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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 23, 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  :   415,904:   131,409    191,058     67,939    184,546    107,473    383,894    366,470:    32,010     49,434
Old  :   366,602:   123,326    190,529     49,825    165,512     86,352    338,663    326,706:    27,939     39,896
Other:    49,302:    21,923     14,369      4,274     19,034     21,121     45,231     39,764:     4,071      9,538
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    17,585:     5,880     17,583      1,191      9,728     -1,890     16,799     16,884:       786        701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       45.9       16.3       44.4       25.8       92.3       88.1:       7.7       11.9
Old  :     100.0:      33.6       52.0       13.6       45.1       23.6       92.4       89.1:       7.6       10.9
Other:     100.0:      44.5       29.1        8.7       38.6       42.8       91.7       80.7:       8.3       19.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       117        140        112         98         93        279        295:
Old  :       392:       113        145         94         92         83        258        277:
Other:       173:        38         41         21         45         68        100        119:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       10.4       26.0       18.6       16.3       10.0       25.4       16.7
Old  :                 18.6       11.8       27.8       21.0       18.4       11.2       27.3       18.9
Other:                 41.3       19.3       53.5       32.4       41.3       19.1       52.6       31.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 23, 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  :   149,085:    47,779     46,454     12,740     74,159     63,631    134,678    122,825:    14,407     26,260
Old  :   130,070:    46,597     47,548      8,275     62,313     52,673    117,185    108,496:    12,885     21,574
Other:    19,015:     5,498      3,222        149     11,846     10,958     17,493     14,329:     1,522      4,686
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     4,012:      -346      1,812        819      3,873        109      4,346      2,740:      -334      1,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       31.2        8.5       49.7       42.7       90.3       82.4:       9.7       17.6
Old  :     100.0:      35.8       36.6        6.4       47.9       40.5       90.1       83.4:       9.9       16.6
Other:     100.0:      28.9       16.9        0.8       62.3       57.6       92.0       75.4:       8.0       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        49         54         45         63         64        138        145:
Old  :       199:        50         55         37         54         61        125        137:
Other:       100:        19         13          9         34         48         55         68:
     :----------------------------------------------------------------------------------------------------
     :             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       19.1       29.9       28.2       16.0       14.1       25.5       22.2
Old  :                 21.8       17.3       33.2       26.8       20.0       17.3       30.4       26.6
Other:                 39.7       53.1       64.5       59.5       38.0       53.1       62.5       58.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 23, 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  : 1,277,325:   463,639    377,927    158,141    539,671    492,413  1,161,451  1,028,481:   115,874    248,844
Old  : 1,160,672:   433,448    385,268    127,527    496,444    429,066  1,057,419    941,861:   103,253    218,811
Other:   116,653:    59,108     21,576      1,697     43,227     63,347    104,032     86,620:    12,621     30,033
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    21,581:    -2,038     -5,999     17,528      4,776      7,802     20,266     19,331:     1,315      2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       29.6       12.4       42.3       38.6       90.9       80.5:       9.1       19.5
Old  :     100.0:      37.3       33.2       11.0       42.8       37.0       91.1       81.1:       8.9       18.9
Other:     100.0:      50.7       18.5        1.5       37.1       54.3       89.2       74.3:      10.8       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       731:       159        201        157        217        289        475        568:
Old  :       724:       154        211        139        212        283        450        557:
Other:       354:        68         60         23         63        184        145        254:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       12.3       21.2       17.7       11.7        9.9       20.9       15.2
Old  :                 12.6       11.4       21.9       17.2       12.4        8.7       21.7       14.4
Other:                 23.0       36.3       35.9       43.7       23.0       36.0       35.9       43.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 23, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,361:     3,633      1,439         13      3,561      6,537      7,207      7,989:     2,154      1,372
Old  :     9,218:     3,580      1,437         13      3,485      6,478      7,078      7,928:     2,140      1,290
Other:       143:        53          2          0         76         59        129         61:        14         82
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :       423:       270         40         -4        536         81        802        117:      -379        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8       15.4        0.1       38.0       69.8       77.0       85.3:      23.0       14.7
Old  :     100.0:      38.8       15.6        0.1       37.8       70.3       76.8       86.0:      23.2       14.0
Other:     100.0:      37.1        1.4        0.0       53.1       41.3       90.2       42.7:       9.8       57.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        24          3          2         14         13         38         18:
Old  :        45:        24          3          2         13         13         37         18:
Other:         8:         1          1          0          5          4          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.6       62.6       51.6       74.9       36.7       62.3       47.9       73.8
Old  :                 38.7       63.5       51.8       75.7       36.8       63.3       48.0       74.9
Other:                 86.0       42.0       90.2       42.7       77.6       30.1       77.6       30.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 23, 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  :   751,751:   202,607    233,727    108,850    392,300    261,896    703,757    604,473:    47,994    147,278
Old  :   692,323:   197,704    228,209     94,276    358,545    243,657    650,525    566,142:    41,798    126,181
Other:    59,428:    18,572     19,187        905     33,755     18,239     53,232     38,331:     6,196     21,097
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    23,771:     6,127      5,605      8,683      9,102      3,164     23,912     17,452:      -141      6,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       31.1       14.5       52.2       34.8       93.6       80.4:       6.4       19.6
Old  :     100.0:      28.6       33.0       13.6       51.8       35.2       94.0       81.8:       6.0       18.2
Other:     100.0:      31.3       32.3        1.5       56.8       30.7       89.6       64.5:      10.4       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       676:       141        286        185        133        199        404        556:
Old  :       674:       145        287        157        122        197        369        548:
Other:       304:        65         86         18         48        121        124        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       12.2       24.7       18.2       13.6       11.4       21.3       16.0
Old  :                 15.9       13.3       25.3       19.2       14.0       12.9       22.8       17.9
Other:                 32.9       18.9       46.6       26.7       32.5       18.9       46.2       26.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 23, 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  :    22,679:    18,795      1,322        550          0      5,699     19,345      7,571:     3,334     15,108
Old  :    20,377:    17,488      1,288        550          0      5,007     18,038      6,845:     2,339     13,532
Other:     2,302:     1,307         34          0          0        692      1,307        726:       995      1,576
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :      -252:       -67       -118       -285          0         65       -352       -338:       100         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.9        5.8        2.4        0.0       25.1       85.3       33.4:      14.7       66.6
Old  :     100.0:      85.8        6.3        2.7        0.0       24.6       88.5       33.6:      11.5       66.4
Other:     100.0:      56.8        1.5        0.0        0.0       30.1       56.8       31.5:      43.2       68.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          6          4          0         14          6         23:
Old  :        25:         5          6          4          0         14          6         23:
Other:        20:         2          4          0          0         14          2         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.1       13.0       85.3       19.6       82.7       13.0       82.9       19.1
Old  :                 86.1       12.8       88.5       19.3       85.7       12.6       85.8       18.8
Other:                 56.8       26.5       56.8       29.5       56.8       26.5       56.8       29.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 23, 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  :   385,420:   131,397     96,124     62,635    154,138    192,290    348,170    351,049:    37,250     34,371
Old  :   368,660:   134,196     96,648     53,149    146,457    186,397    333,802    336,194:    34,858     32,466
Other:    16,760:     2,562      4,837      4,125      7,681      5,893     14,368     14,855:     2,392      1,905
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    16,214:     7,392     -5,883      6,035      2,279     15,037     15,706     15,189:       508      1,025
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       24.9       16.3       40.0       49.9       90.3       91.1:       9.7        8.9
Old  :     100.0:      36.4       26.2       14.4       39.7       50.6       90.5       91.2:       9.5        8.8
Other:     100.0:      15.3       28.9       24.6       45.8       35.2       85.7       88.6:      14.3       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:        92         90        101         80         68        236        215:
Old  :       305:       100         86        100         80         68        236        214:
Other:        55:        10         19         11         21          9         40         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.7       30.6       17.1       37.7        9.7       29.0       17.0       36.0
Old  :                 10.0       30.6       17.8       38.1       10.0       29.4       17.7       36.7
Other:                 31.6       57.6       49.2       74.1       23.1       45.5       38.9       54.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 23, 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  :   856,264:   116,637    103,282     13,642    569,625    574,961    699,904    691,885:   156,360    164,379
Old  :   856,264:   116,637    103,282     13,642    569,625    574,961    699,904    691,885:   156,360    164,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    15,850:     4,223     15,826     -4,544     13,552      9,196     13,231     20,478:     2,619     -4,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       12.1        1.6       66.5       67.1       81.7       80.8:      18.3       19.2
Old  :     100.0:      13.6       12.1        1.6       66.5       67.1       81.7       80.8:      18.3       19.2
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  :       184:        34         37         17         77         79        121        123:
Old  :       184:        34         37         17         77         79        121        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       22.5       37.4       33.1       26.0       19.8       33.6       27.2
Old  :                 26.9       22.5       37.4       33.1       26.0       19.8       33.6       27.2
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, September 23, 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  :   506,049:    55,794     35,245      4,949    340,935    369,612    401,678    409,806:   104,371     96,243
Old  :   506,049:    55,794     35,245      4,949    340,935    369,612    401,678    409,806:   104,371     96,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,103:     1,294        201        -58     -5,414     -6,582     -4,178     -6,439:     1,075      3,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        7.0        1.0       67.4       73.0       79.4       81.0:      20.6       19.0
Old  :     100.0:      11.0        7.0        1.0       67.4       73.0       79.4       81.0:      20.6       19.0
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  :        78:         9         10          4         48         43         59         55:
Old  :        78:         9         10          4         48         43         59         55:
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  :                 25.5       42.7       40.8       55.4       22.2       40.9       32.4       49.6
Old  :                 25.5       42.7       40.8       55.4       22.2       40.9       32.4       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 23, 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  :     6,383:     1,772        256        690      3,207      5,136      5,669      6,082:       714        301
Old  :     6,383:     1,772        256        690      3,207      5,136      5,669      6,082:       714        301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :      -251:       219         15         41       -557       -274       -297       -218:        46        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.0       10.8       50.2       80.5       88.8       95.3:      11.2        4.7
Old  :     100.0:      27.8        4.0       10.8       50.2       80.5       88.8       95.3:      11.2        4.7
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  :        39:        15          2          7         15         20         31         29:
Old  :        39:        15          2          7         15         20         31         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       60.4       60.1       73.7       34.8       55.2       45.3       61.9
Old  :                 42.5       60.4       60.1       73.7       34.8       55.2       45.3       61.9
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, September 23, 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  :   342,573:   106,062     58,992     39,168    156,914    206,297    302,144    304,457:    40,429     38,116
Old  :   327,294:   105,933     58,352     34,879    147,925    198,021    288,737    291,252:    38,557     36,042
Other:    15,279:     2,776      3,287      1,642      8,989      8,276     13,407     13,205:     1,872      2,074
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     2,053:     4,931       -841     -2,129        391      1,460      3,193     -1,510:    -1,140      3,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       17.2       11.4       45.8       60.2       88.2       88.9:      11.8       11.1
Old  :     100.0:      32.4       17.8       10.7       45.2       60.5       88.2       89.0:      11.8       11.0
Other:     100.0:      18.2       21.5       10.7       58.8       54.2       87.7       86.4:      12.3       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        71         67         80         91         81        211        192:
Old  :       261:        74         68         78         91         81        210        191:
Other:        69:        15         12          8         31         14         52         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       31.4       18.0       39.6        8.7       27.8       15.3       35.1
Old  :                 10.8       31.5       18.1       40.1        8.9       28.9       15.6       36.5
Other:                 33.4       49.0       52.0       67.5       33.4       48.1       51.4       63.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 23, 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  :     9,104:     1,067      4,650        764      5,652      2,000      7,483      7,414:     1,621      1,690
Old  :     9,104:     1,067      4,650        764      5,652      2,000      7,483      7,414:     1,621      1,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :       -67:        37         71         25        -69       -176         -7        -80:       -60         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       51.1        8.4       62.1       22.0       82.2       81.4:      17.8       18.6
Old  :     100.0:      11.7       51.1        8.4       62.1       22.0       82.2       81.4:      17.8       18.6
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  :        66:        15         25         11         19         12         42         40:
Old  :        66:        15         25         11         19         12         42         40:
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  :                 41.4       34.8       53.8       48.5       40.6       34.8       50.1       48.2
Old  :                 41.4       34.8       53.8       48.5       40.6       34.8       50.1       48.2
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, September 23, 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  : 1,679,072:   409,143    569,570     22,961  1,142,030    933,115  1,574,134  1,525,646:   104,938    153,426
Old  : 1,679,072:   409,143    569,570     22,961  1,142,030    933,115  1,574,134  1,525,646:   104,938    153,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   117,574:    26,847     90,464      4,132     84,947     20,436    115,926    115,032:     1,648      2,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       33.9        1.4       68.0       55.6       93.8       90.9:       6.2        9.1
Old  :     100.0:      24.4       33.9        1.4       68.0       55.6       93.8       90.9:       6.2        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        41         61         23         91        126        142        200:
Old  :       268:        41         61         23         91        126        142        200:
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  :                 34.0       27.3       45.9       42.6       34.0       27.3       45.5       42.4
Old  :                 34.0       27.3       45.9       42.6       34.0       27.3       45.5       42.4
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, September 23, 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  : 2,649,936:   460,039    451,195     46,210  1,887,467  1,651,130  2,393,716  2,148,535:   256,220    501,401
Old  : 2,649,936:   460,039    451,195     46,210  1,887,467  1,651,130  2,393,716  2,148,535:   256,220    501,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -9,414:    16,521        878    -10,141      9,496     -4,893     15,876    -14,156:   -25,290      4,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       17.0        1.7       71.2       62.3       90.3       81.1:       9.7       18.9
Old  :     100.0:      17.4       17.0        1.7       71.2       62.3       90.3       81.1:       9.7       18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:        52         91         38        128        176        205        280:
Old  :       359:        52         91         38        128        176        205        280:
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  :                 39.7       16.0       49.3       23.4       38.6       11.9       46.6       17.5
Old  :                 39.7       16.0       49.3       23.4       38.6       11.9       46.6       17.5
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, September 23, 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  : 2,127,285:   355,023    373,244     43,448  1,510,849  1,348,769  1,909,320  1,765,461:   217,965    361,824
Old  : 2,127,285:   355,023    373,244     43,448  1,510,849  1,348,769  1,909,320  1,765,461:   217,965    361,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    15,248:   -47,084     15,633    -16,995     80,815     23,632     16,736     22,270:    -1,488     -7,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.5        2.0       71.0       63.4       89.8       83.0:      10.2       17.0
Old  :     100.0:      16.7       17.5        2.0       71.0       63.4       89.8       83.0:      10.2       17.0
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  :       296:        40         66         27        114        145        173        219:
Old  :       296:        40         66         27        114        145        173        219:
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  :                 20.2       16.2       31.6       26.1       17.8       12.5       27.5       20.3
Old  :                 20.2       16.2       31.6       26.1       17.8       12.5       27.5       20.3
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, September 23, 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  :   583,182:    15,365    163,238    115,405    415,211    246,163    545,981    524,806:    37,201     58,376
Old  :   583,182:    15,365    163,238    115,405    415,211    246,163    545,981    524,806:    37,201     58,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    25,247:     1,200      5,083     -1,348     24,804     15,319     24,656     19,054:       591      6,193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6       28.0       19.8       71.2       42.2       93.6       90.0:       6.4       10.0
Old  :     100.0:       2.6       28.0       19.8       71.2       42.2       93.6       90.0:       6.4       10.0
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  :        92:         9         37         26         35         43         64         89:
Old  :        92:         9         37         26         35         43         64         89:
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  :                 47.1       22.9       58.1       34.4       38.1       18.9       42.9       23.9
Old  :                 47.1       22.9       58.1       34.4       38.1       18.9       42.9       23.9
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, September 23, 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  :    67,750:    22,270     14,532        175     37,499     45,589     59,943     60,296:     7,808      7,455
Old  :    67,750:    22,270     14,532        175     37,499     45,589     59,943     60,296:     7,808      7,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -18,042:    -1,958      1,989     -2,480    -13,142    -14,993    -17,579    -15,483:      -463     -2,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       21.4        0.3       55.3       67.3       88.5       89.0:      11.5       11.0
Old  :     100.0:      32.9       21.4        0.3       55.3       67.3       88.5       89.0:      11.5       11.0
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  :       117:        31         33          8         35         24         69         62:
Old  :       117:        31         33          8         35         24         69         62:
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  :                 22.3       36.4       37.1       53.7       22.2       35.9       37.0       52.7
Old  :                 22.3       36.4       37.1       53.7       22.2       35.9       37.0       52.7
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, September 23, 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  :   135,500:    44,539     29,064        349     74,997     91,178    119,885    120,591:    15,615     14,909
Old  :   135,500:    44,539     29,064        349     74,997     91,178    119,885    120,591:    15,615     14,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :   -36,084:    -3,916      3,978     -4,959    -26,283    -29,985    -35,158    -30,966:      -926     -5,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       21.4        0.3       55.3       67.3       88.5       89.0:      11.5       11.0
Old  :     100.0:      32.9       21.4        0.3       55.3       67.3       88.5       89.0:      11.5       11.0
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  :       117:        31         33          8         35         24         69         62:
Old  :       117:        31         33          8         35         24         69         62:
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  :                 22.3       36.4       37.1       53.7       22.2       35.9       37.0       52.7
Old  :                 22.3       36.4       37.1       53.7       22.2       35.9       37.0       52.7
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, September 23, 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  :    10,731:     9,647      9,578        475        360        678     10,482     10,731:       249          0
Old  :    10,731:     9,647      9,578        475        360        678     10,482     10,731:       249          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,494:     2,254     -1,823     -1,667     -4,183          0     -3,596     -3,490:       102         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      89.9       89.3        4.4        3.4        6.3       97.7      100.0:       2.3        0.0
Old  :     100.0:      89.9       89.3        4.4        3.4        6.3       97.7      100.0:       2.3        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          6          2          1          1         18          8:
Old  :        23:        16          6          2          1          1         18          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  :                 77.5       81.3       91.4      100.0       75.9       80.9       85.9       92.2
Old  :                 77.5       81.3       91.4      100.0       75.9       80.9       85.9       92.2
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, September 23, 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  :    51,524:     1,811     16,373        209     49,378     34,698     51,398     51,280:       126        244
Old  :    51,524:     1,811     16,373        209     49,378     34,698     51,398     51,280:       126        244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :    -3,078:    -1,868       -226        -55     -1,203     -2,798     -3,126     -3,079:        48          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       31.8        0.4       95.8       67.3       99.8       99.5:       0.2        0.5
Old  :     100.0:       3.5       31.8        0.4       95.8       67.3       99.8       99.5:       0.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         5         15          1         11         18         16         34:
Old  :        47:         5         15          1         11         18         16         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.3       56.6       96.9       77.0       80.4       47.1       87.8       67.5
Old  :                 85.3       56.6       96.9       77.0       80.4       47.1       87.8       67.5
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, September 23, 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  :    45,206:     6,070      9,879      3,283     35,712     31,727     45,065     44,889:       141        317
Old  :    45,206:     6,070      9,879      3,283     35,712     31,727     45,065     44,889:       141        317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 16, 2014                   :
     :     5,838:     3,211       -226        353      2,221      5,655      5,785      5,782:        53         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       21.9        7.3       79.0       70.2       99.7       99.3:       0.3        0.7
Old  :     100.0:      13.4       21.9        7.3       79.0       70.2       99.7       99.3:       0.3        0.7
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  :        47:         7         14          1          5         22         12         37:
Old  :        47:         7         14          1          5         22         12         37:
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  :                 97.5       54.0       99.4       74.2       88.0       54.0       89.2       67.6
Old  :                 97.5       54.0       99.4       74.2       88.0       54.0       89.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 26, 2014