```
 
 
WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      550,730
COMMITMENTS
 107,815  152,932  178,414  220,773  167,627  507,002  498,973   43,729   51,758

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     26,594)
   4,858   12,947   18,019    2,289   -5,863   25,166   25,103    1,428    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     27.8     32.4     40.1     30.4     92.1     90.6      7.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     126      133      138       97      104      300      309
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      160,214
COMMITMENTS
  49,049   38,645   23,942   69,591   68,927  142,582  131,514   17,632   28,700

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      2,989)
  -1,049      557    2,752      571     -602    2,274    2,707      714      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     24.1     14.9     43.4     43.0     89.0     82.1     11.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      46       50       45       61       69      135      142
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,018,482
COMMITMENTS
 417,980  285,605  653,052  788,915  738,764  1859947  1677421  158,535  341,061

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     76,588)
  -4,158   13,947   51,973   22,349    3,460   70,164   69,381    6,424    7,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     14.1     32.4     39.1     36.6     92.1     83.1      7.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      811)
     205      205      256      301      337      640      681
 
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                        Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,965
COMMITMENTS
   5,204    3,245    2,928    2,564    3,894   10,696   10,067      270      899

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        622)
     359      346       52      218      387      630      785       -7     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     29.6     26.7     23.4     35.5     97.5     91.8      2.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        9       14        8        7       22       24
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,507
COMMITMENTS
   2,602      803      678    3,103    6,090    6,383    7,571    2,124      936

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        163)
    -256      118       79      122      -97      -55      101      218       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6      9.4      8.0     36.5     71.6     75.0     89.0     25.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11        7        6       16       13       33       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      990,767
COMMITMENTS
 183,072  197,128  342,234  411,770  302,925  937,076  842,287   53,691  148,479

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     72,410)
     504    9,763   39,043   32,889   21,286   72,436   70,092      -26    2,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     19.9     34.5     41.6     30.6     94.6     85.0      5.4     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     187      248      267      177      229      528      595
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       21,546
COMMITMENTS
  16,920      974       62        2    5,244   16,984    6,280    4,562   15,266

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:         94)
     965      264       21        0     -155      986      130     -892      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.5      4.5      0.3      0.0     24.3     78.8     29.1     21.2     70.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        4        1       15        6       21
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      391,228
COMMITMENTS
  99,834  102,914   73,914  180,934  175,454  354,682  352,282   36,545   38,945

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     14,798)
   2,981    7,239    7,570    1,201     -707   11,752   14,102    3,046      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     26.3     18.9     46.2     44.8     90.7     90.0      9.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      297)
      83       99       81       87       73      220      212
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      908,282
COMMITMENTS
 112,808   88,312   61,767  549,755  562,068  724,330  712,146  183,952  196,136

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     61,016)
  16,684   22,817   12,169   20,388   14,701   49,241   49,687   11,775   11,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      9.7      6.8     60.5     61.9     79.7     78.4     20.3     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      35       44       47       83       91      146      154
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      501,482
COMMITMENTS
  55,373   36,718    4,267  331,529  362,328  391,169  403,313  110,313   98,169

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,244)
   4,156    1,422     -354    1,558    3,620    5,361    4,689    1,884    2,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      7.3      0.9     66.1     72.3     78.0     80.4     22.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      10       11        7       46       49       61       62
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        6,260
COMMITMENTS
   1,652      582      623    3,462    4,725    5,737    5,930      523      330

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        147)
      95      -65       14       83      157      192      106      -45       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4      9.3     10.0     55.3     75.5     91.6     94.7      8.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        4        4       18       22       32       30
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      386,475
COMMITMENTS
  92,022   63,406   82,314  165,305  208,135  339,641  353,855   46,834   32,620

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,210)
  -1,265   -3,360    5,389      667    3,215    4,791    5,244    2,419    1,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     16.4     21.3     42.8     53.9     87.9     91.6     12.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      79       72       81       94       99      219      212
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,284
COMMITMENTS
     875    2,483    1,532    5,068    3,310    7,475    7,325    1,809    1,959

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -227)
     -69       46       26      -89     -224     -131     -152      -96      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     26.7     16.5     54.6     35.7     80.5     78.9     19.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      18       17       12       21       17       42       44
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,212,995
COMMITMENTS
 240,430  253,412   44,015  832,255  774,297  1116700  1071724   96,296  141,271

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     34,164)
   7,585   18,651   11,937   11,906    8,780   31,428   39,368    2,736   -5,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     20.9      3.6     68.6     63.8     92.1     88.4      7.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      46       47       29       93      129      148      197
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,247,974
COMMITMENTS
 406,624  401,342  370,589  2156088  1965879  2933301  2737810  314,674  510,165

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:    130,167)
  20,129   -5,894   42,103   44,354   86,869  106,586  123,078   23,580    7,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     12.4     11.4     66.4     60.5     90.3     84.3      9.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      68      104       97      177      214      306      354
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,420,212
COMMITMENTS
 365,314  307,032  176,126  1623518  1547022  2164958  2030180  255,253  390,032

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      8,485)
  27,922  -17,162    6,224  -23,102   16,050   11,045    5,112   -2,560    3,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     12.7      7.3     67.1     63.9     89.5     83.9     10.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      47       57       53      128      161      205      241
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      452,604
COMMITMENTS
  19,890  111,156   86,394  313,824  201,494  420,108  399,044   32,497   53,560

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,235)
   3,804    7,271      404    3,967   -1,078    8,175    6,597     -940      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     24.6     19.1     69.3     44.5     92.8     88.2      7.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      14       28       25       38       40       66       81
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,112
COMMITMENTS
  21,559   12,603      638   34,198   44,299   56,395   57,540    8,717    7,572

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,297)
   2,629   -1,429       87   -1,670    2,280    1,046      938      250      358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     19.4      1.0     52.5     68.0     86.6     88.4     13.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      37       27        8       42       26       82       58
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      130,225
COMMITMENTS
  43,118   25,206    1,276   68,396   88,598  112,790  115,080   17,434   15,145

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      2,593)
   5,259   -2,857      173   -3,339    4,560    2,093    1,876      500      717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1     19.4      1.0     52.5     68.0     86.6     88.4     13.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      37       27        8       42       26       82       58
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       13,276
COMMITMENTS
  10,952   12,547      476    1,778      248   13,206   13,271       70        5

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -483)
    -514     -714      -17       53      248     -478     -483       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    82.5     94.5      3.6     13.4      1.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      17        5        2        3        1       21        7
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       52,433
COMMITMENTS
   7,825   19,604      329   44,208   32,353   52,362   52,286       71      147

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        132)
    -689     -363       17      821      481      149      135      -17       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     37.4      0.6     84.3     61.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4       15        2       12       16       17       32
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       33,321
COMMITMENTS
   4,344   12,484    1,265   27,607   19,401   33,216   33,150      105      171

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:         39)
  -1,053      328        0    1,070     -293       17       35       22        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     37.5      3.8     82.9     58.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       15        1        8       15       14       31
```

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Updated July 25, 2014