```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      396,273
COMMITMENTS
 119,887  159,139   58,450  178,502  126,008  356,839  343,597   39,434   52,676

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:    -23,918)
    -538   -4,389  -13,060  -10,379  -10,809  -23,977  -28,258       59    4,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3     40.2     14.7     45.0     31.8     90.0     86.7     10.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
     107      118      118       90       94      280      269
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      136,627
COMMITMENTS
  46,447   40,447    8,277   65,298   62,684  120,022  111,408   16,605   25,219

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     -2,941)
  -1,262    3,606      853   -2,216   -5,002   -2,625     -543     -316   -2,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     29.6      6.1     47.8     45.9     87.8     81.5     12.2     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      49       46       38       59       64      127      134
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,254,162
COMMITMENTS
 451,689  384,380  124,024  549,947  492,315  1125660  1000719  128,502  253,443

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:    -66,851)
 -12,069     -421  -23,352  -34,758  -47,062  -70,179  -70,835    3,328    3,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     30.6      9.9     43.8     39.3     89.8     79.8     10.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      729)
     155      203      155      261      288      517      562
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,162
COMMITMENTS
   3,274    1,496      302    3,202    5,952    6,778    7,750    2,384    1,412

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:        470)
     213      156      -18      217      181      412      319       58      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     16.3      3.3     34.9     65.0     74.0     84.6     26.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        5        5       16       12       36       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      648,601
COMMITMENTS
 190,434  200,146   74,166  337,225  245,922  601,825  520,234   46,776  128,367

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:      3,402)
  -2,487    7,975   -5,552    7,608   -6,628     -431   -4,205    3,833    7,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     30.9     11.4     52.0     37.9     92.8     80.2      7.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     154      235      155      126      206      373      517
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,570
COMMITMENTS
  17,496      742      365        0    5,513   17,861    6,620    3,709   14,950

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:        407)
     629        9       24        0      111      653      144     -246      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    81.1      3.4      1.7      0.0     25.6     82.8     30.7     17.2     69.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        4        3        0       15        5       22
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      358,599
COMMITMENTS
 119,457  100,616   47,211  155,665  172,160  322,333  319,987   36,266   38,612

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:       -838)
   1,927   -3,741   -5,762    1,623    5,913   -2,212   -3,590    1,374    2,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     28.1     13.2     43.4     48.0     89.9     89.2     10.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      89       86       85       82       67      219      208
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      941,955
COMMITMENTS
 124,727   92,712   25,631  608,748  619,666  759,106  738,009  182,849  203,946

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     71,425)
   7,889    2,320   12,658   38,161   40,617   58,708   55,595   12,717   15,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      9.8      2.7     64.6     65.8     80.6     78.3     19.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      38       29       27       73       79      124      123
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      536,608
COMMITMENTS
  57,234   37,889   10,557  342,319  377,967  410,110  426,413  126,498  110,195

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     18,273)
     577     -170    2,936   -2,783    2,128      730    4,894   17,543   13,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      7.1      2.0     63.8     70.4     76.4     79.5     23.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      11       11        7       43       43       58       57
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,133
COMMITMENTS
   1,858      377      634    2,881    4,856    5,373    5,867      760      266

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:         56)
    -213      -28       82      103      -10      -28       44       84       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      6.1     10.3     47.0     79.2     87.6     95.7     12.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      15        5        6       17       14       34       23
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      321,972
COMMITMENTS
  98,960   51,268   35,237  144,949  201,910  279,146  288,415   42,826   33,557

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     -1,673)
  -7,330    2,156   -3,384   13,214   -2,456    2,500   -3,684   -4,173    2,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     15.9     10.9     45.0     62.7     86.7     89.6     13.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      72       70       73       86       86      210      187
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,860
COMMITMENTS
   1,046    3,833      331    5,881    3,091    7,258    7,255    1,602    1,605

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:       -164)
     -92      100     -239      503      114      172      -25     -336     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     43.3      3.7     66.4     34.9     81.9     81.9     18.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       20        5       19       19       36       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,516,062
COMMITMENTS
 376,490  332,147   61,496  961,656  960,516  1399642  1354159  116,420  161,903

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     66,121)
  17,840   73,577    5,403   38,376  -33,157   61,619   45,823    4,502   20,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     21.9      4.1     63.4     63.4     92.3     89.3      7.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      47       50       39      101      143      165      216
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,854,257
COMMITMENTS
 418,061  410,121   79,595  2024598  1869155  2522254  2358871  332,003  495,386

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:    -38,510)
 -65,041 -116,515    9,403    2,133   46,967  -53,505  -60,145   14,995   21,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     14.4      2.8     70.9     65.5     88.4     82.6     11.6     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
      49       97       58      127      173      221      283
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,293,617
COMMITMENTS
 407,050  336,877   60,930  1532895  1488797  2000875  1886604  292,742  407,013

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:    123,365)
    -612  -21,531   18,612   62,399   96,607   80,399   93,688   42,966   29,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     14.7      2.7     66.8     64.9     87.2     82.3     12.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      39       66       35      108      140      172      216
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      541,629
COMMITMENTS
  18,742  146,577  131,477  361,251  212,981  511,470  491,035   30,159   50,594

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     13,492)
   2,656   13,706      271   10,941      -25   13,868   13,952     -376     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     27.1     24.3     66.7     39.3     94.4     90.7      5.6      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
       9       39       27       36       44       67       90
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       60,918
COMMITMENTS
  18,066   15,313      595   33,799   36,329   52,460   52,237    8,458    8,681

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:      5,274)
   4,072       57      363    1,440    4,056    5,875    4,475     -601      799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     25.1      1.0     55.5     59.6     86.1     85.7     13.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       32        5       36       23       66       59
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      121,836
COMMITMENTS
  36,132   30,626    1,190   67,598   72,658  104,920  104,474   16,916   17,362

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:     10,548)
   8,144      113      726    2,879    8,111   11,749    8,950   -1,201    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     25.1      1.0     55.5     59.6     86.1     85.7     13.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      29       32        5       36       23       66       59
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,104
COMMITMENTS
   8,831   11,918      656    3,555      528   13,042   13,102       62        2

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:       -452)
    -581     -427      -25      160        0     -446     -452       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     90.9      5.0     27.1      4.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      16        5        3        2        1       19        8
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       54,469
COMMITMENTS
   6,646   21,094      292   47,477   32,894   54,415   54,280       54      189

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:        187)
      43     -124      -41      207      344      209      179      -22        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     38.7      0.5     87.2     60.4     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4       16        1       13       18       17       35
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 08/26/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       44,234
COMMITMENTS
   1,111   17,126    2,542   40,458   24,316   44,111   43,984      123      250

CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST:      1,871)
    -352    1,714       14    2,199      139    1,861    1,867       10        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     38.7      5.7     91.5     55.0     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       21        1        7       19       10       41
```

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Updated August 29, 2014