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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   504,797:   121,581     94,798    164,376    182,599    195,822    468,556    454,996:    36,241     49,801
Old  :   489,386:   121,587     96,844    159,567    174,899    188,161    456,053    444,572:    33,332     44,814
Other:    15,412:     3,421      1,381      1,382      7,700      7,661     12,503     10,424:     2,909      4,987
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    14,690:    -7,674      8,786     14,087      9,123     -8,259     15,536     14,614:      -846         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.8       32.6       36.2       38.8       92.8       90.1:       7.2        9.9
Old  :     100.0:      24.8       19.8       32.6       35.7       38.4       93.2       90.8:       6.8        9.2
Other:     100.0:      22.2        9.0        9.0       50.0       49.7       81.1       67.6:      18.9       32.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       122        129        159         90        109        300        320:
Old  :       382:       123        130        154         87        108        292        317:
Other:       105:        20         21         10         24         53         52         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       12.9       23.2       22.2       11.5       10.1       18.8       16.0
Old  :                 14.5       13.1       23.7       22.6       11.9       10.8       19.4       16.8
Other:                 32.4       24.3       47.6       35.2       30.1       20.8       43.6       30.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   163,661:    52,245     25,440     25,822     67,192     85,941    145,259    137,203:    18,402     26,458
Old  :   160,330:    52,232     25,625     25,312     65,153     84,848    142,697    135,786:    17,633     24,544
Other:     3,331:       353        154        170      2,039      1,093      2,562      1,417:       769      1,914
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       958:      -712       -486      1,171      2,220        471      2,680      1,156:    -1,721       -198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       15.5       15.8       41.1       52.5       88.8       83.8:      11.2       16.2
Old  :     100.0:      32.6       16.0       15.8       40.6       52.9       89.0       84.7:      11.0       15.3
Other:     100.0:      10.6        4.6        5.1       61.2       32.8       76.9       42.5:      23.1       57.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        59         41         43         54         69        133        135:
Old  :       185:        58         43         41         53         69        131        134:
Other:        55:         9          8          8          9         32         19         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       24.1       32.3       34.7       15.0       17.5       23.7       26.2
Old  :                 21.2       24.6       32.0       35.2       14.9       17.8       23.2       26.6
Other:                 59.9       14.7       71.3       22.9       59.9       14.7       68.8       22.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  : 1,758,904:   413,001    132,801    471,731    731,430    846,425  1,616,163  1,450,957:   142,741    307,947
Old  :   993,744:   313,771    214,730    187,613    419,477    467,410    920,861    869,753:    72,883    123,991
Other:   765,160:   241,108     59,949    142,240    311,954    379,015    695,301    581,204:    69,859    183,956
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :        42:   -37,257     19,127     20,860     18,694    -42,327      2,297     -2,341:    -2,255      2,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.6       26.8       41.6       48.1       91.9       82.5:       8.1       17.5
Old  :     100.0:      31.6       21.6       18.9       42.2       47.0       92.7       87.5:       7.3       12.5
Other:     100.0:      31.5        7.8       18.6       40.8       49.5       90.9       76.0:       9.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       782:       199        150        222        293        379        598        658:
Old  :       722:       152        171        153        247        342        485        581:
Other:       650:       153        107        132        211        341        417        527:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       12.1       17.5       18.1        8.5        7.9       14.7       12.8
Old  :                 14.3       12.4       23.8       20.5       12.6       11.5       21.5       18.0
Other:                 12.4       16.5       22.9       22.3       11.5       12.4       19.7       17.1
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :    10,729:     2,274        717      3,560      4,618      5,526     10,452      9,803:       277        926
Old  :    10,648:     2,274        717      3,536      4,618      5,526     10,428      9,779:       220        869
Other:        81:         0          0         24          0          0         24         24:        57         57
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     1,357:      -144        282        484        995        260      1,335      1,026:        23        331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        6.7       33.2       43.0       51.5       97.4       91.4:       2.6        8.6
Old  :     100.0:      21.4        6.7       33.2       43.4       51.9       97.9       91.8:       2.1        8.2
Other:     100.0:       0.0        0.1       29.2        0.0        0.0       29.2       29.3:      70.8       70.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          7          8          7         10         15         22:
Old  :        23:         5          7          8          7         10         15         22:
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  :                 54.5       44.7       82.4       67.2       31.8       35.3       46.7       40.9
Old  :                 54.7       44.8       82.8       67.5       32.0       35.5       47.1       41.2
Other:                 29.2       29.3       29.2       29.3        0.0        0.1        0.0        0.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,577:     1,584        696      1,280      3,807      5,521      6,671      7,497:     1,906      1,080
Old  :     8,577:     1,584        696      1,280      3,807      5,521      6,671      7,497:     1,906      1,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       461:       -96         62        196        637        211        737        469:      -276         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5        8.1       14.9       44.4       64.4       77.8       87.4:      22.2       12.6
Old  :     100.0:      18.5        8.1       14.9       44.4       64.4       77.8       87.4:      22.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        12          8          9         15         11         33         22:
Old  :        36:        12          8          9         15         11         33         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       50.9       48.4       74.1       27.0       40.1       35.9       52.8
Old  :                 28.1       50.9       48.4       74.1       27.0       40.1       35.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   798,278:   219,881     87,781    216,725    303,103    376,352    739,709    680,858:    58,569    117,420
Old  :   395,875:   158,755     53,897     81,280    125,186    223,431    365,221    358,607:    30,654     37,268
Other:   402,403:    87,297     60,056    109,274    177,917    152,921    374,488    322,251:    27,915     80,152
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    16,475:    -6,381        796     10,406      9,710      3,636     13,735     14,839:     2,740      1,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       11.0       27.1       38.0       47.1       92.7       85.3:       7.3       14.7
Old  :     100.0:      40.1       13.6       20.5       31.6       56.4       92.3       90.6:       7.7        9.4
Other:     100.0:      21.7       14.9       27.2       44.2       38.0       93.1       80.1:       6.9       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       627:       193        186        230        151        221        477        519:
Old  :       555:       159        170        151        123        188        369        424:
Other:       513:       154        137        152        122        188        351        407:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.8       12.4       16.1       19.9        6.9        8.3       13.1       12.6
Old  :                 11.6       18.0       20.7       27.3       11.3       14.9       19.6       22.9
Other:                 12.0       13.2       20.3       20.4       10.8        7.9       17.3       12.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    19,112:    13,144        904         61         19      4,278     13,224      5,243:     5,888     13,869
Old  :     2,582:     1,820        165          0         19        575      1,839        740:       743      1,842
Other:    16,530:    11,349        764         36          0      3,703     11,385      4,503:     5,145     12,027
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8        4.7        0.3        0.1       22.4       69.2       27.4:      30.8       72.6
Old  :     100.0:      70.5        6.4        0.0        0.7       22.3       71.2       28.7:      28.8       71.3
Other:     100.0:      68.7        4.6        0.2        0.0       22.4       68.9       27.2:      31.1       72.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         4          3          3          2         13          7         18:
Old  :        19:         5          2          0          2         11          7         13:
Other:        19:         3          3          3          0         13          4         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       13.5       69.2       19.9       68.8       13.4       68.8       19.7
Old  :                 70.4       26.8       71.2       28.2       70.4       26.5       71.0       27.9
Other:                 68.9       11.9       68.9       18.8       68.7       11.9       68.7       18.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   357,270:    91,218     87,989     63,084    170,107    174,377    324,409    325,449:    32,861     31,820
Old  :   236,707:    73,749     89,537     34,981    109,256     87,302    217,985    211,820:    18,722     24,888
Other:   120,562:    33,746     14,728     11,827     60,851     87,074    106,424    113,629:    14,139      6,933
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     6,889:    -4,110     12,453        375     11,441     -7,676      7,705      5,151:      -816      1,738
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       24.6       17.7       47.6       48.8       90.8       91.1:       9.2        8.9
Old  :     100.0:      31.2       37.8       14.8       46.2       36.9       92.1       89.5:       7.9       10.5
Other:     100.0:      28.0       12.2        9.8       50.5       72.2       88.3       94.2:      11.7        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        77         87         77         84         80        210        206:
Old  :       265:        71         89         55         74         73        175        189:
Other:       183:        61         38         34         61         49        138        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       23.6       20.0       33.0        9.5       19.3       17.0       25.2
Old  :                 14.3       17.8       25.1       26.4       13.5       17.1       23.7       25.0
Other:                 15.1       43.3       25.1       57.9       13.5       40.2       23.5       53.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   947,987:   118,391     57,053     84,270    529,676    571,483    732,336    712,806:   215,651    235,181
Old  :   947,987:   118,391     57,053     84,270    529,676    571,483    732,336    712,806:   215,651    235,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    90,129:      -940      2,593     21,359     45,655     32,648     66,075     56,600:    24,055     33,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        6.0        8.9       55.9       60.3       77.3       75.2:      22.7       24.8
Old  :     100.0:      12.5        6.0        8.9       55.9       60.3       77.3       75.2:      22.7       24.8
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  :       182:        34         34         42         89         97        149        147:
Old  :       182:        34         34         42         89         97        149        147:
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  :                 15.7       15.1       25.0       23.5       13.7       10.3       20.1       17.0
Old  :                 15.7       15.1       25.0       23.5       13.7       10.3       20.1       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   505,242:    55,440     51,144      5,207    339,184    360,750    399,831    417,101:   105,412     88,142
Old  :   505,242:    55,440     51,144      5,207    339,184    360,750    399,831    417,101:   105,412     88,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    14,478:       374      1,138      2,642      4,838      9,226      7,855     13,006:     6,624      1,472
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       10.1        1.0       67.1       71.4       79.1       82.6:      20.9       17.4
Old  :     100.0:      11.0       10.1        1.0       67.1       71.4       79.1       82.6:      20.9       17.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:         9         15         12         48         40         67         57:
Old  :        82:         9         15         12         48         40         67         57:
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  :                 26.1       41.4       41.3       54.4       22.8       38.8       34.1       47.6
Old  :                 26.1       41.4       41.3       54.4       22.8       38.8       34.1       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     7,225:     1,271      1,000        945      4,464      5,015      6,680      6,960:       545        265
Old  :     7,225:     1,271      1,000        945      4,464      5,015      6,680      6,960:       545        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       349:       -17         78         25        286        274        294        377:        55        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.8       13.1       61.8       69.4       92.5       96.3:       7.5        3.7
Old  :     100.0:      17.6       13.8       13.1       61.8       69.4       92.5       96.3:       7.5        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        13          6          4         15         18         30         27:
Old  :        41:        13          6          4         15         18         30         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  :                 43.2       46.2       65.5       66.1       17.0       23.2       25.7       32.7
Old  :                 43.2       46.2       65.5       66.1       17.0       23.2       25.7       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :   384,625:   114,430     50,402     69,701    145,700    235,595    329,831    355,698:    54,794     28,926
Old  :   249,690:    97,576     37,612     41,143     74,850    153,409    213,569    232,163:    36,121     17,527
Other:   134,935:    25,710     21,646     19,703     70,850     82,186    116,262    123,535:    18,672     11,399
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     4,439:    -1,037     -2,872      2,493        709      5,317      2,165      4,937:     2,274       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.8       13.1       18.1       37.9       61.3       85.8       92.5:      14.2        7.5
Old  :     100.0:      39.1       15.1       16.5       30.0       61.4       85.5       93.0:      14.5        7.0
Other:     100.0:      19.1       16.0       14.6       52.5       60.9       86.2       91.6:      13.8        8.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        83         72         77         90         98        223        201:
Old  :       254:        81         60         59         81         87        196        174:
Other:       183:        47         46         34         68         64        133        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       24.4       16.4       36.5        6.9       20.7       12.2       28.1
Old  :                 11.9       25.9       20.7       36.3       10.7       23.9       17.8       31.6
Other:                 17.0       30.4       29.0       44.3       16.0       27.8       25.6       36.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :     9,293:     1,759        796        953      4,483      6,068      7,196      7,818:     2,097      1,475
Old  :     6,435:     1,538      1,177        284      3,312      4,061      5,133      5,521:     1,302        914
Other:     2,857:       602          0        289      1,172      2,007      2,062      2,296:       795        561
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       374:        15         67        288         93          4        396        359:       -22         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        8.6       10.3       48.2       65.3       77.4       84.1:      22.6       15.9
Old  :     100.0:      23.9       18.3        4.4       51.5       63.1       79.8       85.8:      20.2       14.2
Other:     100.0:      21.1        0.0       10.1       41.0       70.3       72.2       80.4:      27.8       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16          6          8         22         16         42         28:
Old  :        44:        11         10          6         15         11         30         23:
Other:        30:        10          1          5         16         13         27         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       48.7       46.9       62.4       31.9       44.3       40.9       52.6
Old  :                 39.7       58.2       54.6       70.9       39.7       52.9       54.0       65.4
Other:                 38.4       52.8       49.1       66.7       33.0       49.5       43.5       60.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  : 1,275,500:   241,216    192,840     88,626    819,478    844,263  1,149,320  1,125,729:   126,180    149,770
Old  : 1,275,500:   241,216    192,840     88,626    819,478    844,263  1,149,320  1,125,729:   126,180    149,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    67,486:    19,591      5,794     19,196     14,071     27,324     52,857     52,314:    14,628     15,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       15.1        6.9       64.2       66.2       90.1       88.3:       9.9       11.7
Old  :     100.0:      18.9       15.1        6.9       64.2       66.2       90.1       88.3:       9.9       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       247:        42         40         32         98        132        155        189:
Old  :       247:        42         40         32         98        132        155        189:
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  :                 25.0       17.3       33.7       27.0       21.0       16.7       29.1       25.7
Old  :                 25.0       17.3       33.7       27.0       21.0       16.7       29.1       25.7
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, May 20, 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  : 3,558,223:   432,169    382,523    414,293  2,336,645  2,225,074  3,183,107  3,021,890:   375,116    536,333
Old  : 3,558,223:   432,169    382,523    414,293  2,336,645  2,225,074  3,183,107  3,021,890:   375,116    536,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :   238,434:    29,417      3,719     76,899     72,347    142,347    178,663    222,964:    59,772     15,470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       10.8       11.6       65.7       62.5       89.5       84.9:      10.5       15.1
Old  :     100.0:      12.1       10.8       11.6       65.7       62.5       89.5       84.9:      10.5       15.1
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  :       395:        68         94         96        169        206        298        335:
Old  :       395:        68         94         96        169        206        298        335:
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       14.5       34.7       21.3       23.3       12.2       30.4       17.4
Old  :                 26.5       14.5       34.7       21.3       23.3       12.2       30.4       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  : 2,487,758:   279,175    278,170    209,590  1,708,668  1,589,597  2,197,432  2,077,356:   290,325    410,401
Old  : 2,487,758:   279,175    278,170    209,590  1,708,668  1,589,597  2,197,432  2,077,356:   290,325    410,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    91,305:     1,346    -40,291     46,377    -18,135     66,888     29,588     72,974:    61,717     18,331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       11.2        8.4       68.7       63.9       88.3       83.5:      11.7       16.5
Old  :     100.0:      11.2       11.2        8.4       68.7       63.9       88.3       83.5:      11.7       16.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        43         59         45        122        163        191        241:
Old  :       291:        43         59         45        122        163        191        241:
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  :                 30.7       18.6       39.6       27.3       27.2       17.8       34.0       24.8
Old  :                 30.7       18.6       39.6       27.3       27.2       17.8       34.0       24.8
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, May 20, 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  :   362,452:    20,151     73,863     56,439    256,881    172,148    333,471    302,450:    28,981     60,002
Old  :   362,452:    20,151     73,863     56,439    256,881    172,148    333,471    302,450:    28,981     60,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    21,525:      -243      2,604      3,811     18,811      9,092     22,379     15,507:      -854      6,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6       20.4       15.6       70.9       47.5       92.0       83.4:       8.0       16.6
Old  :     100.0:       5.6       20.4       15.6       70.9       47.5       92.0       83.4:       8.0       16.6
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  :        77:        12         25         21         35         36         60         70:
Old  :        77:        12         25         21         35         36         60         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  :                 45.9       19.7       56.2       32.3       39.9       17.1       44.1       24.6
Old  :                 45.9       19.7       56.2       32.3       39.9       17.1       44.1       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :    63,005:    16,303     16,901        732     38,348     36,861     55,384     54,494:     7,621      8,511
Old  :    63,005:    16,303     16,901        732     38,348     36,861     55,384     54,494:     7,621      8,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :    -7,452:    -5,465      3,320       -137       -752     -8,190     -6,354     -5,007:    -1,098     -2,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       26.8        1.2       60.9       58.5       87.9       86.5:      12.1       13.5
Old  :     100.0:      25.9       26.8        1.2       60.9       58.5       87.9       86.5:      12.1       13.5
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  :       118:        35         27         15         41         27         81         64:
Old  :       118:        35         27         15         41         27         81         64:
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  :                 23.2       35.6       36.5       54.5       23.2       35.3       36.5       54.2
Old  :                 23.2       35.6       36.5       54.5       23.2       35.3       36.5       54.2
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, May 20, 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  :   126,010:    32,607     33,802      1,465     76,696     73,721    110,768    108,989:    15,242     17,021
Old  :   126,010:    32,607     33,802      1,465     76,696     73,721    110,768    108,989:    15,242     17,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :   -14,904:   -10,931      6,640       -273     -1,505    -16,380    -12,709    -10,014:    -2,195     -4,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       26.8        1.2       60.9       58.5       87.9       86.5:      12.1       13.5
Old  :     100.0:      25.9       26.8        1.2       60.9       58.5       87.9       86.5:      12.1       13.5
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  :       118:        35         27         15         41         27         81         64:
Old  :       118:        35         27         15         41         27         81         64:
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  :                 23.2       35.6       36.5       54.5       23.2       35.3       36.5       54.2
Old  :                 23.2       35.6       36.5       54.5       23.2       35.3       36.5       54.2
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, May 20, 2014                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,576:    13,734     15,503      1,056      1,723          0     16,513     16,559:        63         17
Old  :    16,576:    13,734     15,503      1,056      1,723          0     16,513     16,559:        63         17
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       213:       480        223        -10       -254          0        216        213:        -3          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9       93.5        6.4       10.4        0.0       99.6       99.9:       0.4        0.1
Old  :     100.0:      82.9       93.5        6.4       10.4        0.0       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        16          4          3          2          0         19          6:
Old  :        22:        16          4          3          2          0         19          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       98.8       84.6       99.9       68.3       93.5       81.8       93.5
Old  :                 70.1       98.8       84.6       99.9       68.3       93.5       81.8       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :    57,514:     4,295     19,997        375     52,800     37,029     57,470     57,401:        44        113
Old  :    57,514:     4,295     19,997        375     52,800     37,029     57,470     57,401:        44        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :     1,170:      -269         43          0      1,481      1,131      1,212      1,174:       -42         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       34.8        0.7       91.8       64.4       99.9       99.8:       0.1        0.2
Old  :     100.0:       7.5       34.8        0.7       91.8       64.4       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3         13          1         13         12         16         26:
Old  :        40:         3         13          1         13         12         16         26:
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  :                 80.6       52.3       98.1       75.7       78.7       43.8       89.4       67.3
Old  :                 80.6       52.3       98.1       75.7       78.7       43.8       89.4       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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  :    44,970:       617     15,724        107     44,175     28,732     44,899     44,563:        71        407
Old  :    44,970:       617     15,724        107     44,175     28,732     44,899     44,563:        71        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 13, 2014                         :
     :       199:       135        -64        107          4        108        246        151:       -47         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       35.0        0.2       98.2       63.9       99.8       99.1:       0.2        0.9
Old  :     100.0:       1.4       35.0        0.2       98.2       63.9       99.8       99.1:       0.2        0.9
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  :        42:         3         17          2          7         16         12         33:
Old  :        42:         3         17          2          7         16         12         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  :                 89.4       53.5       99.4       73.0       89.1       53.5       94.8       71.7
Old  :                 89.4       53.5       99.4       73.0       89.1       53.5       94.8       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 23, 2014