```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      423,182
COMMITMENTS
 138,030  194,210   70,791  182,442  109,262  391,263  374,263   31,919   48,919

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      7,278)
   6,621    3,152    2,852   -2,104    1,789    7,369    7,793      -91     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     45.9     16.7     43.1     25.8     92.5     88.4      7.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      395)
     121      133      121       98       92      285      296
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      151,310
COMMITMENTS
  50,585   47,848   13,786   71,815   62,570  136,186  124,204   15,124   27,106

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,225)
   2,806    1,394    1,046   -2,344   -1,061    1,508    1,379      717      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     31.6      9.1     47.5     41.4     90.0     82.1     10.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      51       52       44       62       64      133      145
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,285,167
COMMITMENTS
 468,899  372,005  166,020  530,888  493,088  1165807  1031113  119,360  254,054

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      7,842)
   5,260   -5,922    7,879   -8,783      675    4,356    2,632    3,486    5,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     28.9     12.9     41.3     38.4     90.7     80.2      9.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      725)
     160      188      156      219      287      482      554
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,154
COMMITMENTS
   3,711    1,630       12    3,469    6,262    7,192    7,904    1,962    1,250

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:       -207)
      78      191       -1      -92     -275      -15      -85     -192     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     17.8      0.1     37.9     68.4     78.6     86.3     21.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      24        2        2       13       11       38       14
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      774,659
COMMITMENTS
 215,316  239,682  120,693  390,059  264,351  726,068  624,726   48,591  149,933

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     22,908)
  12,709    5,955   11,843   -2,241    2,455   22,311   20,253      597    2,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     30.9     15.6     50.4     34.1     93.7     80.6      6.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      690)
     148      286      197      141      200      424      573
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,851
COMMITMENTS
  19,131    1,277      477        0    5,229   19,608    6,983    2,243   14,868

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:       -828)
     336      -45      -73        0     -470      263     -588   -1,091     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.6      5.8      2.2      0.0     23.9     89.7     32.0     10.3     68.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        4        0       13        6       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      377,877
COMMITMENTS
 129,000   91,622   63,222  148,608  191,545  340,830  346,389   37,047   31,488

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     -7,543)
  -2,397   -4,502      587   -5,530     -745   -7,340   -4,660     -203   -2,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     24.2     16.7     39.3     50.7     90.2     91.7      9.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      95       90       96       77       68      229      215
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      869,246
COMMITMENTS
 119,029  106,443   20,508  571,638  573,880  711,175  700,831  158,071  168,415

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     12,982)
   2,392    3,161    6,866    2,013   -1,081   11,271    8,946    1,711    4,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     12.2      2.4     65.8     66.0     81.8     80.6     18.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      37       35       25       70       79      117      129
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      514,574
COMMITMENTS
  61,443   36,762    5,711  339,561  376,174  406,715  418,647  107,859   95,927

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      8,525)
   5,649    1,517      762   -1,374    6,562    5,037    8,841    3,488     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      7.1      1.1     66.0     73.1     79.0     81.4     21.0     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       11        5       45       45       61       58
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,363
COMMITMENTS
   2,207      256      638    2,933    5,090    5,778    5,984      585      379

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        -20)
     435        0      -52     -274      -46      109      -98     -129       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7      4.0     10.0     46.1     80.0     90.8     94.0      9.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        3        6       14       20       32       29
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      351,029
COMMITMENTS
 107,449   60,848   43,388  159,731  207,464  310,568  311,700   40,461   39,329

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      8,456)
   1,387    1,856    4,220    2,817    1,167    8,424    7,243       32    1,213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     17.3     12.4     45.5     59.1     88.5     88.8     11.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      69       68       76       87       78      204      190
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,949
COMMITMENTS
   1,229    4,620    2,092    5,755    2,577    9,076    9,289    1,873    1,660

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      1,845)
     162      -30    1,328      103      577    1,593    1,875      252      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     42.2     19.1     52.6     23.5     82.9     84.8     17.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       24       17       16       13       45       48
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,612,005
COMMITMENTS
 404,392  542,770   20,468  1083948  897,845  1508808  1461083  103,197  150,922

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:    -67,067)
  -4,751  -26,800   -2,493  -58,082  -35,270  -65,326  -64,563   -1,741   -2,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     33.7      1.3     67.2     55.7     93.6     90.6      6.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      38       68       21       88      119      135      199
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,731,029
COMMITMENTS
 449,878  462,383   52,338  1958598  1721179  2460814  2235900  270,215  495,129

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     81,093)
 -10,161   11,188    6,128   71,131   70,049   67,098   87,365   13,995   -6,272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     16.9      1.9     71.7     63.0     90.1     81.9      9.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      46      104       48      121      174      201      292
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,095,841
COMMITMENTS
 333,366  363,803   36,889  1503053  1319800  1873308  1720492  222,533  375,349

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:    -31,444)
 -21,657   -9,441   -6,559   -7,796  -28,969  -36,012  -44,969    4,568   13,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     17.4      1.8     71.7     63.0     89.4     82.1     10.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      39       76       25      111      137      164      224
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      600,910
COMMITMENTS
  16,138  150,613  123,434  424,212  267,516  563,784  541,563   37,126   59,347

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:     17,728)
     773  -12,625    8,029    9,001   21,353   17,803   16,757      -75      971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     25.1     20.5     70.6     44.5     93.8     90.1      6.2      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
       7       39       28       35       44       65       92
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       69,201
COMMITMENTS
  24,463   11,442       53   36,496   49,238   61,011   60,732    8,190    8,469

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      1,451)
   2,193   -3,091     -122   -1,003    3,649    1,069      437      382    1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     16.5      0.1     52.7     71.2     88.2     87.8     11.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       27        4       34       24       68       55
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      138,401
COMMITMENTS
  48,925   22,883      106   72,991   98,475  122,022  121,464   16,379   16,937

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      2,901)
   4,386   -6,181     -243   -2,006    7,297    2,137      873      764    2,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     16.5      0.1     52.7     71.2     88.2     87.8     11.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      34       27        4       34       24       68       55
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       11,174
COMMITMENTS
  10,121    9,537      432      360    1,179   10,913   11,148      261       26

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        443)
     474      -41      -43        0      501      431      417       12       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    90.6     85.3      3.9      3.2     10.6     97.7     99.8      2.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      16        6        2        1        2       18        9
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       51,427
COMMITMENTS
   2,706   17,459      201   48,370   33,518   51,277   51,178      150      249

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        -97)
     895    1,086       -8   -1,008   -1,180     -121     -102       24        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     33.9      0.4     94.1     65.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5       15        1       11       17       16       33
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/30/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       46,220
COMMITMENTS
   3,895   12,066    3,233   38,918   30,608   46,046   45,907      174      313

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:      1,014)
  -2,175    2,187      -50    3,206   -1,119      981    1,018       33       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     26.1      7.0     84.2     66.2     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3       20        1        4       22        7       43
```

----

Updated October 3, 2014