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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 30, 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  :   423,182:   138,030    194,210     70,791    182,442    109,262    391,263    374,263:    31,919     48,919
Old  :   372,284:   130,832    193,231     51,237    162,600     88,137    344,669    332,605:    27,615     39,679
Other:    50,898:    21,104     14,885      5,648     19,842     21,125     46,594     41,658:     4,304      9,240
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     7,278:     6,621      3,152      2,852     -2,104      1,789      7,369      7,793:       -91       -515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       45.9       16.7       43.1       25.8       92.5       88.4:       7.5       11.6
Old  :     100.0:      35.1       51.9       13.8       43.7       23.7       92.6       89.3:       7.4       10.7
Other:     100.0:      41.5       29.2       11.1       39.0       41.5       91.5       81.8:       8.5       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:       121        133        121         98         92        285        296:
Old  :       391:       119        136        106         92         82        267        279:
Other:       173:        38         38         24         48         66        104        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       10.8       25.5       18.8       16.0       10.0       25.0       17.1
Old  :                 18.2       12.3       27.6       21.0       18.2       11.8       27.1       19.7
Other:                 38.9       20.7       52.3       34.4       38.9       20.7       51.2       32.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 30, 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  :   151,310:    50,585     47,848     13,786     71,815     62,570    136,186    124,204:    15,124     27,106
Old  :   130,961:    49,788     48,309      9,067     59,334     51,551    118,189    108,927:    12,772     22,034
Other:    20,349:     5,402      4,144        114     12,481     11,019     17,997     15,277:     2,352      5,072
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     2,225:     2,806      1,394      1,046     -2,344     -1,061      1,508      1,379:       717        846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       31.6        9.1       47.5       41.4       90.0       82.1:      10.0       17.9
Old  :     100.0:      38.0       36.9        6.9       45.3       39.4       90.2       83.2:       9.8       16.8
Other:     100.0:      26.5       20.4        0.6       61.3       54.2       88.4       75.1:      11.6       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        51         52         44         62         64        133        145:
Old  :       194:        51         54         37         55         62        122        139:
Other:        99:        18         14          9         35         48         55         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       17.9       28.9       27.0       15.5       13.9       24.8       21.4
Old  :                 20.7       17.2       31.9       26.3       19.1       17.2       29.6       25.8
Other:                 37.3       49.0       61.2       56.2       35.3       49.0       58.8       55.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 30, 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  : 1,285,167:   468,899    372,005    166,020    530,888    493,088  1,165,807  1,031,113:   119,360    254,054
Old  : 1,170,436:   437,472    374,507    142,086    485,012    431,939  1,064,570    948,532:   105,866    221,904
Other:   114,731:    54,103     20,174      1,258     45,876     61,149    101,237     82,581:    13,494     32,150
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     7,842:     5,260     -5,922      7,879     -8,783        675      4,356      2,632:     3,486      5,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       28.9       12.9       41.3       38.4       90.7       80.2:       9.3       19.8
Old  :     100.0:      37.4       32.0       12.1       41.4       36.9       91.0       81.0:       9.0       19.0
Other:     100.0:      47.2       17.6        1.1       40.0       53.3       88.2       72.0:      11.8       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       725:       160        188        156        219        287        482        554:
Old  :       714:       147        201        141        215        281        457        544:
Other:       342:        67         53         20         62        178        141        241:
     :----------------------------------------------------------------------------------------------------
     :             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       12.0       21.0       17.6       11.8       10.1       20.9       15.3
Old  :                 12.5       11.1       21.7       17.2       12.3        9.0       21.5       14.7
Other:                 23.1       35.1       35.7       42.1       23.1       34.8       35.7       41.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 30, 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  :     9,154:     3,711      1,630         12      3,469      6,262      7,192      7,904:     1,962      1,250
Old  :     8,974:     3,650      1,631         10      3,366      6,166      7,026      7,807:     1,948      1,167
Other:       180:        62          0          1        103         96        166         97:        14         83
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :      -207:        78        191         -1        -92       -275        -15        -85:      -192       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       17.8        0.1       37.9       68.4       78.6       86.3:      21.4       13.7
Old  :     100.0:      40.7       18.2        0.1       37.5       68.7       78.3       87.0:      21.7       13.0
Other:     100.0:      34.4        0.0        0.6       57.2       53.3       92.2       53.9:       7.8       46.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        24          2          2         13         11         38         14:
Old  :        43:        24          2          1         13         11         37         14:
Other:         8:         2          0          1          4          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  :                 38.8       68.8       51.2       80.6       38.5       68.3       50.0       79.1
Old  :                 38.9       69.9       51.5       81.7       38.7       69.8       50.3       80.7
Other:                 87.8       53.3       92.2       53.9       74.4       36.7       75.0       36.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 30, 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  :   774,659:   215,316    239,682    120,693    390,059    264,351    726,068    624,726:    48,591    149,933
Old  :   711,129:   210,969    233,148    105,957    352,474    244,942    669,400    584,047:    41,729    127,082
Other:    63,530:    17,995     20,182      1,088     37,585     19,409     56,668     40,679:     6,862     22,851
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    22,908:    12,709      5,955     11,843     -2,241      2,455     22,311     20,253:       597      2,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       30.9       15.6       50.4       34.1       93.7       80.6:       6.3       19.4
Old  :     100.0:      29.7       32.8       14.9       49.6       34.4       94.1       82.1:       5.9       17.9
Other:     100.0:      28.3       31.8        1.7       59.2       30.6       89.2       64.0:      10.8       36.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       690:       148        286        197        141        200        424        573:
Old  :       686:       150        295        168        132        195        392        558:
Other:       317:        70         90         16         49        126        130        222:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       11.9       23.2       18.2       12.5       11.4       20.0       15.7
Old  :                 14.3       13.0       23.8       19.3       12.8       12.7       21.2       17.4
Other:                 33.1       18.4       46.6       26.1       33.1       18.3       46.2       26.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 30, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 1,000 Bushels)                                               :
     :          :                                                                            :
All  :    21,851:    19,131      1,277        477          0      5,229     19,608      6,983:     2,243     14,868
Old  :    19,432:    17,728      1,238        477          0      4,562     18,205      6,277:     1,227     13,155
Other:     2,419:     1,403         39          0          0        667      1,403        706:     1,016      1,713
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :      -828:       336        -45        -73          0       -470        263       -588:    -1,091       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.6        5.8        2.2        0.0       23.9       89.7       32.0:      10.3       68.0
Old  :     100.0:      91.2        6.4        2.5        0.0       23.5       93.7       32.3:       6.3       67.7
Other:     100.0:      58.0        1.6        0.0        0.0       27.6       58.0       29.2:      42.0       70.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          5          4          0         13          6         21:
Old  :        23:         5          5          4          0         13          6         21:
Other:        19:         2          4          0          0         13          2         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 87.7       12.8       89.7       19.5       87.4       12.8       87.6       19.0
Old  :                 91.4       12.3       93.7       19.3       91.1       12.3       91.2       18.7
Other:                 58.0       24.5       58.0       27.2       58.0       24.5       58.0       27.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 30, 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  :   377,877:   129,000     91,622     63,222    148,608    191,545    340,830    346,389:    37,047     31,488
Old  :   360,762:   130,271     92,072     55,134    141,088    183,716    326,493    330,922:    34,269     29,840
Other:    17,115:     2,975      3,796      3,842      7,520      7,829     14,337     15,467:     2,778      1,648
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    -7,543:    -2,397     -4,502        587     -5,530       -745     -7,340     -4,660:      -203     -2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       24.2       16.7       39.3       50.7       90.2       91.7:       9.8        8.3
Old  :     100.0:      36.1       25.5       15.3       39.1       50.9       90.5       91.7:       9.5        8.3
Other:     100.0:      17.4       22.2       22.4       43.9       45.7       83.8       90.4:      16.2        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       308:        95         90         96         77         68        229        215:
Old  :       308:       101         88         96         77         68        229        215:
Other:        57:        12         17         11         21         13         42         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       29.9       17.2       37.4        9.6       28.8       17.0       35.7
Old  :                  9.9       29.5       17.9       37.3        9.9       28.7       17.6       36.0
Other:                 30.3       55.7       47.6       72.6       22.1       46.2       37.4       54.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 30, 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  :   869,246:   119,029    106,443     20,508    571,638    573,880    711,175    700,831:   158,071    168,415
Old  :   869,246:   119,029    106,443     20,508    571,638    573,880    711,175    700,831:   158,071    168,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    12,982:     2,392      3,161      6,866      2,013     -1,081     11,271      8,946:     1,711      4,036
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       12.2        2.4       65.8       66.0       81.8       80.6:      18.2       19.4
Old  :     100.0:      13.7       12.2        2.4       65.8       66.0       81.8       80.6:      18.2       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        37         35         25         70         79        117        129:
Old  :       180:        37         35         25         70         79        117        129:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       22.9       40.3       34.4       29.4       20.1       36.8       29.1
Old  :                 30.5       22.9       40.3       34.4       29.4       20.1       36.8       29.1
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 30, 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  :   514,574:    61,443     36,762      5,711    339,561    376,174    406,715    418,647:   107,859     95,927
Old  :   514,574:    61,443     36,762      5,711    339,561    376,174    406,715    418,647:   107,859     95,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     8,525:     5,649      1,517        762     -1,374      6,562      5,037      8,841:     3,488       -316
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.1        1.1       66.0       73.1       79.0       81.4:      21.0       18.6
Old  :     100.0:      11.9        7.1        1.1       66.0       73.1       79.0       81.4:      21.0       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  :        82:        13         11          5         45         45         61         58:
Old  :        82:        13         11          5         45         45         61         58:
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       42.2       40.3       54.9       22.3       40.8       32.3       49.2
Old  :                 25.5       42.2       40.3       54.9       22.3       40.8       32.3       49.2
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 30, 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  :     6,363:     2,207        256        638      2,933      5,090      5,778      5,984:       585        379
Old  :     6,363:     2,207        256        638      2,933      5,090      5,778      5,984:       585        379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       -20:       435          0        -52       -274        -46        109        -98:      -129         78
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        4.0       10.0       46.1       80.0       90.8       94.0:       9.2        6.0
Old  :     100.0:      34.7        4.0       10.0       46.1       80.0       90.8       94.0:       9.2        6.0
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  :        42:        17          3          6         14         20         32         29:
Old  :        42:        17          3          6         14         20         32         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  :                 40.0       59.4       59.3       73.8       35.7       54.8       46.6       63.1
Old  :                 40.0       59.4       59.3       73.8       35.7       54.8       46.6       63.1
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 30, 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  :   351,029:   107,449     60,848     43,388    159,731    207,464    310,568    311,700:    40,461     39,329
Old  :   333,238:   108,068     60,465     38,089    148,690    197,418    294,847    295,972:    38,391     37,266
Other:    17,791:     2,818      3,820      1,862     11,041     10,046     15,721     15,728:     2,070      2,063
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     8,456:     1,387      1,856      4,220      2,817      1,167      8,424      7,243:        32      1,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       17.3       12.4       45.5       59.1       88.5       88.8:      11.5       11.2
Old  :     100.0:      32.4       18.1       11.4       44.6       59.2       88.5       88.8:      11.5       11.2
Other:     100.0:      15.8       21.5       10.5       62.1       56.5       88.4       88.4:      11.6       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        69         68         76         87         78        204        190:
Old  :       261:        74         67         73         87         77        203        187:
Other:        78:        17         14          9         34         17         59         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       31.1       18.4       39.0       10.2       26.0       16.9       32.7
Old  :                 11.2       31.4       18.7       39.7       10.5       27.6       17.4       34.6
Other:                 37.4       48.0       54.8       65.9       37.4       47.0       53.8       62.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 30, 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  :    10,949:     1,229      4,620      2,092      5,755      2,577      9,076      9,289:     1,873      1,660
Old  :    10,949:     1,229      4,620      2,092      5,755      2,577      9,076      9,289:     1,873      1,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,845:       162        -30      1,328        103        577      1,593      1,875:       252        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       42.2       19.1       52.6       23.5       82.9       84.8:      17.1       15.2
Old  :     100.0:      11.2       42.2       19.1       52.6       23.5       82.9       84.8:      17.1       15.2
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  :        71:        16         24         17         16         13         45         48:
Old  :        71:        16         24         17         16         13         45         48:
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  :                 39.6       33.6       51.6       47.3       33.6       29.5       42.1       40.0
Old  :                 39.6       33.6       51.6       47.3       33.6       29.5       42.1       40.0
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 30, 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  : 1,612,005:   404,392    542,770     20,468  1,083,948    897,845  1,508,808  1,461,083:   103,197    150,922
Old  : 1,612,005:   404,392    542,770     20,468  1,083,948    897,845  1,508,808  1,461,083:   103,197    150,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -67,067:    -4,751    -26,800     -2,493    -58,082    -35,270    -65,326    -64,563:    -1,741     -2,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       33.7        1.3       67.2       55.7       93.6       90.6:       6.4        9.4
Old  :     100.0:      25.1       33.7        1.3       67.2       55.7       93.6       90.6:       6.4        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       265:        38         68         21         88        119        135        199:
Old  :       265:        38         68         21         88        119        135        199:
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  :                 31.1       28.5       43.8       43.3       31.1       28.5       43.4       43.1
Old  :                 31.1       28.5       43.8       43.3       31.1       28.5       43.4       43.1
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 30, 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  : 2,731,029:   449,878    462,383     52,338  1,958,598  1,721,179  2,460,814  2,235,900:   270,215    495,129
Old  : 2,731,029:   449,878    462,383     52,338  1,958,598  1,721,179  2,460,814  2,235,900:   270,215    495,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    81,093:   -10,161     11,188      6,128     71,131     70,049     67,098     87,365:    13,995     -6,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       16.9        1.9       71.7       63.0       90.1       81.9:       9.9       18.1
Old  :     100.0:      16.5       16.9        1.9       71.7       63.0       90.1       81.9:       9.9       18.1
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  :       361:        46        104         48        121        174        201        292:
Old  :       361:        46        104         48        121        174        201        292:
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  :                 40.0       15.8       53.2       22.6       38.3       12.1       47.7       17.6
Old  :                 40.0       15.8       53.2       22.6       38.3       12.1       47.7       17.6
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 30, 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  : 2,095,841:   333,366    363,803     36,889  1,503,053  1,319,800  1,873,308  1,720,492:   222,533    375,349
Old  : 2,095,841:   333,366    363,803     36,889  1,503,053  1,319,800  1,873,308  1,720,492:   222,533    375,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :   -31,444:   -21,657     -9,441     -6,559     -7,796    -28,969    -36,012    -44,969:     4,568     13,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       17.4        1.8       71.7       63.0       89.4       82.1:      10.6       17.9
Old  :     100.0:      15.9       17.4        1.8       71.7       63.0       89.4       82.1:      10.6       17.9
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  :       299:        39         76         25        111        137        164        224:
Old  :       299:        39         76         25        111        137        164        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       16.2       33.5       26.7       18.4       12.7       28.6       20.4
Old  :                 21.2       16.2       33.5       26.7       18.4       12.7       28.6       20.4
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 30, 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  :   600,910:    16,138    150,613    123,434    424,212    267,516    563,784    541,563:    37,126     59,347
Old  :   600,910:    16,138    150,613    123,434    424,212    267,516    563,784    541,563:    37,126     59,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :    17,728:       773    -12,625      8,029      9,001     21,353     17,803     16,757:       -75        971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       25.1       20.5       70.6       44.5       93.8       90.1:       6.2        9.9
Old  :     100.0:       2.7       25.1       20.5       70.6       44.5       93.8       90.1:       6.2        9.9
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  :        94:         7         39         28         35         44         65         92:
Old  :        94:         7         39         28         35         44         65         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       19.3       57.5       31.7       37.8       15.7       41.9       20.6
Old  :                 46.4       19.3       57.5       31.7       37.8       15.7       41.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 30, 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  :    69,201:    24,463     11,442         53     36,496     49,238     61,011     60,732:     8,190      8,469
Old  :    69,201:    24,463     11,442         53     36,496     49,238     61,011     60,732:     8,190      8,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,451:     2,193     -3,091       -122     -1,003      3,649      1,069        437:       382      1,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       16.5        0.1       52.7       71.2       88.2       87.8:      11.8       12.2
Old  :     100.0:      35.4       16.5        0.1       52.7       71.2       88.2       87.8:      11.8       12.2
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  :       113:        34         27          4         34         24         68         55:
Old  :       113:        34         27          4         34         24         68         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  :                 20.9       40.9       35.3       59.4       20.9       40.9       35.3       58.4
Old  :                 20.9       40.9       35.3       59.4       20.9       40.9       35.3       58.4
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 30, 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  :   138,401:    48,925     22,883        106     72,991     98,475    122,022    121,464:    16,379     16,937
Old  :   138,401:    48,925     22,883        106     72,991     98,475    122,022    121,464:    16,379     16,937
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     2,901:     4,386     -6,181       -243     -2,006      7,297      2,137        873:       764      2,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       16.5        0.1       52.7       71.2       88.2       87.8:      11.8       12.2
Old  :     100.0:      35.4       16.5        0.1       52.7       71.2       88.2       87.8:      11.8       12.2
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  :       113:        34         27          4         34         24         68         55:
Old  :       113:        34         27          4         34         24         68         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  :                 20.9       40.9       35.3       59.4       20.9       40.9       35.3       58.4
Old  :                 20.9       40.9       35.3       59.4       20.9       40.9       35.3       58.4
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 30, 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  :    11,174:    10,121      9,537        432        360      1,179     10,913     11,148:       261         26
Old  :    11,174:    10,121      9,537        432        360      1,179     10,913     11,148:       261         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       443:       474        -41        -43          0        501        431        417:        12         26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      90.6       85.3        3.9        3.2       10.6       97.7       99.8:       2.3        0.2
Old  :     100.0:      90.6       85.3        3.9        3.2       10.6       97.7       99.8:       2.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          2          1          2         18          9:
Old  :        24:        16          6          2          1          2         18          9:
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  :                 77.9       77.7       91.3       98.6       76.8       77.3       86.7       92.7
Old  :                 77.9       77.7       91.3       98.6       76.8       77.3       86.7       92.7
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 30, 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  :    51,427:     2,706     17,459        201     48,370     33,518     51,277     51,178:       150        249
Old  :    51,427:     2,706     17,459        201     48,370     33,518     51,277     51,178:       150        249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :       -97:       895      1,086         -8     -1,008     -1,180       -121       -102:        24          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       33.9        0.4       94.1       65.2       99.7       99.5:       0.3        0.5
Old  :     100.0:       5.3       33.9        0.4       94.1       65.2       99.7       99.5:       0.3        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  :        46:         5         15          1         11         17         16         33:
Old  :        46:         5         15          1         11         17         16         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.7       56.8       96.1       77.2       79.3       47.3       87.3       67.8
Old  :                 84.7       56.8       96.1       77.2       79.3       47.3       87.3       67.8
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 30, 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  :    46,220:     3,895     12,066      3,233     38,918     30,608     46,046     45,907:       174        313
Old  :    46,220:     3,895     12,066      3,233     38,918     30,608     46,046     45,907:       174        313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2014                   :
     :     1,014:    -2,175      2,187        -50      3,206     -1,119        981      1,018:        33         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       26.1        7.0       84.2       66.2       99.6       99.3:       0.4        0.7
Old  :     100.0:       8.4       26.1        7.0       84.2       66.2       99.6       99.3:       0.4        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:         3         20          1          4         22          7         43:
Old  :        47:         3         20          1          4         22          7         43:
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  :                 99.5       50.4       99.6       70.1       89.7       50.4       89.7       64.0
Old  :                 99.5       50.4       99.6       70.1       89.7       50.4       89.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 3, 2014