,077    165,798  1,696,691  1,319,748  2,107,153  1,889,622:   196,641    414,171
Old  : 2,303,793:   244,664    404,077    165,798  1,696,691  1,319,748  2,107,153  1,889,622:   196,641    414,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   134,927:    20,601    104,422     15,347    138,288    -56,555    174,237     63,214:   -39,310     71,713
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       17.5        7.2       73.6       57.3       91.5       82.0:       8.5       18.0
Old  :     100.0:      10.6       17.5        7.2       73.6       57.3       91.5       82.0:       8.5       18.0
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  :       280:        37         69         50        105        148        172        237:
Old  :       280:        37         69         50        105        148        172        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  :                 35.1       13.7       46.3       20.4       33.4       10.8       43.4       15.8
Old  :                 35.1       13.7       46.3       20.4       33.4       10.8       43.4       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   336,018:    26,536     61,356     52,933    225,550    169,155    305,019    283,444:    30,999     52,573
Old  :   336,018:    26,536     61,356     52,933    225,550    169,155    305,019    283,444:    30,999     52,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    17,830:     2,395      6,655      3,250      7,824      3,147     13,469     13,052:     4,362      4,778
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       18.3       15.8       67.1       50.3       90.8       84.4:       9.2       15.6
Old  :     100.0:       7.9       18.3       15.8       67.1       50.3       90.8       84.4:       9.2       15.6
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  :        79:        17         22         24         36         34         64         70:
Old  :        79:        17         22         24         36         34         64         70:
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  :                 42.5       23.2       53.6       33.1       34.7       18.8       42.4       26.7
Old  :                 42.5       23.2       53.6       33.1       34.7       18.8       42.4       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :    65,504:    16,597     12,211        677     39,339     45,033     56,613     57,921:     8,891      7,584
Old  :    65,504:    16,597     12,211        677     39,339     45,033     56,613     57,921:     8,891      7,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -28,426:    -3,745      3,248     -4,249    -19,831    -26,344    -27,826    -27,345:      -601     -1,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.6        1.0       60.1       68.7       86.4       88.4:      13.6       11.6
Old  :     100.0:      25.3       18.6        1.0       60.1       68.7       86.4       88.4:      13.6       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        30         24          9         35         24         69         53:
Old  :       104:        30         24          9         35         24         69         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  :                 24.6       48.9       38.5       66.3       24.6       48.9       38.5       66.2
Old  :                 24.6       48.9       38.5       66.3       24.6       48.9       38.5       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :   131,009:    33,194     24,421      1,353     78,678     90,067    113,226    115,841:    17,783     15,168
Old  :   131,009:    33,194     24,421      1,353     78,678     90,067    113,226    115,841:    17,783     15,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :   -28,601:    -4,558      2,154     -3,326    -21,941    -26,398    -29,825    -27,570:     1,224     -1,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       18.6        1.0       60.1       68.7       86.4       88.4:      13.6       11.6
Old  :     100.0:      25.3       18.6        1.0       60.1       68.7       86.4       88.4:      13.6       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        30         24          9         35         24         69         53:
Old  :       104:        30         24          9         35         24         69         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  :                 24.6       48.9       38.5       66.3       24.6       48.9       38.5       66.2
Old  :                 24.6       48.9       38.5       66.3       24.6       48.9       38.5       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :    13,594:    11,003     12,494      1,097      1,467          0     13,567     13,591:        27          3
Old  :    13,594:    11,003     12,494      1,097      1,467          0     13,567     13,591:        27          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :    -5,837:      -976      3,622     -4,913         68     -4,540     -5,821     -5,831:       -16         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.9       91.9        8.1       10.8        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      80.9       91.9        8.1       10.8        0.0       99.8      100.0:       0.2        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  :        23:        16          5          3          2          0         19          7:
Old  :        23:        16          5          3          2          0         19          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       97.5       84.6      100.0       65.1       91.3       80.2       91.9
Old  :                 67.7       97.5       84.6      100.0       65.1       91.3       80.2       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :    38,805:     1,485     17,300        197     37,045     21,161     38,727     38,658:        78        147
Old  :    38,805:     1,485     17,300        197     37,045     21,161     38,727     38,658:        78        147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :       187:       -26        326         -2        252       -143        224        181:       -37          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       44.6        0.5       95.5       54.5       99.8       99.6:       0.2        0.4
Old  :     100.0:       3.8       44.6        0.5       95.5       54.5       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  :        43:         5         13          1         13         14         18         28:
Old  :        43:         5         13          1         13         14         18         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  :                 83.4       54.1       97.1       76.6       80.6       41.6       84.7       64.1
Old  :                 83.4       54.1       97.1       76.6       80.6       41.6       84.7       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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  :    31,338:       437     24,527        155     30,726      6,562     31,318     31,244:        20         94
Old  :    31,338:       437     24,527        155     30,726      6,562     31,318     31,244:        20         94
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 18, 2014                       :
     :       784:      -269        727        155        929        -65        815        817:       -31        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       78.3        0.5       98.0       20.9       99.9       99.7:       0.1        0.3
Old  :     100.0:       1.4       78.3        0.5       98.0       20.9       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1         18          1          7         13          9         31:
Old  :        37:         1         18          1          7         13          9         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  :                 96.7       58.8       99.9       77.3       90.6       58.8       93.3       74.3
Old  :                 96.7       58.8       99.9       77.3       90.6       58.8       93.3       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 28, 2014