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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 19, 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  :   420,191:   120,425    163,528     71,510    188,881    136,817    380,816    371,855:    39,375     48,336
Old  :   377,334:   110,159    165,695     56,699    174,551    116,187    341,409    338,581:    35,925     38,753
Other:    42,857:    22,296      9,863      2,781     14,330     20,630     39,407     33,274:     3,450      9,583
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -3,541:       412     -4,811        -33     -2,609      1,156     -2,230     -3,688:    -1,311        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       38.9       17.0       45.0       32.6       90.6       88.5:       9.4       11.5
Old  :     100.0:      29.2       43.9       15.0       46.3       30.8       90.5       89.7:       9.5       10.3
Other:     100.0:      52.0       23.0        6.5       33.4       48.1       91.9       77.6:       8.1       22.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       109        122        124         88         95        280        277:
Old  :       365:       115        119        111         82         89        264        265:
Other:       154:        37         34         16         33         62         83        104:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       12.0       26.5       20.8       16.2       11.1       25.6       18.2
Old  :                 18.7       13.3       28.1       22.3       18.4       12.7       27.5       20.5
Other:                 44.5       20.7       60.4       35.8       44.4       19.9       60.2       33.2
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 19, 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  :   139,568:    47,709     36,841      7,424     67,514     67,686    122,647    111,951:    16,921     27,617
Old  :   128,718:    46,262     36,805      6,150     60,335     62,208    112,747    105,163:    15,971     23,555
Other:    10,850:     2,687      1,276         34      7,179      5,478      9,900      6,788:       950      4,062
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -1,401:      -222         47     -1,666        857        609     -1,031     -1,010:      -370       -391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       26.4        5.3       48.4       48.5       87.9       80.2:      12.1       19.8
Old  :     100.0:      35.9       28.6        4.8       46.9       48.3       87.6       81.7:      12.4       18.3
Other:     100.0:      24.8       11.8        0.3       66.2       50.5       91.2       62.6:       8.8       37.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        49         43         38         65         70        131        138:
Old  :       183:        51         41         34         61         68        126        131:
Other:        82:         6         15          5         26         42         36         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       18.5       30.7       26.4       18.3       15.6       28.6       23.2
Old  :                 20.5       17.3       30.8       25.7       18.7       17.2       28.5       25.4
Other:                 57.1       41.0       74.8       46.9       57.1       41.0       74.8       46.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 19, 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  : 1,321,013:   463,758    384,801    147,376    584,705    539,377  1,195,839  1,071,554:   125,174    249,459
Old  :   198,394:    74,585     65,658      8,017     86,832    100,539    169,434    174,214:    28,960     24,180
Other: 1,122,619:   436,085    366,055     92,447    497,873    438,838  1,026,405    897,340:    96,214    225,279
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :   -30,168:    -1,051     -9,378    -11,035    -16,222    -14,651    -28,308    -35,064:    -1,860      4,896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       29.1       11.2       44.3       40.8       90.5       81.1:       9.5       18.9
Old  :     100.0:      37.6       33.1        4.0       43.8       50.7       85.4       87.8:      14.6       12.2
Other:     100.0:      38.8       32.6        8.2       44.3       39.1       91.4       79.9:       8.6       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       723:       155        198        169        264        296        524        574:
Old  :       468:        84         93         13        166        159        260        255:
Other:       695:       141        197        134        198        278        422        533:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       11.9       22.1       17.9       12.0       10.3       20.8       15.8
Old  :                 24.5       16.1       35.8       27.3       24.5       15.6       35.3       25.3
Other:                 13.6       13.3       23.0       19.9       13.5       11.4       22.6       17.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 19, 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  :     8,692:     3,061      1,340        320      2,985      5,771      6,366      7,431:     2,326      1,261
Old  :     8,652:     3,061      1,340        320      2,953      5,757      6,334      7,417:     2,318      1,235
Other:        40:         0          0          0         32         14         32         14:         8         26
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       638:        -1        319         96        384        259        479        674:       159        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       15.4        3.7       34.3       66.4       73.2       85.5:      26.8       14.5
Old  :     100.0:      35.4       15.5        3.7       34.1       66.5       73.2       85.7:      26.8       14.3
Other:     100.0:       0.0        0.0        0.0       80.0       35.0       80.0       35.0:      20.0       65.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        16          6          5         14         12         33         21:
Old  :        41:        16          6          5         14         12         33         21:
Other:         3:         0          0          0          2          1          2          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  :                 34.3       56.3       47.2       75.3       31.2       55.7       43.2       67.5
Old  :                 34.2       56.4       47.2       75.5       31.1       55.8       43.1       67.8
Other:                 80.0       35.0       80.0       35.0       80.0       35.0       80.0       35.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 19, 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  :   645,199:   192,921    192,171     79,718    329,617    252,550    602,256    524,439:    42,943    120,760
Old  :   610,700:   184,269    190,375     72,300    314,318    238,715    570,887    501,390:    39,813    109,310
Other:    34,499:    15,611      8,755        459     15,299     13,835     31,369     23,049:     3,130     11,450
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     4,018:    -1,899        186        333      6,065      1,209      4,499      1,728:      -481      2,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       29.8       12.4       51.1       39.1       93.3       81.3:       6.7       18.7
Old  :     100.0:      30.2       31.2       11.8       51.5       39.1       93.5       82.1:       6.5       17.9
Other:     100.0:      45.3       25.4        1.3       44.3       40.1       90.9       66.8:       9.1       33.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       634:       158        228        161        126        208        384        513:
Old  :       633:       158        233        153        122        207        373        511:
Other:       240:        37         56         12         38        121         81        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       14.0       23.7       20.6       11.0       12.6       19.3       18.2
Old  :                 15.2       14.8       24.3       21.4       11.4       13.5       20.3       19.1
Other:                 38.7       20.6       57.9       29.1       38.7       20.5       57.2       29.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 19, 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  :    21,163:    16,867        733        341          0      5,402     17,208      6,476:     3,955     14,687
Old  :    19,473:    15,736        723        341          0      4,874     16,077      5,938:     3,396     13,535
Other:     1,690:     1,131         10          0          0        528      1,131        538:       559      1,152
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       152:      -236         14        -37          0         43       -273         20:       425        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7        3.5        1.6        0.0       25.5       81.3       30.6:      18.7       69.4
Old  :     100.0:      80.8        3.7        1.8        0.0       25.0       82.6       30.5:      17.4       69.5
Other:     100.0:      66.9        0.6        0.0        0.0       31.2       66.9       31.8:      33.1       68.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          4          3          0         15          4         22:
Old  :        23:         4          4          3          0         15          4         22:
Other:        18:         2          2          0          0         14          2         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       13.0       81.3       19.0       79.7       13.0       79.7       18.7
Old  :                 82.6       12.7       82.6       18.7       80.8       12.7       80.8       18.2
Other:                 66.9       27.0       66.9       29.7       66.9       27.0       66.9       29.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 19, 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  :   359,437:   117,530    104,357     52,973    154,042    166,247    324,545    323,577:    34,892     35,860
Old  :    35,385:    16,266      3,768        109     13,932     28,454     30,307     32,331:     5,078      3,054
Other:   324,052:   112,116    111,441     42,012    140,110    137,793    294,238    291,246:    29,814     32,806
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    18,962:       754      2,479     12,019      5,631      6,002     18,404     20,500:       558     -1,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7       29.0       14.7       42.9       46.3       90.3       90.0:       9.7       10.0
Old  :     100.0:      46.0       10.6        0.3       39.4       80.4       85.6       91.4:      14.4        8.6
Other:     100.0:      34.6       34.4       13.0       43.2       42.5       90.8       89.9:       9.2       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        94         94         96         83         63        233        219:
Old  :       142:        53         27          1         30         38         83         66:
Other:       307:        89        109         84         79         57        219        208:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       27.2       18.4       34.8       10.7       24.7       18.3       31.8
Old  :                 26.5       44.2       39.8       59.5       25.3       44.2       37.1       58.5
Other:                 11.8       26.7       20.2       34.8       11.8       24.6       20.1       32.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 19, 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  :   870,530:   116,838     90,392     12,973    570,587    579,049    700,398    682,414:   170,132    188,116
Old  :   870,530:   116,838     90,392     12,973    570,587    579,049    700,398    682,414:   170,132    188,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    34,922:    12,962      3,724      2,243     22,382     20,731     37,587     26,698:    -2,665      8,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.4        1.5       65.5       66.5       80.5       78.4:      19.5       21.6
Old  :     100.0:      13.4       10.4        1.5       65.5       66.5       80.5       78.4:      19.5       21.6
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  :       181:        38         32         24         71         83        122        126:
Old  :       181:        38         32         24         71         83        122        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       19.9       38.6       29.9       27.0       18.9       35.3       26.0
Old  :                 29.2       19.9       38.6       29.9       27.0       18.9       35.3       26.0
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 - Futures Only, August 19, 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  :   518,335:    56,657     38,059      7,621    345,102    375,839    409,380    421,519:   108,955     96,816
Old  :   518,335:    56,657     38,059      7,621    345,102    375,839    409,380    421,519:   108,955     96,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    23,720:     2,766      4,404      3,448      8,992     20,696     15,206     28,548:     8,514     -4,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        7.3        1.5       66.6       72.5       79.0       81.3:      21.0       18.7
Old  :     100.0:      10.9        7.3        1.5       66.6       72.5       79.0       81.3:      21.0       18.7
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  :        84:        11         12          7         46         47         62         61:
Old  :        84:        11         12          7         46         47         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       37.7       39.3       50.8       20.9       34.7       31.1       44.0
Old  :                 25.1       37.7       39.3       50.8       20.9       34.7       31.1       44.0
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 - Futures Only, August 19, 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  :     6,077:     2,071        405        552      2,778      4,866      5,401      5,823:       676        254
Old  :     6,077:     2,071        405        552      2,778      4,866      5,401      5,823:       676        254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :      -334:       150        -73          7       -539       -270       -382       -336:        48          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        6.7        9.1       45.7       80.1       88.9       95.8:      11.1        4.2
Old  :     100.0:      34.1        6.7        9.1       45.7       80.1       88.9       95.8:      11.1        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          5          6         17         17         34         26:
Old  :        41:        15          5          6         17         17         34         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  :                 35.9       57.9       55.2       75.3       27.9       47.3       37.8       53.6
Old  :                 35.9       57.9       55.2       75.3       27.9       47.3       37.8       53.6
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 - Futures Only, August 19, 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  :   323,645:   106,290     49,112     38,621    131,735    204,366    276,646    292,099:    46,999     31,546
Old  :    31,077:    15,999      3,867         33      8,418     22,688     24,450     26,588:     6,627      4,489
Other:   292,568:    98,788     53,742     30,091    123,317    181,678    252,196    265,511:    40,372     27,057
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     8,584:     8,421      2,248     -1,006     -2,069      6,124      5,346      7,366:     3,238      1,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       15.2       11.9       40.7       63.1       85.5       90.3:      14.5        9.7
Old  :     100.0:      51.5       12.4        0.1       27.1       73.0       78.7       85.6:      21.3       14.4
Other:     100.0:      33.8       18.4       10.3       42.1       62.1       86.2       90.8:      13.8        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       266:        80         61         77         83         87        217        185:
Old  :       156:        52         15          3         43         52         95         70:
Other:       256:        77         64         67         77         80        201        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.6       29.8       17.5       39.3        8.8       27.2       15.2       36.1
Old  :                 22.8       26.8       35.3       42.2       22.8       26.8       35.3       41.7
Other:                 11.6       32.6       18.9       42.1       10.0       29.8       16.7       38.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 19, 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  :     9,024:     1,138      3,733        570      5,378      2,977      7,086      7,280:     1,938      1,744
Old  :     9,024:     1,138      3,733        570      5,378      2,977      7,086      7,280:     1,938      1,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :      -640:      -229        221       -409        -83       -420       -721       -608:        81        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       41.4        6.3       59.6       33.0       78.5       80.7:      21.5       19.3
Old  :     100.0:      12.6       41.4        6.3       59.6       33.0       78.5       80.7:      21.5       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        14         19         10         19         18         38         44:
Old  :        64:        14         19         10         19         18         38         44:
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  :                 38.1       35.6       50.5       50.2       38.1       32.9       49.4       47.2
Old  :                 38.1       35.6       50.5       50.2       38.1       32.9       49.4       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 19, 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  : 1,449,941:   358,650    258,570     56,093    923,280    993,673  1,338,023  1,308,336:   111,918    141,605
Old  : 1,449,941:   358,650    258,570     56,093    923,280    993,673  1,338,023  1,308,336:   111,918    141,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :   112,994:    23,305      8,368     15,301     73,472     75,227    112,078     98,896:       916     14,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       17.8        3.9       63.7       68.5       92.3       90.2:       7.7        9.8
Old  :     100.0:      24.7       17.8        3.9       63.7       68.5       92.3       90.2:       7.7        9.8
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  :       267:        43         46         26         94        144        144        209:
Old  :       267:        43         46         26         94        144        144        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       21.7       43.8       30.2       31.9       21.7       42.9       30.0
Old  :                 32.2       21.7       43.8       30.2       31.9       21.7       42.9       30.0
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 - Futures Only, August 19, 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  : 2,892,767:   483,102    526,636     70,192  2,022,465  1,822,188  2,575,759  2,419,016:   317,008    473,751
Old  : 2,892,767:   483,102    526,636     70,192  2,022,465  1,822,188  2,575,759  2,419,016:   317,008    473,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    48,324:    20,645     13,999     13,864     19,092     42,772     53,601     70,635:    -5,277    -22,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.2        2.4       69.9       63.0       89.0       83.6:      11.0       16.4
Old  :     100.0:      16.7       18.2        2.4       69.9       63.0       89.0       83.6:      11.0       16.4
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  :       395:        60        105         49        136        183        228        305:
Old  :       395:        60        105         49        136        183        228        305:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       15.3       45.1       21.3       34.3       12.3       41.8       17.4
Old  :                 36.2       15.3       45.1       21.3       34.3       12.3       41.8       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 - Futures Only, August 19, 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  : 2,170,252:   407,662    358,408     42,318  1,470,496  1,392,190  1,920,476  1,792,916:   249,776    377,336
Old  : 2,170,252:   407,662    358,408     42,318  1,470,496  1,392,190  1,920,476  1,792,916:   249,776    377,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :      -618:    26,523        438     -4,406    -23,810      9,545     -1,693      5,577:     1,075     -6,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       16.5        1.9       67.8       64.1       88.5       82.6:      11.5       17.4
Old  :     100.0:      18.8       16.5        1.9       67.8       64.1       88.5       82.6:      11.5       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  :       287:        44         62         22        114        138        173        207:
Old  :       287:        44         62         22        114        138        173        207:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       17.0       32.9       27.4       15.6       16.4       25.3       24.6
Old  :                 21.0       17.0       32.9       27.4       15.6       16.4       25.3       24.6
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 - Futures Only, August 19, 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  :   528,137:    16,086    132,871    131,206    350,310    213,006    497,602    477,083:    30,535     51,054
Old  :   528,137:    16,086    132,871    131,206    350,310    213,006    497,602    477,083:    30,535     51,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    36,054:    -1,769      8,839     23,627     13,663      8,505     35,521     40,971:       533     -4,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       25.2       24.8       66.3       40.3       94.2       90.3:       5.8        9.7
Old  :     100.0:       3.0       25.2       24.8       66.3       40.3       94.2       90.3:       5.8        9.7
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  :        91:        10         37         28         35         41         66         87:
Old  :        91:        10         37         28         35         41         66         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       19.7       56.8       33.4       33.1       14.4       38.2       19.5
Old  :                 46.0       19.7       56.8       33.4       33.1       14.4       38.2       19.5
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 - Futures Only, August 19, 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  :    55,644:    13,994     15,257        232     32,360     32,274     46,586     47,762:     9,059      7,882
Old  :    55,644:    13,994     15,257        232     32,360     32,274     46,586     47,762:     9,059      7,882
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :       685:       980     -1,495        225     -1,449        587       -245       -684:       930      1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       27.4        0.4       58.2       58.0       83.7       85.8:      16.3       14.2
Old  :     100.0:      25.1       27.4        0.4       58.2       58.0       83.7       85.8:      16.3       14.2
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  :       111:        29         29          8         42         19         75         52:
Old  :       111:        29         29          8         42         19         75         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       39.2       36.4       58.3       23.3       38.9       36.4       58.0
Old  :                 23.3       39.2       36.4       58.3       23.3       38.9       36.4       58.0
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 - Futures Only, August 19, 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  :   111,288:    27,988     30,513        464     64,719     64,547     93,171     95,524:    18,117     15,764
Old  :   111,288:    27,988     30,513        464     64,719     64,547     93,171     95,524:    18,117     15,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     1,370:     1,959     -2,990        449     -2,897      1,174       -489     -1,367:     1,859      2,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       27.4        0.4       58.2       58.0       83.7       85.8:      16.3       14.2
Old  :     100.0:      25.1       27.4        0.4       58.2       58.0       83.7       85.8:      16.3       14.2
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  :       111:        29         29          8         42         19         75         52:
Old  :       111:        29         29          8         42         19         75         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       39.2       36.4       58.3       23.3       38.9       36.4       58.0
Old  :                 23.3       39.2       36.4       58.3       23.3       38.9       36.4       58.0
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 - Futures Only, August 19, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,556:     9,412     12,345        681      3,395        528     13,488     13,554:        68          2
Old  :    13,556:     9,412     12,345        681      3,395        528     13,488     13,554:        68          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     1,088:      -478      1,152        -55      1,621          0      1,088      1,097:         0         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.4       91.1        5.0       25.0        3.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      69.4       91.1        5.0       25.0        3.9       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        16          5          3          2          1         19          8:
Old  :        23:        16          5          3          2          1         19          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       89.8       87.7      100.0       68.2       87.5       81.3       91.1
Old  :                 71.0       89.8       87.7      100.0       68.2       87.5       81.3       91.1
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 - Futures Only, August 19, 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  :    54,282:     6,603     21,218        333     47,270     32,550     54,206     54,101:        76        181
Old  :    54,282:     6,603     21,218        333     47,270     32,550     54,206     54,101:        76        181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :    -1,116:    -1,206        273        -10         68     -1,385     -1,148     -1,122:        32          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       39.1        0.6       87.1       60.0       99.9       99.7:       0.1        0.3
Old  :     100.0:      12.2       39.1        0.6       87.1       60.0       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         3         15          1         13         17         16         33:
Old  :        46:         3         15          1         13         17         16         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  :                 74.5       53.7       97.5       74.3       73.9       44.7       88.5       65.3
Old  :                 74.5       53.7       97.5       74.3       73.9       44.7       88.5       65.3
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 - Futures Only, August 19, 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  :    42,363:     1,463     15,412      2,528     38,259     24,177     42,250     42,117:       113        246
Old  :    42,363:     1,463     15,412      2,528     38,259     24,177     42,250     42,117:       113        246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 12, 2014                      :
     :     2,608:       109        675         61      2,432      1,886      2,602      2,622:         6        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       36.4        6.0       90.3       57.1       99.7       99.4:       0.3        0.6
Old  :     100.0:       3.5       36.4        6.0       90.3       57.1       99.7       99.4:       0.3        0.6
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  :        48:         6         18          2          6         19         13         38:
Old  :        48:         6         18          2          6         19         13         38:
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  :                 88.3       44.0       99.3       66.6       87.0       44.0       90.2       64.0
Old  :                 88.3       44.0       99.3       66.6       87.0       44.0       90.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 22, 2014