```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      405,434
COMMITMENTS
 109,223  151,927   70,103  187,907  136,246  367,233  358,276   38,201   47,158

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     20,546)
   1,622    4,676    7,113   10,272    7,268   19,007   19,057    1,539    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     37.5     17.3     46.3     33.6     90.6     88.4      9.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      365)
      98      135      104       88       94      250      278
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      141,188
COMMITMENTS
  51,530   37,674    9,463   64,187   66,977  125,180  114,114   16,008   27,074

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      6,187)
  -1,352    3,504    2,867    3,371   -3,492    4,886    2,879    1,301    3,308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     26.7      6.7     45.5     47.4     88.7     80.8     11.3     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      53       47       43       54       59      132      132
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,328,646
COMMITMENTS
 425,458  321,736  180,948  603,715  575,613  1210121  1078297  118,525  250,349

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     22,038)
  -2,481   17,489   14,666    3,690  -14,200   15,875   17,955    6,163    4,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     24.2     13.6     45.4     43.3     91.1     81.2      8.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      731)
     135      203      167      237      313      486      591
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,307
COMMITMENTS
   2,873      864       43    2,563    5,567    5,479    6,474    1,828      833

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -240)
    -176      -20      -33       70     -107     -139     -160     -101      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     11.8      0.6     35.1     76.2     75.0     88.6     25.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13        6        4       13       13       30       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      626,175
COMMITMENTS
 187,688  187,806   87,883  306,253  232,525  581,824  508,214   44,351  117,961

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     19,914)
  -2,749    1,847    4,359   19,543    8,909   21,153   15,115   -1,239    4,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     30.0     14.0     48.9     37.1     92.9     81.2      7.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      632)
     149      222      177      140      223      410      519
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,452
COMMITMENTS
  15,955      710       41        2    5,399   15,998    6,150    5,454   15,302

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        448)
     332       10       10        0       77      342       97      106      351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4      3.3      0.2      0.0     25.2     74.6     28.7     25.4     71.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        3        1       16        4       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      326,785
COMMITMENTS
 106,458   93,582   33,363  155,151  163,216  294,972  290,161   31,813   36,624

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     12,962)
   2,747    6,597    2,893    5,796    1,803   11,436   11,293    1,526    1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     28.6     10.2     47.5     49.9     90.3     88.8      9.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      86       84       75       82       68      210      194
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      749,043
COMMITMENTS
  94,071   68,339    7,748  488,423  508,542  590,242  584,629  158,801  164,414

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     32,123)
  20,970   -9,119      641   10,506   50,329   32,117   41,851        6   -9,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      9.1      1.0     65.2     67.9     78.8     78.1     21.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       27       15       70       83      114      118
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      491,937
COMMITMENTS
  51,217   35,337    4,289  329,302  357,989  384,808  397,615  107,129   94,322

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,206)
   1,039    2,068     -326    1,306    3,702    2,019    5,444      187   -3,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      7.2      0.9     66.9     72.8     78.2     80.8     21.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      10       11        7       42       48       56       62
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,113
COMMITMENTS
   1,557      647      609    3,379    4,568    5,545    5,824      568      289

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -312)
     149     -128      -19     -453     -153     -323     -300       11      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     10.6     10.0     55.3     74.7     90.7     95.3      9.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12        5        3       20       22       33       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      309,346
COMMITMENTS
  96,802   66,735   30,695  140,614  183,807  268,111  281,237   41,235   28,109

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,875)
   3,453   -4,287    1,681      785    5,613    5,919    3,007   -4,044   -1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     21.6      9.9     45.5     59.4     86.7     90.9     13.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      74       74       75       86       83      210      190
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,611
COMMITMENTS
   1,225    2,432      871    4,689    3,417    6,785    6,720    1,826    1,891

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        560)
      39       74      152      220      108      411      334      149      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     28.2     10.1     54.5     39.7     78.8     78.0     21.2     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       15        9       19       14       38       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,151,056
COMMITMENTS
 233,128  240,407   14,558  810,856  751,005  1058542  1005970   92,514  145,086

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     51,640)
  25,476   19,035    3,101   24,903   30,157   53,480   52,293   -1,840     -653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     20.9      1.3     70.4     65.2     92.0     87.4      8.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      41       48       19       90      130      136      192
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,625,979
COMMITMENTS
 425,550  479,176   41,122  1889641  1630226  2356313  2150524  269,666  475,455

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    -60,251)
  48,893    5,747  -14,255  -93,142  -35,961  -58,504  -44,469   -1,747  -15,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     18.2      1.6     72.0     62.1     89.7     81.9     10.3     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
      59      105       53      134      182      226      307
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,151,041
COMMITMENTS
 328,802  324,087   36,078  1539439  1420816  1904319  1780981  246,722  370,060

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     62,225)
  25,020    2,842   12,113   13,651   40,166   50,784   55,121   11,441    7,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     15.1      1.7     71.6     66.1     88.5     82.8     11.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      47       64       28      109      143      176      215
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      444,459
COMMITMENTS
  16,006  103,873   85,562  309,815  202,491  411,383  391,926   33,076   52,533

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     28,924)
 -10,207    9,449    6,952   26,046    5,748   22,791   22,149    6,133    6,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     23.4     19.3     69.7     45.6     92.6     88.2      7.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      13       28       24       37       39       64       79
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       62,186
COMMITMENTS
  19,009   13,965        4   34,769   41,107   53,781   55,076    8,405    7,111

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      3,698)
   3,234      708     -150     -451    3,299    2,634    3,857    1,064     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     22.5      0.0     55.9     66.1     86.5     88.6     13.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       25        2       41       22       74       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      124,372
COMMITMENTS
  38,017   27,930        8   69,537   82,213  107,562  110,151   16,810   14,221

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      7,395)
   6,468    1,415     -299     -901    6,597    5,268    7,713    2,127     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     22.5      0.0     55.9     66.1     86.5     88.6     13.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      33       25        2       41       22       74       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,759
COMMITMENTS
  11,466   13,261      493    1,725        0   13,684   13,754       75        5

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,190)
  -1,667   -1,121      -69      526        0   -1,210   -1,190       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     96.4      3.6     12.5      0.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      18        4        2        2        0       21        5
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,301
COMMITMENTS
   8,514   19,967      312   43,387   31,872   52,213   52,151       88      150

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        238)
     311     -545       -3      -45      811      263      263      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     38.2      0.6     83.0     60.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       14        1       12       15       18       30
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,282
COMMITMENTS
   5,397   12,156    1,265   26,537   19,694   33,199   33,115       83      167

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -510)
   1,228     -738       25   -1,768      218     -515     -495        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     36.5      3.8     79.7     59.2     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7       14        1        8       16       15       31
```

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Updated July 18, 2014