```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      437,580
COMMITMENTS
 115,502  178,192   84,669  199,287  128,275  399,458  391,136   38,122   46,444

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     16,852)
  -2,112   12,185    8,206   11,845   -1,719   17,939   18,672   -1,087   -1,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     40.7     19.3     45.5     29.3     91.3     89.4      8.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     112      132      121       99       90      288      280
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      142,048
COMMITMENTS
  49,677   38,117   10,643   65,560   65,119  125,880  113,879   16,168   28,169

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -817)
  -1,837     -656      216    1,344   -1,108     -277   -1,548     -540      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     26.8      7.5     46.2     45.8     88.6     80.2     11.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       42       40       56       65      126      133
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,383,027
COMMITMENTS
 436,737  370,957  192,163  625,549  567,815  1254449  1130935  128,578  252,092

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     41,581)
   8,211   28,815   15,647   12,341   -3,141   36,199   41,321    5,382      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     26.8     13.9     45.2     41.1     90.7     81.8      9.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      730)
     138      205      179      254      305      515      591
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,242
COMMITMENTS
   2,686    1,172       51    2,415    4,855    5,152    6,078    2,090    1,164

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        -47)
      74      150        6     -194     -478     -114     -322       67      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     16.2      0.7     33.3     67.0     71.1     83.9     28.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        6        6       12       11       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      610,514
COMMITMENTS
 184,670  188,425   69,316  314,963  237,482  568,949  495,223   41,565  115,291

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -38,456)
  -4,107   -6,004  -20,836  -11,488   -9,042  -36,431  -35,882   -2,025   -2,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     30.9     11.4     51.6     38.9     93.2     81.1      6.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     154      211      154      150      214      404      499
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,880
COMMITMENTS
  17,256    1,135      290        2    5,266   17,548    6,691    4,332   15,189

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        334)
     336      161      228        0       22      564      411     -230      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.9      5.2      1.3      0.0     24.1     80.2     30.6     19.8     69.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        5        1       15        7       23
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      330,867
COMMITMENTS
 113,212  100,806   33,066  150,403  160,276  296,681  294,148   34,186   36,719

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -4,438)
   2,629    1,307   -3,421   -2,805   -1,755   -3,597   -3,869     -841     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     30.5     10.0     45.5     48.4     89.7     88.9     10.3     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      90       86       75       77       66      207      198
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      794,653
COMMITMENTS
 102,995   92,808    9,503  499,056  513,949  611,554  616,260  183,099  178,393

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      5,067)
  -5,167   -1,108    1,551   -1,692   -1,409   -5,308     -966   10,375    6,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     11.7      1.2     62.8     64.7     77.0     77.6     23.0     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      32       30       17       68       78      108      117
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      489,487
COMMITMENTS
  53,580   39,929    3,651  326,372  350,464  383,603  394,044  105,884   95,443

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -9,442)
  -1,793    3,128     -341   -3,976  -11,454   -6,110   -8,667   -3,332     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      8.2      0.7     66.7     71.6     78.4     80.5     21.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      11       12        6       43       48       58       62
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,541
COMMITMENTS
   1,743      547      654    3,588    5,097    5,985    6,298      556      243

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        281)
      91      -35       31      126      372      248      368       33      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      8.4     10.0     54.9     77.9     91.5     96.3      8.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        5        6       18       19       33       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      310,960
COMMITMENTS
  92,225   56,637   32,663  142,419  190,023  267,307  279,323   43,653   31,637

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -1,302)
  -4,015   -5,853     -788    3,322    3,741   -1,481   -2,900      179    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     18.2     10.5     45.8     61.1     86.0     89.8     14.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      70       66       70       84       85      200      185
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,767
COMMITMENTS
   1,061    2,693    1,004    4,861    3,268    6,926    6,965    1,841    1,802

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        376)
     -23      188       83      205      147      265      418      111      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     30.7     11.5     55.4     37.3     79.0     79.4     21.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14       18       12       18       15       38       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,264,544
COMMITMENTS
 360,418  268,631   15,390  790,736  844,778  1166544  1128799   98,000  135,745

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     82,063)
 120,051    9,487   -7,637  -33,156   84,713   79,258   86,563    2,805   -4,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     21.2      1.2     62.5     66.8     92.3     89.3      7.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      41       52       21       90      131      137      198
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,764,504
COMMITMENTS
 473,286  479,092   42,455  1947171  1742557  2462912  2264104  301,592  500,400

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     41,444)
   5,844  -26,509    5,450   20,032   46,562   31,326   25,503   10,118   15,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     17.3      1.5     70.4     63.0     89.1     81.9     10.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      52      104       51      129      179      216      299
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,138,536
COMMITMENTS
 359,896  325,816   35,771  1498465  1418654  1894132  1780241  244,404  358,295

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:    -35,485)
     119   17,774   -6,685  -28,156  -27,960  -34,722  -16,871     -763  -18,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     15.2      1.7     70.1     66.3     88.6     83.2     11.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      38       62       25      115      142      168      214
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      464,212
COMMITMENTS
  18,425  119,033   87,309  326,422  202,545  432,156  408,887   32,056   55,325

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     12,518)
  -1,240    8,034    1,198   12,640    1,132   12,598   10,364      -80    2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     25.6     18.8     70.3     43.6     93.1     88.1      6.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      13       31       25       37       41       66       83
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,353
COMMITMENTS
  20,319   10,072      181   34,237   45,858   54,737   56,111    8,616    7,243

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -274)
  -1,400   -2,476      177      996    2,271     -228      -28      -47     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     15.9      0.3     54.0     72.4     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       25        5       37       23       75       51
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      126,706
COMMITMENTS
  40,638   20,143      362   68,474   91,716  109,474  112,221   17,232   14,485

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:       -548)
  -2,800   -4,951      354    1,991    4,542     -455      -55      -93     -493

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     15.9      0.3     54.0     72.4     86.4     88.6     13.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      36       25        5       37       23       75       51
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       10,758
COMMITMENTS
   8,079   10,047      458    2,149      248   10,686   10,753       72        5

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:     -2,518)
  -2,873   -2,500      -18      371        0   -2,520   -2,518        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1     93.4      4.3     20.0      2.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        4        2        3        1       20        6
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       53,243
COMMITMENTS
   7,917   19,789      305   44,938   32,977   53,160   53,071       83      172

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:        810)
      92      185      -24      730      624      798      785       12       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     37.2      0.6     84.4     61.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       16        1       13       17       16       34
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/29/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       34,615
COMMITMENTS
   4,469   12,723    1,305   28,758   20,407   34,532   34,435       83      180

CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST:      1,294)
     125      239       40    1,151    1,006    1,316    1,285      -22        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     36.8      3.8     83.1     59.0     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4       17        1        7       16       11       34
```

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Updated August 1, 2014