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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 26, 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  :   396,273:   119,887    159,139     58,450    178,502    126,008    356,839    343,597:    39,434     52,676
Old  :   353,457:   110,107    162,215     42,217    165,503    106,328    317,827    310,760:    35,630     42,697
Other:    42,816:    22,710      9,854      3,303     12,999     19,680     39,012     32,837:     3,804      9,979
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   -23,918:      -538     -4,389    -13,060    -10,379    -10,809    -23,977    -28,258:        59      4,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       40.2       14.7       45.0       31.8       90.0       86.7:      10.0       13.3
Old  :     100.0:      31.2       45.9       11.9       46.8       30.1       89.9       87.9:      10.1       12.1
Other:     100.0:      53.0       23.0        7.7       30.4       46.0       91.1       76.7:       8.9       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:       107        118        118         90         94        280        269:
Old  :       365:       112        116        104         85         90        263        259:
Other:       149:        36         30         17         33         61         84         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.1       11.6       26.8       20.8       16.6       11.0       26.2       18.8
Old  :                 19.0       13.0       28.6       22.9       18.9       12.8       28.3       21.6
Other:                 44.6       20.6       58.3       34.8       44.5       19.6       58.2       31.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, August 26, 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  :   136,627:    46,447     40,447      8,277     65,298     62,684    120,022    111,408:    16,605     25,219
Old  :   125,166:    45,399     40,253      6,271     57,918     57,461    109,588    103,985:    15,578     21,181
Other:    11,461:     2,964      2,110         90      7,380      5,223     10,434      7,423:     1,027      4,038
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    -2,941:    -1,262      3,606        853     -2,216     -5,002     -2,625       -543:      -316     -2,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       29.6        6.1       47.8       45.9       87.8       81.5:      12.2       18.5
Old  :     100.0:      36.3       32.2        5.0       46.3       45.9       87.6       83.1:      12.4       16.9
Other:     100.0:      25.9       18.4        0.8       64.4       45.6       91.0       64.8:       9.0       35.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        49         46         38         59         64        127        134:
Old  :       182:        48         49         33         55         61        121        127:
Other:        87:        16         14          7         26         39         43         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       18.2       30.9       26.6       19.1       15.9       29.6       24.0
Old  :                 20.6       17.8       31.4       26.6       19.6       17.8       29.7       26.6
Other:                 54.3       41.8       72.0       47.8       54.3       41.8       71.9       47.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 26, 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  : 1,254,162:   451,689    384,380    124,024    549,947    492,315  1,125,660  1,000,719:   128,502    253,443
Old  :    74,305:    10,374     18,755        974     43,807     39,334     55,155     59,063:    19,150     15,242
Other: 1,179,857:   461,544    385,854    102,821    506,140    452,981  1,070,505    941,656:   109,352    238,201
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   -66,851:   -12,069       -421    -23,352    -34,758    -47,062    -70,179    -70,835:     3,328      3,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       30.6        9.9       43.8       39.3       89.8       79.8:      10.2       20.2
Old  :     100.0:      14.0       25.2        1.3       59.0       52.9       74.2       79.5:      25.8       20.5
Other:     100.0:      39.1       32.7        8.7       42.9       38.4       90.7       79.8:       9.3       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       729:       155        203        155        261        288        517        562:
Old  :       348:        49         51          7        145        128        197        183:
Other:       717:       159        199        136        200        283        442        543:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       12.1       21.5       18.4       12.0       10.2       21.3       15.9
Old  :                 21.4       18.5       29.9       29.1       21.4       18.5       29.6       29.0
Other:                 12.9       12.6       22.9       19.4       12.7       11.0       22.7       17.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 26, 2014                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,162:     3,274      1,496        302      3,202      5,952      6,778      7,750:     2,384      1,412
Old  :     9,115:     3,274      1,496        302      3,170      5,938      6,746      7,736:     2,369      1,379
Other:        47:         0          0          0         32         14         32         14:        15         33
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       470:       213        156        -18        217        181        412        319:        58        151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       16.3        3.3       34.9       65.0       74.0       84.6:      26.0       15.4
Old  :     100.0:      35.9       16.4        3.3       34.8       65.1       74.0       84.9:      26.0       15.1
Other:     100.0:       0.0        0.0        0.0       68.1       29.8       68.1       29.8:      31.9       70.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          5          5         16         12         36         19:
Old  :        41:        17          5          5         16         12         36         19:
Other:         3:         0          0          0          2          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.9       56.2       47.2       76.5       30.3       55.9       41.9       68.9
Old  :                 33.8       56.3       47.3       76.8       30.5       56.0       41.9       69.2
Other:                 68.1       29.8       68.1       29.8       68.1       29.8       68.1       29.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 26, 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  :   648,601:   190,434    200,146     74,166    337,225    245,922    601,825    520,234:    46,776    128,367
Old  :   610,520:   183,106    198,849     64,926    319,577    231,105    567,609    494,880:    42,911    115,640
Other:    38,081:    16,073     10,042        495     17,648     14,817     34,216     25,354:     3,865     12,727
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     3,402:    -2,487      7,975     -5,552      7,608     -6,628       -431     -4,205:     3,833      7,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       30.9       11.4       52.0       37.9       92.8       80.2:       7.2       19.8
Old  :     100.0:      30.0       32.6       10.6       52.3       37.9       93.0       81.1:       7.0       18.9
Other:     100.0:      42.2       26.4        1.3       46.3       38.9       89.9       66.6:      10.1       33.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       638:       154        235        155        126        206        373        517:
Old  :       636:       154        239        145        123        205        361        514:
Other:       253:        40         67         14         41        117         89        192:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       12.6       23.5       19.0       12.0       12.1       20.2       17.2
Old  :                 15.3       13.3       24.2       19.6       12.4       12.6       21.3       17.8
Other:                 34.4       19.6       52.7       28.2       34.1       19.6       52.2       28.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 26, 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  :    21,570:    17,496        742        365          0      5,513     17,861      6,620:     3,709     14,950
Old  :    19,790:    16,286        732        365          0      4,959     16,651      6,056:     3,139     13,734
Other:     1,780:     1,210         10          0          0        554      1,210        564:       570      1,216
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       407:       629          9         24          0        111        653        144:      -246        263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1        3.4        1.7        0.0       25.6       82.8       30.7:      17.2       69.3
Old  :     100.0:      82.3        3.7        1.8        0.0       25.1       84.1       30.6:      15.9       69.4
Other:     100.0:      68.0        0.6        0.0        0.0       31.1       68.0       31.7:      32.0       68.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          4          3          0         15          5         22:
Old  :        24:         5          4          3          0         15          5         22:
Other:        18:         2          2          0          0         14          2         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 81.5       12.9       82.8       19.0       81.0       12.9       81.1       18.7
Old  :                 82.7       12.7       84.1       18.8       82.1       12.7       82.3       18.3
Other:                 68.0       26.5       68.0       29.4       68.0       26.5       68.0       29.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 26, 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  :   358,599:   119,457    100,616     47,211    155,665    172,160    322,333    319,987:    36,266     38,612
Old  :    13,326:     4,073      1,851         56      6,917      9,239     11,046     11,146:     2,280      2,180
Other:   345,273:   118,915    102,296     43,624    148,748    162,921    311,287    308,841:    33,986     36,432
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :      -838:     1,927     -3,741     -5,762      1,623      5,913     -2,212     -3,590:     1,374      2,752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       28.1       13.2       43.4       48.0       89.9       89.2:      10.1       10.8
Old  :     100.0:      30.6       13.9        0.4       51.9       69.3       82.9       83.6:      17.1       16.4
Other:     100.0:      34.4       29.6       12.6       43.1       47.2       90.2       89.4:       9.8       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        89         86         85         82         67        219        208:
Old  :        79:        12         18          1         21         30         33         49:
Other:       294:        93         88         83         79         63        214        202:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       28.3       18.4       35.8       10.2       25.7       17.9       32.8
Old  :                 42.4       36.0       59.2       49.6       42.4       36.0       59.2       49.6
Other:                 10.6       29.3       19.0       37.1       10.6       26.8       18.6       34.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 26, 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  :   941,955:   124,727     92,712     25,631    608,748    619,666    759,106    738,009:   182,849    203,946
Old  :   941,955:   124,727     92,712     25,631    608,748    619,666    759,106    738,009:   182,849    203,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    71,425:     7,889      2,320     12,658     38,161     40,617     58,708     55,595:    12,717     15,830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        9.8        2.7       64.6       65.8       80.6       78.3:      19.4       21.7
Old  :     100.0:      13.2        9.8        2.7       64.6       65.8       80.6       78.3:      19.4       21.7
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  :       174:        38         29         27         73         79        124        123:
Old  :       174:        38         29         27         73         79        124        123:
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  :                 29.3       21.9       38.3       32.2       25.9       18.2       33.4       25.7
Old  :                 29.3       21.9       38.3       32.2       25.9       18.2       33.4       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                  Code-020604
Commitments of Traders - Futures Only, August 26, 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  :   536,608:    57,234     37,889     10,557    342,319    377,967    410,110    426,413:   126,498    110,195
Old  :   536,608:    57,234     37,889     10,557    342,319    377,967    410,110    426,413:   126,498    110,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    18,273:       577       -170      2,936     -2,783      2,128        730      4,894:    17,543     13,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        7.1        2.0       63.8       70.4       76.4       79.5:      23.6       20.5
Old  :     100.0:      10.7        7.1        2.0       63.8       70.4       76.4       79.5:      23.6       20.5
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  :        79:        11         11          7         43         43         58         57:
Old  :        79:        11         11          7         43         43         58         57:
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  :                 24.7       37.4       38.5       49.9       20.6       34.3       30.4       43.3
Old  :                 24.7       37.4       38.5       49.9       20.6       34.3       30.4       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, August 26, 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  :     6,133:     1,858        377        634      2,881      4,856      5,373      5,867:       760        266
Old  :     6,133:     1,858        377        634      2,881      4,856      5,373      5,867:       760        266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :        56:      -213        -28         82        103        -10        -28         44:        84         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        6.1       10.3       47.0       79.2       87.6       95.7:      12.4        4.3
Old  :     100.0:      30.3        6.1       10.3       47.0       79.2       87.6       95.7:      12.4        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  :        39:        15          5          6         17         14         34         23:
Old  :        39:        15          5          6         17         14         34         23:
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  :                 36.8       64.3       55.9       81.8       25.6       53.5       34.9       57.4
Old  :                 36.8       64.3       55.9       81.8       25.6       53.5       34.9       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 26, 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  :   321,972:    98,960     51,268     35,237    144,949    201,910    279,146    288,415:    42,826     33,557
Old  :    11,572:     2,154      1,272          0      7,202      7,513      9,356      8,785:     2,216      2,787
Other:   310,400:    99,402     52,592     32,641    137,747    194,397    269,790    279,630:    40,610     30,770
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    -1,673:    -7,330      2,156     -3,384     13,214     -2,456      2,500     -3,684:    -4,173      2,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       15.9       10.9       45.0       62.7       86.7       89.6:      13.3       10.4
Old  :     100.0:      18.6       11.0        0.0       62.2       64.9       80.9       75.9:      19.1       24.1
Other:     100.0:      32.0       16.9       10.5       44.4       62.6       86.9       90.1:      13.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        72         70         73         86         86        210        187:
Old  :        87:        17          8          0         31         33         48         41:
Other:       261:        71         71         68         82         82        202        180:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.4       31.1       17.9       40.1        9.1       26.5       16.0       34.8
Old  :                 33.1       31.6       50.6       50.1       33.1       31.6       50.6       50.1
Other:                 10.8       31.8       18.5       40.9        9.5       27.7       16.7       36.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 26, 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  :     8,860:     1,046      3,833        331      5,881      3,091      7,258      7,255:     1,602      1,605
Old  :     8,860:     1,046      3,833        331      5,881      3,091      7,258      7,255:     1,602      1,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :      -164:       -92        100       -239        503        114        172        -25:      -336       -139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       43.3        3.7       66.4       34.9       81.9       81.9:      18.1       18.1
Old  :     100.0:      11.8       43.3        3.7       66.4       34.9       81.9       81.9:      18.1       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        13         20          5         19         19         36         41:
Old  :        63:        13         20          5         19         19         36         41:
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  :                 43.5       36.0       55.8       51.7       43.4       33.6       54.8       48.9
Old  :                 43.5       36.0       55.8       51.7       43.4       33.6       54.8       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 26, 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  : 1,516,062:   376,490    332,147     61,496    961,656    960,516  1,399,642  1,354,159:   116,420    161,903
Old  : 1,516,062:   376,490    332,147     61,496    961,656    960,516  1,399,642  1,354,159:   116,420    161,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    66,121:    17,840     73,577      5,403     38,376    -33,157     61,619     45,823:     4,502     20,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       21.9        4.1       63.4       63.4       92.3       89.3:       7.7       10.7
Old  :     100.0:      24.8       21.9        4.1       63.4       63.4       92.3       89.3:       7.7       10.7
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  :       272:        47         50         39        101        143        165        216:
Old  :       272:        47         50         39        101        143        165        216:
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  :                 33.6       21.0       44.0       31.1       32.1       21.0       42.2       30.9
Old  :                 33.6       21.0       44.0       31.1       32.1       21.0       42.2       30.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, August 26, 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  : 2,854,257:   418,061    410,121     79,595  2,024,598  1,869,155  2,522,254  2,358,871:   332,003    495,386
Old  : 2,854,257:   418,061    410,121     79,595  2,024,598  1,869,155  2,522,254  2,358,871:   332,003    495,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   -38,510:   -65,041   -116,515      9,403      2,133     46,967    -53,505    -60,145:    14,995     21,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       14.4        2.8       70.9       65.5       88.4       82.6:      11.6       17.4
Old  :     100.0:      14.6       14.4        2.8       70.9       65.5       88.4       82.6:      11.6       17.4
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  :       353:        49         97         58        127        173        221        283:
Old  :       353:        49         97         58        127        173        221        283:
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  :                 37.9       17.1       45.7       24.6       36.3       13.6       42.9       19.4
Old  :                 37.9       17.1       45.7       24.6       36.3       13.6       42.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, August 26, 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  : 2,293,617:   407,050    336,877     60,930  1,532,895  1,488,797  2,000,875  1,886,604:   292,742    407,013
Old  : 2,293,617:   407,050    336,877     60,930  1,532,895  1,488,797  2,000,875  1,886,604:   292,742    407,013
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :   123,365:      -612    -21,531     18,612     62,399     96,607     80,399     93,688:    42,966     29,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.7        2.7       66.8       64.9       87.2       82.3:      12.8       17.7
Old  :     100.0:      17.7       14.7        2.7       66.8       64.9       87.2       82.3:      12.8       17.7
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  :       276:        39         66         35        108        140        172        216:
Old  :       276:        39         66         35        108        140        172        216:
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  :                 19.2       17.7       31.8       27.5       15.1       16.0       25.7       23.5
Old  :                 19.2       17.7       31.8       27.5       15.1       16.0       25.7       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 26, 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  :   541,629:    18,742    146,577    131,477    361,251    212,981    511,470    491,035:    30,159     50,594
Old  :   541,629:    18,742    146,577    131,477    361,251    212,981    511,470    491,035:    30,159     50,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    13,492:     2,656     13,706        271     10,941        -25     13,868     13,952:      -376       -460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       27.1       24.3       66.7       39.3       94.4       90.7:       5.6        9.3
Old  :     100.0:       3.5       27.1       24.3       66.7       39.3       94.4       90.7:       5.6        9.3
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  :        95:         9         39         27         36         44         67         90:
Old  :        95:         9         39         27         36         44         67         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       21.4       57.1       34.7       34.9       16.0       39.7       21.4
Old  :                 46.9       21.4       57.1       34.7       34.9       16.0       39.7       21.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 26, 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  :    60,918:    18,066     15,313        595     33,799     36,329     52,460     52,237:     8,458      8,681
Old  :    60,918:    18,066     15,313        595     33,799     36,329     52,460     52,237:     8,458      8,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     5,274:     4,072         57        363      1,440      4,056      5,875      4,475:      -601        799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       25.1        1.0       55.5       59.6       86.1       85.7:      13.9       14.3
Old  :     100.0:      29.7       25.1        1.0       55.5       59.6       86.1       85.7:      13.9       14.3
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  :       114:        29         32          5         36         23         66         59:
Old  :       114:        29         32          5         36         23         66         59:
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       38.6       40.4       57.8       27.0       38.6       40.4       57.5
Old  :                 27.0       38.6       40.4       57.8       27.0       38.6       40.4       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 26, 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  :   121,836:    36,132     30,626      1,190     67,598     72,658    104,920    104,474:    16,916     17,362
Old  :   121,836:    36,132     30,626      1,190     67,598     72,658    104,920    104,474:    16,916     17,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :    10,548:     8,144        113        726      2,879      8,111     11,749      8,950:    -1,201      1,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       25.1        1.0       55.5       59.6       86.1       85.7:      13.9       14.3
Old  :     100.0:      29.7       25.1        1.0       55.5       59.6       86.1       85.7:      13.9       14.3
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  :       114:        29         32          5         36         23         66         59:
Old  :       114:        29         32          5         36         23         66         59:
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       38.6       40.4       57.8       27.0       38.6       40.4       57.5
Old  :                 27.0       38.6       40.4       57.8       27.0       38.6       40.4       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, August 26, 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  :    13,104:     8,831     11,918        656      3,555        528     13,042     13,102:        62          2
Old  :    13,104:     8,831     11,918        656      3,555        528     13,042     13,102:        62          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :      -452:      -581       -427        -25        160          0       -446       -452:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       90.9        5.0       27.1        4.0       99.5      100.0:       0.5        0.0
Old  :     100.0:      67.4       90.9        5.0       27.1        4.0       99.5      100.0:       0.5        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  :        23:        16          5          3          2          1         19          8:
Old  :        23:        16          5          3          2          1         19          8:
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  :                 70.7       90.6       88.0      100.0       68.0       88.3       81.4       90.9
Old  :                 70.7       90.6       88.0      100.0       68.0       88.3       81.4       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, August 26, 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  :    54,469:     6,646     21,094        292     47,477     32,894     54,415     54,280:        54        189
Old  :    54,469:     6,646     21,094        292     47,477     32,894     54,415     54,280:        54        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :       187:        43       -124        -41        207        344        209        179:       -22          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       38.7        0.5       87.2       60.4       99.9       99.7:       0.1        0.3
Old  :     100.0:      12.2       38.7        0.5       87.2       60.4       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:         4         16          1         13         18         17         35:
Old  :        49:         4         16          1         13         18         17         35:
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  :                 75.7       54.0       97.6       74.6       75.1       45.1       88.8       65.6
Old  :                 75.7       54.0       97.6       74.6       75.1       45.1       88.8       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, August 26, 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  :    44,234:     1,111     17,126      2,542     40,458     24,316     44,111     43,984:       123        250
Old  :    44,234:     1,111     17,126      2,542     40,458     24,316     44,111     43,984:       123        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 19, 2014                      :
     :     1,871:      -352      1,714         14      2,199        139      1,861      1,867:        10          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       38.7        5.7       91.5       55.0       99.7       99.4:       0.3        0.6
Old  :     100.0:       2.5       38.7        5.7       91.5       55.0       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3         21          1          7         19         10         41:
Old  :        49:         3         21          1          7         19         10         41:
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  :                 87.4       45.7       99.6       68.6       85.5       45.7       90.8       66.1
Old  :                 87.4       45.7       99.6       68.6       85.5       45.7       90.8       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 29, 2014