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WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 16, 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  :   398,319:   125,529    173,475     66,748    174,818    109,363    367,095    349,586:    31,224     48,733
Old  :   350,607:   116,544    173,716     48,906    157,743     89,280    323,193    311,902:    27,414     38,705
Other:    47,712:    22,468     13,242      4,359     17,075     20,083     43,902     37,684:     3,810     10,028
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :     6,603:     4,680      7,229      2,444        321     -3,376      7,445      6,297:      -842        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       43.6       16.8       43.9       27.5       92.2       87.8:       7.8       12.2
Old  :     100.0:      33.2       49.5       13.9       45.0       25.5       92.2       89.0:       7.8       11.0
Other:     100.0:      47.1       27.8        9.1       35.8       42.1       92.0       79.0:       8.0       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       118        126        112         94         93        278        284:
Old  :       383:       119        130         95         89         86        260        267:
Other:       174:        44         35         24         45         68        106        118:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       10.9       26.9       19.6       16.8       10.5       26.4       17.7
Old  :                 19.3       12.4       28.9       21.8       19.1       12.4       28.4       20.5
Other:                 42.3       20.3       53.1       34.1       42.2       19.7       53.0       31.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, September 16, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   145,073:    48,125     44,642     11,921     70,286     63,522    130,332    120,085:    14,741     24,988
Old  :   127,814:    46,960     45,515      7,484     59,924     54,177    114,368    107,176:    13,446     20,638
Other:    17,259:     5,471      3,433        131     10,362      9,345     15,964     12,909:     1,295      4,350
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :     7,380:      -694      2,789      2,361      5,880      1,669      7,547      6,819:      -167        561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       30.8        8.2       48.4       43.8       89.8       82.8:      10.2       17.2
Old  :     100.0:      36.7       35.6        5.9       46.9       42.4       89.5       83.9:      10.5       16.1
Other:     100.0:      31.7       19.9        0.8       60.0       54.1       92.5       74.8:       7.5       25.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        52         48         40         63         64        133        142:
Old  :       194:        52         50         32         55         61        122        132:
Other:        95:        17         13         11         32         45         51         67:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.6       19.1       29.3       28.1       16.6       14.9       26.5       23.2
Old  :                 20.9       18.0       32.0       27.5       19.3       18.0       29.7       27.4
Other:                 42.1       51.6       66.2       58.1       42.0       51.6       65.0       58.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 16, 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  : 1,255,744:   465,677    383,926    140,613    534,895    484,611  1,141,185  1,009,150:   114,559    246,594
Old  : 1,146,738:   433,048    386,452    118,011    492,830    424,510  1,043,889    928,973:   102,849    217,765
Other:   109,006:    54,043     18,888      1,188     42,065     60,101     97,296     80,177:    11,710     28,829
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    25,972:    13,257      1,762     11,294       -898     13,224     23,653     26,280:     2,319       -308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       30.6       11.2       42.6       38.6       90.9       80.4:       9.1       19.6
Old  :     100.0:      37.8       33.7       10.3       43.0       37.0       91.0       81.0:       9.0       19.0
Other:     100.0:      49.6       17.3        1.1       38.6       55.1       89.3       73.6:      10.7       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       726:       152        203        148        210        288        462        560:
Old  :       717:       151        205        133        205        284        438        551:
Other:       345:        63         56         22         64        183        141        248:
     :----------------------------------------------------------------------------------------------------
     :             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       13.1       21.6       18.8       11.9       11.0       21.3       16.5
Old  :                 12.7       12.2       22.1       18.2       12.5        9.9       21.8       15.7
Other:                 23.7       37.3       37.2       43.6       23.7       36.9       37.2       43.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 16, 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  :     8,938:     3,363      1,399         17      3,025      6,456      6,405      7,872:     2,533      1,066
Old  :     8,863:     3,324      1,397         17      2,997      6,415      6,338      7,829:     2,525      1,034
Other:        75:        39          2          0         28         41         67         43:         8         32
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       517:        31        276       -110        524        408        445        574:        72        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6       15.7        0.2       33.8       72.2       71.7       88.1:      28.3       11.9
Old  :     100.0:      37.5       15.8        0.2       33.8       72.4       71.5       88.3:      28.5       11.7
Other:     100.0:      52.0        2.7        0.0       37.3       54.7       89.3       57.3:      10.7       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        21          3          3         13         13         34         19:
Old  :        42:        21          3          3         13         13         34         19:
Other:         6:         1          1          0          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.2       67.3       50.2       79.1       34.7       67.1       46.5       77.9
Old  :                 37.3       67.7       50.4       79.4       34.7       67.5       46.6       78.3
Other:                 89.3       57.3       89.3       57.3       81.3       49.3       81.3       49.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 16, 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  :   727,980:   196,480    228,122    100,167    383,198    258,732    679,845    587,021:    48,135    140,959
Old  :   675,478:   190,022    221,618     88,996    353,769    241,560    632,787    552,174:    42,691    123,304
Other:    52,502:    16,849     16,895        780     29,429     17,172     47,058     34,847:     5,444     17,655
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    32,968:     6,831     15,793      2,124     22,482      4,146     31,437     22,063:     1,531     10,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       31.3       13.8       52.6       35.5       93.4       80.6:       6.6       19.4
Old  :     100.0:      28.1       32.8       13.2       52.4       35.8       93.7       81.7:       6.3       18.3
Other:     100.0:      32.1       32.2        1.5       56.1       32.7       89.6       66.4:      10.4       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       669:       147        266        176        134        201        400        546:
Old  :       665:       148        267        157        124        199        374        537:
Other:       287:        53         80         16         45        125        106        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.0       12.2       24.3       18.4       13.2       11.8       21.3       16.6
Old  :                 15.5       13.1       24.9       19.3       13.6       12.9       22.7       18.0
Other:                 29.2       20.6       44.9       28.5       28.8       20.6       44.5       28.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 16, 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  :    22,931:    18,862      1,440        835          0      5,634     19,697      7,909:     3,234     15,022
Old  :    20,763:    17,313      1,406        835          0      4,969     18,148      7,210:     2,615     13,553
Other:     2,168:     1,549         34          0          0        665      1,549        699:       619      1,469
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       307:       424         47         25          0        323        449        395:      -142        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.3        6.3        3.6        0.0       24.6       85.9       34.5:      14.1       65.5
Old  :     100.0:      83.4        6.8        4.0        0.0       23.9       87.4       34.7:      12.6       65.3
Other:     100.0:      71.4        1.6        0.0        0.0       30.7       71.4       32.2:      28.6       67.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5          7          4          0         14          6         24:
Old  :        26:         5          7          4          0         14          6         24:
Other:        19:         2          4          0          0         13          2         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 83.4       12.8       85.9       20.1       82.1       12.8       82.3       18.8
Old  :                 84.9       13.6       87.4       19.9       83.2       12.4       83.4       18.4
Other:                 71.4       27.1       71.4       30.1       71.4       27.1       71.4       30.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 16, 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  :   369,206:   124,005    102,007     56,600    151,859    177,253    332,464    335,860:    36,742     33,346
Old  :   353,976:   127,431    102,263     47,448    144,205    172,638    319,084    322,349:    34,892     31,627
Other:    15,230:     2,045      5,215      3,681      7,654      4,615     13,380     13,511:     1,850      1,719
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    -2,540:      -632     -6,321      6,194     -7,787     -1,394     -2,225     -1,521:      -315     -1,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6       27.6       15.3       41.1       48.0       90.0       91.0:      10.0        9.0
Old  :     100.0:      36.0       28.9       13.4       40.7       48.8       90.1       91.1:       9.9        8.9
Other:     100.0:      13.4       34.2       24.2       50.3       30.3       87.9       88.7:      12.1       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        90         94        100         80         65        236        214:
Old  :       309:        98         90         99         80         65        235        213:
Other:        55:         8         19         11         21         10         39         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       29.0       17.7       36.6        9.9       27.6       17.6       34.8
Old  :                 10.3       29.3       18.4       37.2       10.2       28.3       18.2       35.9
Other:                 32.3       53.9       50.6       71.3       25.2       40.9       41.1       52.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 16, 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  :   840,414:   112,414     87,456     18,186    556,073    565,765    686,673    671,407:   153,741    169,007
Old  :   840,414:   112,414     87,456     18,186    556,073    565,765    686,673    671,407:   153,741    169,007
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -13,342:     7,714       -629     -1,936       -288     -2,421      5,490     -4,986:   -18,832     -8,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.4        2.2       66.2       67.3       81.7       79.9:      18.3       20.1
Old  :     100.0:      13.4       10.4        2.2       66.2       67.3       81.7       79.9:      18.3       20.1
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  :       179:        32         36         22         78         79        120        127:
Old  :       179:        32         36         22         78         79        120        127:
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  :                 27.1       19.3       37.8       30.9       25.9       18.6       33.3       26.7
Old  :                 27.1       19.3       37.8       30.9       25.9       18.6       33.3       26.7
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, September 16, 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  :   509,152:    54,500     35,044      5,007    346,349    376,194    405,856    416,245:   103,296     92,907
Old  :   509,152:    54,500     35,044      5,007    346,349    376,194    405,856    416,245:   103,296     92,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    -3,926:    -2,555     -1,961         38     -2,008       -532     -4,525     -2,455:       599     -1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        6.9        1.0       68.0       73.9       79.7       81.8:      20.3       18.2
Old  :     100.0:      10.7        6.9        1.0       68.0       73.9       79.7       81.8:      20.3       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        83:         9         10          6         49         49         62         61:
Old  :        83:         9         10          6         49         49         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       41.6       40.9       53.3       22.0       38.1       32.5       46.9
Old  :                 25.8       41.6       40.9       53.3       22.0       38.1       32.5       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, September 16, 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  :     6,634:     1,553        241        649      3,764      5,410      5,966      6,300:       668        334
Old  :     6,634:     1,553        241        649      3,764      5,410      5,966      6,300:       668        334
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       127:      -214       -117        105        361        141        252        129:      -125         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        3.6        9.8       56.7       81.5       89.9       95.0:      10.1        5.0
Old  :     100.0:      23.4        3.6        9.8       56.7       81.5       89.9       95.0:      10.1        5.0
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  :        35:        11          2          5         16         19         29         25:
Old  :        35:        11          2          5         16         19         29         25:
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  :                 44.5       58.9       66.1       76.3       32.6       51.2       42.9       55.5
Old  :                 44.5       58.9       66.1       76.3       32.6       51.2       42.9       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, September 16, 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  :   340,520:   101,131     59,833     41,297    156,523    204,837    298,951    305,967:    41,569     34,553
Old  :   329,053:   100,724     59,064     38,121    150,034    198,844    288,879    296,029:    40,174     33,024
Other:    11,467:     2,170      2,532      1,413      6,489      5,993     10,072      9,938:     1,395      1,529
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :     3,133:      -351      5,943        858      6,050     -5,220      6,557      1,581:    -3,424      1,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       17.6       12.1       46.0       60.2       87.8       89.9:      12.2       10.1
Old  :     100.0:      30.6       17.9       11.6       45.6       60.4       87.8       90.0:      12.2       10.0
Other:     100.0:      18.9       22.1       12.3       56.6       52.3       87.8       86.7:      12.2       13.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        75         68         77         91         89        214        199:
Old  :       272:        77         71         74         91         88        213        195:
Other:        70:        15         11          9         32         16         53         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.3       30.2       18.5       38.8        8.4       26.3       15.0       34.1
Old  :                 11.1       30.4       18.5       39.3        8.4       27.0       15.1       35.0
Other:                 30.0       47.8       48.8       65.2       30.0       46.7       47.8       60.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 16, 2014              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,171:     1,030      4,579        739      5,721      2,176      7,490      7,494:     1,681      1,677
Old  :     9,171:     1,030      4,579        739      5,721      2,176      7,490      7,494:     1,681      1,677
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       126:        -9        138        144        -20       -133        115        149:        11        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       49.9        8.1       62.4       23.7       81.7       81.7:      18.3       18.3
Old  :     100.0:      11.2       49.9        8.1       62.4       23.7       81.7       81.7:      18.3       18.3
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  :        66:        14         23         10         19         15         40         42:
Old  :        66:        14         23         10         19         15         40         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       35.4       53.6       48.9       41.6       35.4       51.6       48.4
Old  :                 41.7       35.4       53.6       48.9       41.6       35.4       51.6       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 16, 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  : 1,561,498:   382,296    479,106     18,829  1,057,083    912,679  1,458,208  1,410,614:   103,290    150,884
Old  : 1,561,498:   382,296    479,106     18,829  1,057,083    912,679  1,458,208  1,410,614:   103,290    150,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   161,827:    46,547    134,821     -7,298    121,587     39,983    160,836    167,506:       991     -5,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       30.7        1.2       67.7       58.4       93.4       90.3:       6.6        9.7
Old  :     100.0:      24.5       30.7        1.2       67.7       58.4       93.4       90.3:       6.6        9.7
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  :       261:        44         51         24         94        126        145        194:
Old  :       261:        44         51         24         94        126        145        194:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       28.1       44.1       41.1       32.6       28.1       44.0       40.9
Old  :                 32.7       28.1       44.1       41.1       32.6       28.1       44.0       40.9
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, September 16, 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  : 2,659,350:   443,518    450,317     56,351  1,877,971  1,656,023  2,377,840  2,162,691:   281,510    496,659
Old  : 2,659,350:   443,518    450,317     56,351  1,877,971  1,656,023  2,377,840  2,162,691:   281,510    496,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -97,875:     3,303    -23,165     -4,082    -78,100    -64,658    -78,879    -91,905:   -18,996     -5,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       16.9        2.1       70.6       62.3       89.4       81.3:      10.6       18.7
Old  :     100.0:      16.7       16.9        2.1       70.6       62.3       89.4       81.3:      10.6       18.7
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  :       357:        49         99         40        128        169        203        282:
Old  :       357:        49         99         40        128        169        203        282:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       16.4       49.9       23.3       39.9       13.1       47.9       19.3
Old  :                 41.1       16.4       49.9       23.3       39.9       13.1       47.9       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, September 16, 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  : 2,112,037:   402,107    357,611     60,443  1,430,034  1,325,137  1,892,584  1,743,191:   219,453    368,846
Old  : 2,112,037:   402,107    357,611     60,443  1,430,034  1,325,137  1,892,584  1,743,191:   219,453    368,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -17,764:   -26,829     14,797      4,495     23,414    -36,552      1,080    -17,260:   -18,844       -504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       16.9        2.9       67.7       62.7       89.6       82.5:      10.4       17.5
Old  :     100.0:      19.0       16.9        2.9       67.7       62.7       89.6       82.5:      10.4       17.5
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  :       293:        35         71         29        113        142        167        223:
Old  :       293:        35         71         29        113        142        167        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       16.4       33.6       26.2       19.0       11.8       28.7       19.7
Old  :                 20.5       16.4       33.6       26.2       19.0       11.8       28.7       19.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, September 16, 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  :   557,935:    14,165    158,155    116,753    390,407    230,844    521,325    505,752:    36,610     52,183
Old  :   557,935:    14,165    158,155    116,753    390,407    230,844    521,325    505,752:    36,610     52,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    34,669:    -6,060     17,050     -1,821     37,848     14,926     29,967     30,155:     4,702      4,514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5       28.3       20.9       70.0       41.4       93.4       90.6:       6.6        9.4
Old  :     100.0:       2.5       28.3       20.9       70.0       41.4       93.4       90.6:       6.6        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        11         37         27         35         40         65         87:
Old  :        91:        11         37         27         35         40         65         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       23.6       59.7       35.4       39.0       19.0       43.3       24.3
Old  :                 48.6       23.6       59.7       35.4       39.0       19.0       43.3       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, September 16, 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  :    85,792:    24,228     12,543      2,654     50,640     60,582     77,522     75,779:     8,271     10,014
Old  :    85,792:    24,228     12,543      2,654     50,640     60,582     77,522     75,779:     8,271     10,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    21,069:     5,369       -590      1,250     14,426     19,603     21,044     20,263:        26        807
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       14.6        3.1       59.0       70.6       90.4       88.3:       9.6       11.7
Old  :     100.0:      28.2       14.6        3.1       59.0       70.6       90.4       88.3:       9.6       11.7
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  :       130:        45         24         15         48         35         97         71:
Old  :       130:        45         24         15         48         35         97         71:
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  :                 19.8       35.5       31.0       54.0       18.2       28.8       27.3       43.4
Old  :                 19.8       35.5       31.0       54.0       18.2       28.8       27.3       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 16, 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  :   171,584:    48,455     25,086      5,308    101,280    121,163    155,043    151,557:    16,541     20,027
Old  :   171,584:    48,455     25,086      5,308    101,280    121,163    155,043    151,557:    16,541     20,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    42,138:    10,737     -1,179      2,499     28,851     39,205     42,087     40,525:        51      1,613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       14.6        3.1       59.0       70.6       90.4       88.3:       9.6       11.7
Old  :     100.0:      28.2       14.6        3.1       59.0       70.6       90.4       88.3:       9.6       11.7
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  :       130:        45         24         15         48         35         97         71:
Old  :       130:        45         24         15         48         35         97         71:
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  :                 19.8       35.5       31.0       54.0       18.2       28.8       27.3       43.4
Old  :                 19.8       35.5       31.0       54.0       18.2       28.8       27.3       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                                                    Code-221602
Commitments of Traders - Futures Only, September 16, 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  :    14,225:     7,393     11,401      2,142      4,543        678     14,078     14,221:       147          4
Old  :    14,225:     7,393     11,401      2,142      4,543        678     14,078     14,221:       147          4
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :       177:    -1,110     -1,179      1,205         61        150        156        176:        21          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.0       80.1       15.1       31.9        4.8       99.0      100.0:       1.0        0.0
Old  :     100.0:      52.0       80.1       15.1       31.9        4.8       99.0      100.0:       1.0        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          4          2          1         21          7:
Old  :        23:        16          5          4          2          1         21          7:
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  :                 73.3       87.7       87.1      100.0       65.7       76.7       75.8       80.7
Old  :                 73.3       87.7       87.1      100.0       65.7       76.7       75.8       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, September 16, 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  :    54,602:     3,679     16,599        264     50,581     37,496     54,524     54,359:        78        243
Old  :    54,602:     3,679     16,599        264     50,581     37,496     54,524     54,359:        78        243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :    -7,085:       -23       -704        -28     -7,025     -6,382     -7,076     -7,114:        -9         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       30.4        0.5       92.6       68.7       99.9       99.6:       0.1        0.4
Old  :     100.0:       6.7       30.4        0.5       92.6       68.7       99.9       99.6:       0.1        0.4
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  :        47:         6         14          1         11         18         17         33:
Old  :        47:         6         14          1         11         18         17         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       58.1       97.2       77.9       78.5       49.2       88.4       69.0
Old  :                 82.6       58.1       97.2       77.9       78.5       49.2       88.4       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, September 16, 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  :    39,368:     2,859     10,105      2,930     33,491     26,072     39,280     39,107:        88        261
Old  :    39,368:     2,859     10,105      2,930     33,491     26,072     39,280     39,107:        88        261
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 9, 2014                    :
     :   -13,960:       650     -3,632         43    -14,552    -10,362    -13,859    -13,951:      -101         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       25.7        7.4       85.1       66.2       99.8       99.3:       0.2        0.7
Old  :     100.0:       7.3       25.7        7.4       85.1       66.2       99.8       99.3:       0.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4         18          1          6         20         10         39:
Old  :        47:         4         18          1          6         20         10         39:
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  :                 98.3       50.7       99.6       72.6       88.1       50.4       88.8       66.0
Old  :                 98.3       50.7       99.6       72.6       88.1       50.4       88.8       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 19, 2014