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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   467,810:   112,995    156,629    117,413    197,037    142,762    427,445    416,804:    40,365     51,006
Old  :   420,432:   103,408    158,797     98,066    183,011    123,227    384,485    380,090:    35,947     40,341
Other:    47,378:    23,142     11,388      5,792     14,026     19,535     42,960     36,714:     4,418     10,664
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -10,098:      -541      2,439     -1,193     -5,184     -6,579     -6,918     -5,332:    -3,180     -4,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       33.5       25.1       42.1       30.5       91.4       89.1:       8.6       10.9
Old  :     100.0:      24.6       37.8       23.3       43.5       29.3       91.4       90.4:       8.6        9.6
Other:     100.0:      48.8       24.0       12.2       29.6       41.2       90.7       77.5:       9.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       129        125        138        110        112        315        315:
Old  :       401:       134        124        129        108        107        305        306:
Other:       165:        34         39         32         38         68         95        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.7        9.9       23.3       17.5       13.6        9.2       21.7       15.6
Old  :                 16.2       11.1       24.6       19.0       15.3       10.7       23.1       17.5
Other:                 41.7       20.2       53.8       32.7       41.7       19.2       53.7       30.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   145,376:    45,285     40,601     16,603     67,667     61,761    129,555    118,965:    15,822     26,411
Old  :   132,280:    44,191     40,250     13,924     59,475     56,305    117,590    110,479:    14,691     21,802
Other:    13,096:     2,944      2,202        829      8,193      5,456     11,965      8,486:     1,131      4,610
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    -2,715:       974         80       -107     -1,873     -3,041     -1,006     -3,069:    -1,709        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       27.9       11.4       46.5       42.5       89.1       81.8:      10.9       18.2
Old  :     100.0:      33.4       30.4       10.5       45.0       42.6       88.9       83.5:      11.1       16.5
Other:     100.0:      22.5       16.8        6.3       62.6       41.7       91.4       64.8:       8.6       35.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        42         52         43         62         63        129        137:
Old  :       181:        41         53         41         60         59        125        132:
Other:        85:        16         12         14         25         40         45         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       16.8       29.3       24.9       17.2       14.9       27.5       22.7
Old  :                 19.0       16.9       29.6       25.4       18.1       16.8       27.8       25.3
Other:                 49.3       40.2       67.6       46.5       49.3       39.2       66.9       45.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  : 1,735,823:   459,508    314,384    482,085    651,676    610,130  1,593,269  1,406,600:   142,553    329,223
Old  : 1,616,562:   433,552    324,081    444,885    608,431    551,960  1,486,868  1,320,926:   129,693    295,636
Other:   119,261:    48,731     13,079     14,425     43,245     58,170    106,401     85,674:    12,860     33,587
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -19,858:     7,953     -5,379      3,368    -15,206    -11,337     -3,885    -13,348:   -15,973     -6,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       18.1       27.8       37.5       35.1       91.8       81.0:       8.2       19.0
Old  :     100.0:      26.8       20.0       27.5       37.6       34.1       92.0       81.7:       8.0       18.3
Other:     100.0:      40.9       11.0       12.1       36.3       48.8       89.2       71.8:      10.8       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       184        224        213        279        341        585        667:
Old  :       800:       171        239        209        276        340        575        665:
Other:       355:        72         39         38         84        198        170        263:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       10.7       18.2       16.8        9.1        8.0       16.0       12.5
Old  :                 11.2        9.6       18.4       16.1        9.5        7.0       16.1       11.4
Other:                 19.7       32.8       31.1       39.6       19.7       32.0       29.6       37.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    10,817:     3,442        778      1,168      3,712      7,683      8,322      9,629:     2,495      1,188
Old  :    10,764:     3,442        776      1,168      3,680      7,669      8,290      9,613:     2,474      1,151
Other:        53:         0          2          0         32         14         32         16:        21         37
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :        89:       179       -448         46        -52        769        173        368:       -84       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        7.2       10.8       34.3       71.0       76.9       89.0:      23.1       11.0
Old  :     100.0:      32.0        7.2       10.8       34.2       71.2       77.0       89.3:      23.0       10.7
Other:     100.0:       0.0        3.8        0.0       60.4       26.4       60.4       30.2:      39.6       69.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        20          5          7         17         12         41         20:
Old  :        44:        20          5          7         17         12         41         20:
Other:         4:         0          1          0          2          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       60.4       46.7       76.8       26.5       59.4       36.3       64.5
Old  :                 32.0       60.6       46.7       77.1       26.7       59.6       36.3       64.7
Other:                 60.4       30.2       60.4       30.2       60.4       30.2       60.4       30.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   982,562:   185,361    205,843    312,162    428,747    301,534    926,270    819,539:    56,292    163,023
Old  :   933,174:   180,080    206,759    293,636    407,426    284,799    881,142    785,195:    52,032    147,980
Other:    49,388:    16,333     10,136      7,474     21,321     16,735     45,128     34,344:     4,260     15,043
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    25,801:     1,965      7,914     14,010      8,407        667     24,382     22,591:     1,419      3,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       20.9       31.8       43.6       30.7       94.3       83.4:       5.7       16.6
Old  :     100.0:      19.3       22.2       31.5       43.7       30.5       94.4       84.1:       5.6       15.9
Other:     100.0:      33.1       20.5       15.1       43.2       33.9       91.4       69.5:       8.6       30.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       703:       175        270        268        160        216        508        599:
Old  :       701:       178        272        259        154        214        494        595:
Other:       262:        48         62         41         46        127        120        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       11.6       20.6       18.0        7.8        5.0       13.5        8.5
Old  :                 12.5       12.1       21.0       18.6        8.0        5.1       14.0        9.0
Other:                 28.8       17.0       45.8       25.2       28.4       16.6       44.5       23.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    21,990:    17,859      1,041        600          0      5,577     18,459      7,218:     3,531     14,772
Old  :    20,125:    16,578      1,021        600          0      4,979     17,178      6,600:     2,947     13,525
Other:     1,865:     1,281         20          0          0        598      1,281        618:       584      1,247
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       420:       363        299        235          0         64        598        598:      -178       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.2        4.7        2.7        0.0       25.4       83.9       32.8:      16.1       67.2
Old  :     100.0:      82.4        5.1        3.0        0.0       24.7       85.4       32.8:      14.6       67.2
Other:     100.0:      68.7        1.1        0.0        0.0       32.1       68.7       33.1:      31.3       66.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          6          4          0         15          6         24:
Old  :        26:         5          6          4          0         15          6         24:
Other:        19:         2          3          0          0         14          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  :                 82.2       12.9       83.9       19.6       81.1       12.9       81.2       18.6
Old  :                 83.4       13.3       85.4       19.3       82.2       12.5       82.4       18.1
Other:                 68.7       27.5       68.7       30.5       68.7       27.5       68.7       30.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   418,653:   111,865    105,878     87,163    181,717    188,795    380,745    381,836:    37,908     36,817
Old  :   406,409:   113,485    104,026     82,047    175,087    185,297    370,619    371,370:    35,790     35,039
Other:    12,244:       787      4,260      2,709      6,631      3,498     10,126     10,466:     2,118      1,778
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     5,183:     2,951      6,016        -61      1,847      2,099      4,737      8,055:       446     -2,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       25.3       20.8       43.4       45.1       90.9       91.2:       9.1        8.8
Old  :     100.0:      27.9       25.6       20.2       43.1       45.6       91.2       91.4:       8.8        8.6
Other:     100.0:       6.4       34.8       22.1       54.2       28.6       82.7       85.5:      17.3       14.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:        98         95         92         90         77        245        223:
Old  :       321:       108         89         91         89         77        244        222:
Other:        47:         6         14         12         20         10         36         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.9       27.0       18.4       33.8        8.6       20.4       15.2       26.6
Old  :                 10.8       26.9       18.4       34.0        8.8       20.8       15.6       27.3
Other:                 34.1       53.7       52.9       72.4       27.8       42.0       44.2       54.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   998,086:   108,101     95,584     72,978    631,500    635,295    812,579    803,858:   185,507    194,228
Old  :   998,086:   108,101     95,584     72,978    631,500    635,295    812,579    803,858:   185,507    194,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -12,853:   -15,169      4,008     19,788     -7,723    -15,479     -3,103      8,317:    -9,749    -21,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.6        7.3       63.3       63.7       81.4       80.5:      18.6       19.5
Old  :     100.0:      10.8        9.6        7.3       63.3       63.7       81.4       80.5:      18.6       19.5
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  :       184:        32         38         46         88         91        146        150:
Old  :       184:        32         38         46         88         91        146        150:
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  :                 27.0       20.5       36.3       30.8       24.3       17.1       31.1       23.9
Old  :                 27.0       20.5       36.3       30.8       24.3       17.1       31.1       23.9
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 with Delta-adjusted Options and Futures Combined, September 2, 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  :   544,133:    53,618     38,048      6,683    377,434    399,433    437,735    444,164:   106,398     99,970
Old  :   544,133:    53,618     38,048      6,683    377,434    399,433    437,735    444,164:   106,398     99,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     7,080:    -3,616        160     -3,875     35,115     21,416     27,624     17,701:   -20,544    -10,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        7.0        1.2       69.4       73.4       80.4       81.6:      19.6       18.4
Old  :     100.0:       9.9        7.0        1.2       69.4       73.4       80.4       81.6:      19.6       18.4
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  :        82:        10         11          7         50         46         64         60:
Old  :        82:        10         11          7         50         46         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       43.5       41.1       55.6       20.6       33.5       30.0       42.6
Old  :                 26.0       43.5       41.1       55.6       20.6       33.5       30.0       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :     6,313:     1,864        314        638      3,087      5,089      5,589      6,041:       724        272
Old  :     6,313:     1,864        314        638      3,087      5,089      5,589      6,041:       724        272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       180:         6        -63          4        206        233        216        174:       -36          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        5.0       10.1       48.9       80.6       88.5       95.7:      11.5        4.3
Old  :     100.0:      29.5        5.0       10.1       48.9       80.6       88.5       95.7:      11.5        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        15          4          6         17         14         34         22:
Old  :        37:        15          4          6         17         14         34         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.4       58.1       82.6       25.8       52.0       35.3       55.5
Old  :                 36.9       64.4       58.1       82.6       25.8       52.0       35.3       55.5
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 with Delta-adjusted Options and Futures Combined, September 2, 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  :   401,405:   114,260     52,445     75,630    164,360    240,396    354,250    368,471:    47,156     32,934
Old  :   393,951:   114,533     51,437     73,815    159,437    237,336    347,786    362,589:    46,165     31,362
Other:     7,454:       466      1,747      1,076      4,923      3,060      6,464      5,882:       990      1,572
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :    15,622:    13,725        -34      1,069     -1,211     17,638     13,583     18,674:     2,039     -3,052
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       13.1       18.8       40.9       59.9       88.3       91.8:      11.7        8.2
Old  :     100.0:      29.1       13.1       18.7       40.5       60.2       88.3       92.0:      11.7        8.0
Other:     100.0:       6.2       23.4       14.4       66.0       41.1       86.7       78.9:      13.3       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       289:        95         65         88         92         96        239        208:
Old  :       289:        98         66         88         92         96        239        208:
Other:        60:        11          9         10         31         11         47         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       29.4       16.6       38.4        7.3       25.1       12.9       31.7
Old  :                  9.5       29.5       16.5       38.3        7.2       25.6       12.9       32.3
Other:                 36.3       51.1       53.4       65.1       35.7       44.4       47.2       52.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,509:       983      4,184        829      6,142      2,876      7,954      7,889:     1,556      1,620
Old  :     9,509:       983      4,184        829      6,142      2,876      7,954      7,889:     1,556      1,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       125:        -9        420        197         58       -374        246        243:      -121       -117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       44.0        8.7       64.6       30.2       83.6       83.0:      16.4       17.0
Old  :     100.0:      10.3       44.0        8.7       64.6       30.2       83.6       83.0:      16.4       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        16         22         11         22         19         44         47:
Old  :        69:        16         22         11         22         19         44         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       34.1       53.5       47.9       40.8       33.8       52.2       45.7
Old  :                 41.3       34.1       53.5       47.9       40.8       33.8       52.2       45.7
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 with Delta-adjusted Options and Futures Combined, September 2, 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  : 1,415,710:   368,187    309,244     66,627    865,715    891,203  1,300,529  1,267,074:   115,181    148,636
Old  : 1,415,710:   368,187    309,244     66,627    865,715    891,203  1,300,529  1,267,074:   115,181    148,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :  -137,526:   -10,403    -20,021    -13,381   -110,032    -88,898   -133,816   -122,300:    -3,710    -15,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.8        4.7       61.2       63.0       91.9       89.5:       8.1       10.5
Old  :     100.0:      26.0       21.8        4.7       61.2       63.0       91.9       89.5:       8.1       10.5
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  :       254:        44         46         34         98        130        155        197:
Old  :       254:        44         46         34         98        130        155        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       22.8       43.8       32.6       32.6       22.8       43.3       32.4
Old  :                 32.8       22.8       43.8       32.6       32.6       22.8       43.3       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  : 3,250,565:   367,838    415,212    358,411  2,169,322  1,964,785  2,895,571  2,738,409:   354,994    512,156
Old  : 3,250,565:   367,838    415,212    358,411  2,169,322  1,964,785  2,895,571  2,738,409:   354,994    512,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -58,234:   -37,400     32,779     40,770    -62,114   -123,860    -58,744    -50,311:       510     -7,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       12.8       11.0       66.7       60.4       89.1       84.2:      10.9       15.8
Old  :     100.0:      11.3       12.8       11.0       66.7       60.4       89.1       84.2:      10.9       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:        53         93         90        153        197        266        320:
Old  :       364:        53         93         90        153        197        266        320:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       13.3       42.4       19.5       32.8       10.2       39.3       15.6
Old  :                 34.2       13.3       42.4       19.5       32.8       10.2       39.3       15.6
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 with Delta-adjusted Options and Futures Combined, September 2, 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  : 2,437,706:   404,582    318,471    218,487  1,558,001  1,505,060  2,181,070  2,042,018:   256,636    395,688
Old  : 2,437,706:   404,582    318,471    218,487  1,558,001  1,505,060  2,181,070  2,042,018:   256,636    395,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :  -101,808:     2,857    -17,226     13,399    -73,238    -75,441    -56,982    -79,268:   -44,826    -22,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       13.1        9.0       63.9       61.7       89.5       83.8:      10.5       16.2
Old  :     100.0:      16.6       13.1        9.0       63.9       61.7       89.5       83.8:      10.5       16.2
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  :       285:        50         59         51        123        147        197        233:
Old  :       285:        50         59         51        123        147        197        233:
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  :                 17.8       16.3       29.5       25.6       15.1       14.3       24.3       21.2
Old  :                 17.8       16.3       29.5       25.6       15.1       14.3       24.3       21.2
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 with Delta-adjusted Options and Futures Combined, September 2, 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  :   513,231:    18,585    131,057    123,502    340,164    206,605    482,250    461,164:    30,981     52,067
Old  :   513,231:    18,585    131,057    123,502    340,164    206,605    482,250    461,164:    30,981     52,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :   -30,016:      -166    -15,353     -8,811    -21,468     -6,973    -30,445    -31,137:       429      1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6       25.5       24.1       66.3       40.3       94.0       89.9:       6.0       10.1
Old  :     100.0:       3.6       25.5       24.1       66.3       40.3       94.0       89.9:       6.0       10.1
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  :        91:        10         37         26         34         41         64         87:
Old  :        91:        10         37         26         34         41         64         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       19.7       58.0       32.2       35.8       14.2       40.4       19.9
Old  :                 47.2       19.7       58.0       32.2       35.8       14.2       40.4       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    66,985:    20,056     13,705      1,641     36,480     42,579     58,176     57,925:     8,809      9,060
Old  :    66,985:    20,056     13,705      1,641     36,480     42,579     58,176     57,925:     8,809      9,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     3,867:     2,080     -1,714        135      1,380      5,231      3,594      3,651:       273        216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       20.5        2.5       54.5       63.6       86.8       86.5:      13.2       13.5
Old  :     100.0:      29.9       20.5        2.5       54.5       63.6       86.8       86.5:      13.2       13.5
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  :       121:        32         32         12         39         31         78         68:
Old  :       121:        32         32         12         39         31         78         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       36.0       39.5       54.7       26.0       36.0       39.5       53.7
Old  :                 26.1       36.0       39.5       54.7       26.0       36.0       39.5       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :   133,970:    40,111     27,409      3,282     72,959     85,159    116,353    115,850:    17,617     18,120
Old  :   133,970:    40,111     27,409      3,282     72,959     85,159    116,353    115,850:    17,617     18,120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     7,734:     4,159     -3,429        269      2,760     10,461      7,188      7,302:       546        432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       20.5        2.5       54.5       63.6       86.8       86.5:      13.2       13.5
Old  :     100.0:      29.9       20.5        2.5       54.5       63.6       86.8       86.5:      13.2       13.5
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  :       121:        32         32         12         39         31         78         68:
Old  :       121:        32         32         12         39         31         78         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       36.0       39.5       54.7       26.0       36.0       39.5       53.7
Old  :                 26.1       36.0       39.5       54.7       26.0       36.0       39.5       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    13,853:     8,622     12,489        833      4,270        528     13,725     13,850:       128          3
Old  :    13,853:     8,622     12,489        833      4,270        528     13,725     13,850:       128          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :       749:      -209        571        177        715          0        683        748:        66          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       90.2        6.0       30.8        3.8       99.1      100.0:       0.9        0.0
Old  :     100.0:      62.2       90.2        6.0       30.8        3.8       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        16          6          3          2          1         19          9:
Old  :        24:        16          6          3          2          1         19          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  :                 76.7       84.7       90.5       99.0       72.0       84.4       82.8       90.2
Old  :                 76.7       84.7       90.5       99.0       72.0       84.4       82.8       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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  :    58,623:     6,638     21,825      2,344     49,561     34,262     58,543     58,431:        80        192
Old  :    58,623:     6,638     21,825      2,344     49,561     34,262     58,543     58,431:        80        192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     4,154:        -8        731      2,052      2,084      1,368      4,128      4,151:        26          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       37.2        4.0       84.5       58.4       99.9       99.7:       0.1        0.3
Old  :     100.0:      11.3       37.2        4.0       84.5       58.4       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3         18          1         12         19         15         38:
Old  :        49:         3         18          1         12         19         15         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       51.8       97.9       70.7       72.2       43.4       84.8       62.4
Old  :                 77.5       51.8       97.9       70.7       72.2       43.4       84.8       62.4
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 with Delta-adjusted Options and Futures Combined, September 2, 2014               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    45,970:     2,172     17,736      2,705     40,976     25,222     45,853     45,663:       117        307
Old  :    45,970:     2,172     17,736      2,705     40,976     25,222     45,853     45,663:       117        307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 26, 2014                      :
     :     1,736:     1,061        610        163        518        906      1,742      1,679:        -6         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       38.6        5.9       89.1       54.9       99.7       99.3:       0.3        0.7
Old  :     100.0:       4.7       38.6        5.9       89.1       54.9       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3         21          2          8         21         12         43:
Old  :        51:         3         21          2          8         21         12         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  :                 90.3       44.3       99.4       66.9       83.4       44.3       89.7       64.1
Old  :                 90.3       44.3       99.4       66.9       83.4       44.3       89.7       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 5, 2014